Rolf Isermann

Fault-Diagnosis Systems
An Introduction from Fault Detection
to Fault Tolerance

With 227 Figures

fy Springer '
Contents

1 Introduction 1
1.1 Process automation and process supervision 1
1.2 Contents 3
1.3 Historical notes 8

Parti Fundamentals

2 Supervision and fault management of processes - tasks and

terminology 13
2.1 Basic tasks of supervision 13
2.2 Faults, failures, malfunctions 20
2.3 Reliability, availability, safety 21
2.4 Fault tolerance and redundancy 24
2.5 Knowledge-based fault detection and diagnosis 25
2.5.1 Analytic symptom generation ....., 26
2.5.2 Heuristic symptom generation^r:. 27
2.5.3 Fault diagnosis •., '! 27
2.6 Implementation issues .v 27
2.7 Problems = 29

3 Reliability, Availability and Maintainability (RAM) 31

3.1 Reliability 31
3.1.1 Type of faults f f. 31
3.1.2 Reliability estimation^.' 32
3.1.3 Connected elements 37
3.2 Maintainability ' 39
3.3 Availability 42
3.4 Fault management for total life cycles 42
3.5 Some failure statistics'. 42
3.5.1 Statistics of components 43
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3.5.2 Statistics of systems 45

3.6 Problems 47

4 Safety, Dependability and System Integrity 49

4.1. Reliability analysis 50
4.2 Event tree analysis (ETA) and fault tree analysis (FTA) 50
4.3 Failure mode and effects analysis (FMEA) 51
4.4 Hazard-analysis (HA) 54
4.5 Risk classification 54
4.6 Integrated reliability and safety design 57
4.7 Problems 57

Part II Fault-Detection Methods

5 Process Models and Fault Modelling 61

5.1 Fault models 63
5.1.1 Basic fault models 63
5.1.2 Examples for fault models 64
5.2 Process models 71
5.2.1 Theoretical and experimental modelling 71
5.2.2 Static process models 73
5.2.3 Linear dynamic process models 74
5.2.4 Nonlinear process models 81
5.3 Problems 82

6 Signal models K 83
6.1 Harmonic oscillations 83
6.1.1 Single oscillations 83
6.1.2 Superposition 84
6.1.3 Amplitude modulation _^/. 84
6.1.4 Frequency and phase modulation S.'. 85
6.1.5 Beating (Libration) '.."' 85
6.1.6 Superposition and nonlinear characteristics 88
6.2 Stochastic signals 88
6.2.1 Continuous-time stochastic signals 89
6.2.2 Discrete-time stochastic signals 91
6.3 Problems « 93

7 Fault detection with limit checking 95

7.1 Limit checking of absolute values 95
7.2 Trend checking 95
7.3 Change detection with binary thresholds 97
7.3.1 Estimation of mean and variance 97
** 7.3.2 Statistical tests for change detection 100
7.4 Change detection with fuzzy thresholds 107
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7.5 Adaptive thresholds 107

7.6 Plausibility checks 108
7.7 Problems 109

Fault detection with signal models Ill

8.1 Analysis of periodic signals Ill
8.1.1 Bandpass filtering 113
8.1.2 Fourier analysis 113
8.1.3 Correlation Functions 114
8.1.4 Fourier transformation 115
8.1.5 Fast Fourier transformation (FFT) 117
8.1.6 Maximum entropy spectral estimation 122
8.1.7 Cepstrum analysis 127
8.2 Analysis of non-stationary periodic signals 129
8.2.1 Short-time Fourier transform 129
8.2.2 Wavelet transform 129
8.3 Analysis of stochastic signals 131
8.3.1 Correlation analysis 131
8.3.2 Spectrum analysis...~ 133
8.3.3 Signal parameter estimation with ARMA-models 133
8.4 Vibration analysis of machines 134
8.4.1 Vibrations of rotating machines 134
8.4.2 Vibration signal models 135
8.4.3 Vibration analysis methods 139
8.4.4 Speed signal analysis of combustion engines 141
8.5 Problems 146
i
Fault detection with process-identification methods 147
9.1 Identification with correlation functions 149
9.1.1 Estimation of correlation functions 149
9.1.2 Convolution i' 150
9.2 Parameter estimation for linear processes 151
9.2.1 Method of least squares (tS) 152
9.2.2 Extended least squares (ELS) method 158
9.2.3 Modifications of basic recursive estimators 159
9.2.4 Parameter estimation of time-varying processes 164
9.2.5 Parameter estimation for continuous-time signals 167
9.2.6 Parameter estimation in closed loop s. 169
9.3 Identification of nonlinear processes 170
9.3.1 Parameter estimation for nonlinear static processes 171
9.3.2 Parameter Estimation with Classical Nonlinear Models . . . . 172
9.3.3 Artificial Neural Networks for Identification 173
9.3.4 Identification with Grid-based Look-up Tables for Static
Process „ .' 188
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9.3.5 Parameter Estimation for Non-continuously Differentiable

Nonlinear Processes (Friction and Backlash) 190
9.4 Symptom generation with identification models 193
9.5 Problems 195

10 Fault detection with parity equations 197

10.1 Parity eqi itions with transfer functions 197
10.2 Parity equations with state-space models 203
10.2.1 Continuous-time parity approach 203
10.2.2 Discrete-time parity approach 207
10.3 Properties of residuals 210
10.3.1 Generation of enhanced residuals 210
10.3.2 Generation of structured residuals 213
10.3.3 Sensitivity of parity equations 219
10.4 Parity equations for nonlinear processes 220
10.4.1 Parity equations for special nonlinear processes 220
10.4.2 Parity equation for nonlinear, local linear models 221
10.5 Parameter estimation with parity equations 226
10.6 Problems 228

11 Fault detection with state observers and state estimation 231

11.1 State observers 231
11.1.1 Additive faults 232
11.1.2 Multiplicative faults 234
11.1.3 Fault isolation with state observers 234
11.2 State estimation (Kalman filter) 237
11.3 Output observers k 243
11.4 Comparison of the parity- and observer-based approaches 246
11.4.1 Comparison of residual equations 246
11.4.2 Comparison by simulations 247
11.5 Problems // 252

12 Fault detection of control loops '..--. 253

12.1 Effects of faults on the closed loop performance 253
12.2 Signal-based methods for closed-loop supervision \ . 254
12.3 Methods for the detection of oscillations in closed loops 260
12.4 Model-based methods for closed-loop supervision 261
12.5 Problems # 265

13 Fault detection with Principal Component Analysis (PCA) 267

13.1 Principal components 267
13.2 Fault detection with PCA '. 273

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 Contents XI

14 Comparison and combination of fault-detection methods 279

14.1 Assumptions of model-based fault detection 279
14.2 Suitability of model-based fault-detection methods 282
14.3 Combination of different fault-detection methods 283

Part i n Fault-Diagnosis Methods

15 Diagnosis procedures and problems 287

15.1 Introduction to fault diagnosis 287
15.2 Problems of fault diagnosis 289
15.2.1 Diagnosis knowledge representation 290
15.2.2 Prior knowledge 290
15.2.3 Typical statistical symptom distributions 291
15.2.4 Data size 291
15.2.5 Symptom representation 292
15.3 Problems 292

16 Fault diagnosis with classification methods 295

16.1 Simple pattern classification methods 295
16.2 Bayes Classification 296
16.3 Geometric classifiers 299
16.4 Polynomial classification 300
16.5 Decision trees 302
16.6 Neural Networks for fault diagnosis 305
16.6.1 Multi-layer perception networks 306
16.6.2 Radial-basis1 function networks '. 307
16.6.3 Clustering and self-organizing networks 309
16.7 Problems 310

17 Fault diagnosis with inference methods .. .J!-. 311

17.1 Fault trees .^J. 312
17.2 Approximate reasoning /. - 317
17.2.1 Forward chaining )" 318
17.2.2 Backward chaining 322
17.2.3 Summary and comparison 323
17.3 Hybrid neuro-fuzzy systems 324
17.3.1 Structures , : 324
17.3.2 Identification of membetship functions 329
17.3.3 Identification of rules with predefined membership functions 330
17.3.4 Optimization methods 332
17.3.5 Self-learning classification tree (SELECT) 333
17.4 Problems 343
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Part IV Fault-Tolerant Systems

18 Fault-tolerant design 347

18.1 Basic redundant structures 347
18.2 Degradation steps 351
18.3 Problems 353

19 Fault-tolerant components and control 355

19.1 Fault-tolerant sensors 355
19.1.1 Hardware sensor redundancy 355
19.1.2 Analytical sensor redundancy 356
19.2 Fault-tolerant actuators 358
19.3 Fault-tolerant communication 359
19.4 Fault-tolerant control systems 360
19.5 Automatic fault-management system 362
19.6 Problems 365

Part V Application Examples

20 Fault detection and diagnosis of DC motor drives 369

20.1 DC motor 369
20.1.1 DC motor test bench 369
20.1.2 Parity equations 371
20.1.3 Parameter estimation 373
20.1.4 Experimental results for fault detection 373
20.1.5 Experimental results for fault diagnosis with SELECT 376
20.2 Electrical throttle valve actuator 382
20.2.1 Actuator setup v 382
20.2.2 Parameter estimation ..,.-/.' 384
20.2.3 Parity equations , 387
20.2.4 Diagnostic equipment for quality control 388

21 Fault detection and diagnosis of a centrifugal pump-pipe-system . . . . 391

21.1 The pump-pipe-tank system 391
21.2 Mathematical models of the centrifugal pump 392
21.3 Parity equations and parameter estimation *? 393

22 Fault detection and diagnosis of an automotive suspension and the

tire pressures 401
22.1 Mathematical model of a suspension and the test rig 401
22.2 Parameter estimation (test rig) 402
22.3 Parity equations (test rig). 404
22.4 Experimental results with a driving vehicle 405
 Contents XIII

22.5 Shock absorber fault detection during driving 405

22.6 Tire pressure supervision with spectral analysis 409

23 Appendix 413
23.1 Terminology in fault detection and diagnosis 413
23.2 State variable filtering of noisy signals to obtain signal derivations . 415
23.3 Fuzzy logic - a short introduction 416
23.3.1 Basics 416
23.3.2 Simplification for Fault Diagnosis 420
23.4 Estimation of physical parameters for dynamic processes 420
23.4.1 Introduction 420
23.4.2 On the model structure for processes with lumped parameters 422
23.4.3 Calculation of the physical process coefficients 424
23.4.4 Example: Second order electrical circuit 425
23.5 From Parallel to Hierarchical Rule Structures 426
23.5.1 Parallel Rule Bases 427
23.5.2 Hierarchical Rule Bases 428

References 435

Index 469