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Abstract: This work is devoted to find an optimal set of sensors for model-based FDI.
The novelty is that binary integer linear programming is used in the optimization problem,
leading to a formulation of the detectability and isolability specifications as linear inequality
constraints. Furthermore, a very detailed system model is not needed since the methodology
handles structural models. The approach has been successfully applied to a two-tank system,
as an illustrative example.
n
k X
X a system fault j is detectable ↔ (fij ρi ) ≥ 1 (13)
[mij qj + (1 − mij )] − kρi ≥ 0 (9)
i=1
j=1
Equation (13) can be extended to all system faults, and
Note however that expression in (9) implies that: written in compact form as:
q
ARR i is not valid → ρi = 0 T
0l×k −F ≤ −1l×1 (14)
ρ
whereas the reverse is not true. This means that ρi can be
viewed as a dummy variable in the optimization problem. Therefore, the set of system faults is detectable if con-
This variable is forced to zero as long as the corresponding straint (14) holds.
ARR is non-selectable. Following with the example in (6), equation (14) becomes:
Now, equation (9) is linear. Therefore, it is suitable for
BILP formulation. Equation (9) can be extended to all q1
the n ARRs, and written in vector form as: q2
q3
0 0 0 0 −1 −1 −1 0 ρ1 −1
· ≤ −1 (15)
mi1 · · · mik q1 ρ1 β1 0 0 0 −1 0 0 −1 −1
.. . . . . . . ρ2
. . .. .. − k .. + .. ≥ 0n×1 (10) ρ3
ρ4
mn1 · · · mnk qk ρn βn
ρ5
Pk
where βi = j=1 (1 − mij ) for i = {1, · · · , n}. Finally, Sensor faults detectability
equation (10) can be written in a compact form as:
A similar expression to (13) is used for sensor fault
detectability:
q
[ −M kIn ] ≤β (11)
ρ n
X
a sensor fault j is detectable ↔ (fq ij ρi ) ≥ qj (16)
T
where vector ρ = [ ρ1 · · · ρn ] is the set of ARR selectors i=1
T
and β = [ β1 · · · βn ] is a vector of coefficients. Note that for a non-installed sensor, the right hand side of
Expression (11) has the same form as (2). Furthermore, the inequality (16) becomes 0, meaning that no detectability
property is expected for this sensor fault. However, as long
optimization variable vector is augmented by including the
ARR selector, i.e. x = [qT ρT ]T . as a sensor is chosen for installation, equation (16) becomes
similar to (13).
Given the example in (6), equation (11) becomes:
Equation (16) can be extended to all sensor faults, and
written in compact form as:
q Fault isolability between system faults and sensor faults
Ik −Fq T
≤ 0k×1 (17)
ρ Isolability involving a sensor fault depends on whether the
corresponding sensor is considered for installation or not.
Thus, the sensor fault detectability constraint for the So, the condition for isolability between a system fault and
example in (6) is: a sensor fault can be stated as:
q1
n
a system fault j1 and a X
q2 ↔ |fij1 − fq ij2 |ρi ≥ qj2
sensor fault j2 are isolable
q3 " 0 #
#
i=1
1 0 0 0 −1 0 −1 −1
"
ρ1 (23)
0 1 0 −1 0 0 −1 0 · ρ2 ≤ 0
(18)
0 0 1 −1 0 −1 −1 −1
ρ3 0 Note that for a non-installed sensor, the right hand side
ρ4
of inequality (23) becomes 0, meaning that no isolability
ρ5 property is expected for this sensor fault. However, as long
as a sensor is chosen for installation, equation (23) becomes
similar to (19).
3.3 Fault isolability constraint Equation (23) can be extended to any pair of system fault
and sensor fault, and written in compact form as:
Two faults are structurally isolable if their corresponding
signatures in the FSM are different. This is true as long
as ARR-based exoneration is assumed (Travé-Massuyès T
q
G2 −FI2 ≤ 0l·k×1 (24)
et al., 2006). ρ
Since system and sensor faults are considered in this where G2 is the following l · k × k matrix:
paper, the number of equations needed to check fault
isolability is C2l+k . Next, three types of constraints are T
deduced depending on whether system or sensor faults are G2 = [ Ik Ik · · · Ik ] (25)
considered.
and FI2 = [fI2 ip ] is a n × l · k matrix with:
Fault isolability between system faults
Given two system faults j1 and j2 , inequality (19) holds ∀j1 ∈ {1, . . . , l}
fI2 ip = |fij1 − fq ij2 | (26)
as long as their signatures in the FSM are different. ∀j2 ∈ {1, . . . , k}
n
where p indexes in lexicographical order the cartesian
two system faults X product of the system faults set and the sensor faults set.
↔ |fij1 − fij2 |ρi ≥ 1 (19)
j1 and j2 are isolable
i=1 Remark that matrix G2 is used to involve the correspond-
ing sensor in (23) according to the index j2 used to build
Equation (19) can be extended to any combination of two matrix FI2 .
system faults, and written in compact form as:
Remind that in the example given in (6), k = 3 and l = 2.
Therefore equation (24) becomes:
i
q
h
0C2l ×k −FI1 T ≤ −1C2l ×1 (20)
ρ
q1
1 0 0 0 0 −1 0 −1 q2 0
where FI1 = [fI1 im ] is a n × C2l matrix with:
0 1 0 −1 −1 −1 0 0 q 3
0
0 0 1 −1 −1 0 0 −1 ρ1 0
1 · ≤ (27)
fI1 im = |fij1 − fij2 | ∀j1 , j2 ∈ {1, . . . , l} : j1 < j2 (21) 0 0 −1 −1 0 0 0
0
ρ 2
0 1 0 0 0 0 0 −1 ρ3 0
0 0 1 0 0 −1 0 0 ρ4 0
where m indexes in lexicographical order the C2l system
faults combinations. ρ5
Following with the example in (6), equation (20) becomes: Fault isolability between sensors faults
Now the isolability condition involves two sensor faults,
q1 so it depends on whether both sensors are considered
q2 for installation. The condition for isolability between two
q
3 sensor faults can be stated as the following non-linear
ρ1 inequality:
[ 0 0 0 −1 −1 −1 0 −1 ] ·
ρ2 ≤ [ −1 ]
(22)
ρ3 n
ρ4
X
|fq ij1 − fq ij2 |ρi ≥ qj1 qj2 (28)
ρ5
i=1
Note that as long as both sensors are not selected for 4. PROBLEM FORMULATION
installation, the right hand side of inequality (28) becomes
0, meaning that no isolability property is expected between
their corresponding sensor faults. However, as long as both 4.1 Sensor placement optimization
sensor are selected for installation, equation (28) becomes
similar to (19). Once detectability and isolability constraints have been
Equation (28) can be transformed into the equation in introduced, the optimal sensor placement for FDI can be
(29), which is an equivalent linear constraint. formally presented. The full problem is formulated as:
two sensors faults
n
T q
↔
X
|fq ij1 − fq ij2 |ρi ≥ qj1 + qj2 − 1 min [c 01×n ] subject to: (34)
[qT ρT ] ρ
j1 and j2 are isolable
i=1
(29)
−M kIn
β
Note that the left hand side of the equation in (29) is non- 0l×k −FT −1l×1
negative, so this constraint will only become active when
−Fq T
Ik q 0
k×1
both sensors are selected for installation.
ρ ≤ (35)
−FI1 T −1C2l ×1
0C l ×k
2
Equation (29) can be extended to any combination of two
G2 −FI2 T 0l·k×1
sensor faults, and written in compact form as: 1C2k ×1
G3 −FI3 T
0 up(t)
Fault Description Affected equation
0 1 2 3 4 5 6
fu upper tank leak e1
fl lower tank leak e2
Fig. 1. Two-tank system fhu wrong upper tank level sensor reading e5
fhl wrong lower tank level sensor reading e6
4.2 Sensor placement optimization with minimal set of
fqp wrong pump flow sensor reading e7
ARR fqv wrong valve flow sensor reading e8
fu p wrong pump control input sensor reading e9
The BILP optimization stated in (34)-(36) can be ex- fu v wrong valve control input sensor reading e10
tended to optimize the selected ARRs. This requires set-
ting a cost for each ARR in the cost vector of the objective and uv can also be measured. The flow in the pump, qp ,
function. Therefore, the optimization problem will be ex- depends on both levels, hu and hl , and the input to the
pressed as follows: pump, up . The flow in the valve, qv , depends on the upper
tank level, hu , and the input to the valve, uv .
The non-linear dynamic equations describing the process
T q
′T
min [c c ] subject to: (35) and (36) behavior and the sensor equations that relate the unknown
[qT ρT ] ρ
(37) variables with the measurements are all gathered in (39).
Su and Sl are the upper and lower tank sections respec-
where c′ is a column-vector of n ARR costs. tively. ha is the height difference between both tanks. cp
There exist several reasons for optimizing the set of ARRs. and cv are the pump and valve constants, respectively.
For instance, minimizing the number of chosen ARRs, Finally, ρ is the liquid density and g is the standard gravity.
minimizing their complexity in terms of the number of
equations involved in their computation, or even, maxi- 1
e1 : ḣu = (qp − qv )
mizing their sensitivity or robustness. Su
1
Usually, the main goal will be to optimize the sensors set e2 : ḣl = (qv − qp )
and then, once a minimal sensor set is ensured, optimize Sl p
T e3 : qp = cp sgn(∆p) |∆p|
the ARR set. Thus, given c′ = c′1 · · · c′n , condition
with ∆p ≡ fpp (up ) − ρg(ha + hu − hl )
(38) must be fulfilled to satisfy this requirement. (39)
e4 : qv = cv fv (uv ) ρghu
e5 : hu = hu ,measured
n
X e6 : hl = hl ,measured
c′i < cj ∀cj ∈ c, j ∈ {1, . . . , k} (38) e7 : qp = qv ,measured
i=1 e8 : qv = qp ,measured
e9 : up = uv ,measured
5. APPLICATION TO A TWO-TANK SYSTEM e10 : uv = up ,measured
In this section, the BILP formulation developed in the The incidence matrix describing the structural model that
previous sections is illustrated through a two-tank system corresponds to (39) is depicted in Table 1.
example. The same aplication has already been used in
Sarrate et al. (2007) when solving the sensor placement Six sensor faults are considered, as well as two system
faults: leaks in the upper and lower tanks. Table 2 lists all
problem for FDI, but using non-linear constrains.
possible faults along with their corresponding descriptions,
The system is made up of two tanks interconnected by and the equation affected by them.
a pump and a valve. A schematic representation of the
Given the structural model depicted in Table 1, 35 ARRs
system is shown in Fig. 1.
can be found. For further information on methods devoted
The system can be equipped with two level sensors mea- to finding ARRs see Krysander et al. (2008), Travé-
suring liquid heights in the tanks hu and hl , and two flow- Massuyès et al. (2006) and Pulido and Gonzalez (2004).
rate sensors measuring qp and qv . The inputs variables up Then, taking into account which equation is related with
Table 3. Optimal set of ARRs Furthermore, the ARRs optimization has been included in
the sensor placement problem with no extra effort, so that
e1 e2 e3 e4 e5 e6 e7 e8 e9 e10
ARR9 0 1 1 1 0 1 0 1 1 1
the most convenient set of ARRs are also selected.
ARR18 1 0 1 1 0 1 0 1 1 1 The authors are aware that the ARR-based exoneration
ARR23 1 1 0 1 0 1 0 1 0 1 assumption may be unrealistic in many cases. However,
ARR27 1 1 1 0 0 1 0 1 1 0
ARR32 1 1 1 1 0 0 0 1 1 1
this method could be easily extended to the case when
a residual does not always cross the threshold at fault
Table 4. FSM for the optimal set of ARRs occurrence. Fault isolability should then be stated as in
Krysander and Frisk (2008). It should be reformulated as
fu fl fhl fqv fu p fu v a linear binary constraint, and included in the optimization
ARR9 0 1 1 1 1 1 problem.
ARR18 1 0 1 1 1 1
ARR23 1 1 1 1 0 1 The sensor placement problem based on a BILP formu-
ARR27 1 1 1 1 1 0 lation could also be extended to diagnostic specifications
ARR32 1 1 0 1 1 1 other than fault detectability and isolability (e.g. robust-
ness), as long as they could be formulated as linear in-
each sensor or fault, matrices M , F and Fq can be
equality constraints.
extracted 1 .
The main drawback of the present approach is that the
If all candidate sensors were installed, it would be straight- complete ARRs set must be provided beforehand. It is
forward to check that all faults are detectable and isolable known that generating the whole set of ARRs is a compu-
(assuming ARR-based exoneration): it suffices to verify tationally complex task. Future works might be improved
that all columns in F and Fq have at least a ’1’, and that by solving the BILP optimization without the need of gen-
every possible pair of columns is different. So, an optimal erating such ARRs set. An incremental ARR generation
sensor placement problem can be posed, since it should approach (Rosich et al., 2007) or an approach based on
have at least that feasible solution. the Dulmage-Mendelsohn decomposition (Krysander and
T
The following sensor cost c = [ 140 100 135 130 145 110 ] Frisk, 2008) could be applied, for instance.
is taken, with the costs being assigned following the order
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