A GEOMETRIC VIEW ON INVERSION-BASED DETECTION FILTER DESIGN IN NONLINEAR SYSTEMS * A. Edelmayer, J. B o k o r a n d Z.

S z a b d

Systems and Control Laboratory, Computer and Automation Research Institute, Hungarian Academy of Sciences, Budapest, Kende u. 13-17, H- 1111, Hungary e-mail: e d e l m a y e r O s z t a k , hu

Abstract. In this paper the idea of input reconstruction by means of system inversion is discussed. In view of the latest results of geometrical system theory the properties of the inverse is characterized. It is shown how the dynamic inversion approach can be used to construct residual generators to fault detection and isolation. Linear and nonlinear systems with vector relative degree are considered.

Copyright (~ 2003 IFA C.

Key words. Fault detection and isolation, Input observability, Input reconstruction, Inverse system, Nonlinear systems, Vector relative degree.

1. I N T R O D U C T I O N Consider the general state space model of the dynamical system subject to multiple, possible simultaneous failures
m

which specifically occurred. Usually, the detection and isolation of faults is established by a decision process which is based on the residual. The residual generator, by utilizing the usual process signals assumed to be available for measurements (outputs and control inputs), reproduces the fault signal at its output that is zero in normal operation of the system, while it differs from zero if a particular fault occurred. There are various ways that can be used in constructing residual generators. Traditional methods are based on the error dynamics of a state observer, see e.g., the geometric design approach initiated by Massoumnia (1986) for LTI systems. The same geometric interpretation was followed by Edelmayer et al. (1997) for LTV, moreover, Hammouri et al. (1999) for bilinear and De Persis and Isidori (2001) for nonlinear systems, just to mention a few. These approaches were used in a number of situations differing in the assumptions on noise, disturbances, robustness properties and in the specific design methods. For comparison, see some representations in the literature like

he(t)- f(x, u) + ~-~gi(x, u)vi

i m

v(t) =

+
i

e (x,

(1)

where f, g, h, g are analytic functions of time with X(t) e X C ~ n , u(t) e ]~m, y(t) e ]~m, the vector valued state, input and output variables of the system, respectively, u(t) is the fault signal (ul,...,um) T whose elements ui : [0,+c~) -+ are arbitrary functions of time. Note that the fault signals u/ can represent both a c t u a t o r and sensor faults, in general. The goal is to detect the occurrence of the components u/ independently from each other and identify the fault component
* This work has been supported by the Hungarian National Science Foundation (OTKA, Grant No: T 032408) which is gratefully acknowledged by the authors.

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Mangoubi (1998) and Mangoubi and Edelmayer (2000). In our approach we are going to construct a detector, i.e., another dynamic system with outputs u and inputs 0 = (0~, ~)~) t h a t contains the measurements of the signals u, y and possible their time derivatives or integrals. This detector can be thought of in the most general form as
~(t) = qa(~, y, fI, . . . , u, it, . . .), u(t) = w((, y, [l, . . . , u, it, . . .),

(1986) for nonlinear input-output systems. For certain classes of nonlinear state space representations, some algorithms (and also sufficient conditions) of invertibility were provided in Isidori (1995). 2. P R E L I M I N A R Y RESULTS For convenience, and to create a basis to further discussions let us recall some elementary facts and definitions from nonlinear system theory which can be found e.g., in Isidori (1995) and Nijmeijer and van der Schaft (1991). Consider the nonlinear input affine system E,
m

(2)

with the state variable ~(t) assuming that qp and w are arbitrary analytic functions of time. The detector should satisfy a number of requirements. It should distinguish among different failure modes ui, e.g., between two independent faults in two particular actuators. Moreover, it is aimed to completely decouple the faults from the effect of disturbances and also from the input signals. Note that for LTI systems the filter (2), accomplishing these requirements, traditionally serves as a robust residual generator which assign the fault effects and the disturbances into disjoint subspaces in the detector output space. It was shown in Szigeti et al. (2001) and Szigeti et al. (2002) that the problem of robust residual generation described above can also be viewed as an input reconstruction process what addresses the problem of designing a filter which, on the basis of input and output measurements, returns the unknown inputs (failure modes and disturbance signals) by utilizing the inverse representation of the system, see the explanation of Fig. 1. The solution of the problem of dynamic inversion of systems gave rise to considerable attention in the control literature in the past years. Silverman considered the calculation of the inverse of LTI systems (see Silverman (1969)) guaranteeing neither minimality (or observability, detectability) nor stability properties of the resulting inverse system. The problem was also considered by Fliess

f(x) +
i=1

e R m, y e
j = 1 , . . . ,p.

yj = h j ( x ) ,

(3)

A smooth connected submanifold M which contains the point Xo is said to be locally controlled invariant at Xo if there is a smooth feedback a ( x ) and a n e i g h b o r h o o d Uo of Xo such that the vector field f ( x ) = f ( x ) + g ( x ) a ( x ) is tangent to M for all x C M N Uo, i.e., M is locally invariant under

/.

A smooth connected submanifold M that is locally controlled invariant at Xo and with the property that M C h - i ( 0 ) is called an output zeroing submanifold of N. This means that for some choice of the feedback control a ( x ) the trajectories of N which start in M stay in M for all t in a neighborhood of to = 0 and the corresponding output is identically zero. A submanifold M is said to be an integral submanifold of a distribution A, if for every x c M and the tangent space T x M to M at x one has TxM.= A(x). The maximal locally controlled invariant output-nulling submanifold for a system E can be determined by the following "zero dynamics algorithm": Let Uo be a neighborhood of Xo and (1) Mo = h(-1)(0) N Uo, (2) assume that Mk is a submanifold through Xo and define Mk+l as:

vl(t) I

,k(t)

1
E

~(t)
E/i
Ou(t)

Vl(t)
.

Mk+l = { x E M k l f ( x ) e s p a n { g i ( x ) } + T x M k } .

~k(t)
~(t)

D _J Fig. 1. I n p u t reconstruction and the idea of s y s t e m inversion: E is the plant, D is the detector which, m o s t conveniently, can be obtained as the (left) inverse E-[ 1 of the original s y s t e m

If there is a Uo such that Mk is a smooth submanifold through Xo for each k _> 0, then Xo is called a regular point of the algorithm and there is a k* such that Mk*+z = Mk* for all 1 _> 0. If in addition
d i m s p a n ( g i ( x o ) [ i = 1, m} = m,

(4)

and d i m s p a n { g i ( x ) li - 1, m } n TxM[~. is constant for all x E M/~. then the maximal connected

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component of Mk., denoted by Z* is the locally maximal output zeroing submanifold of E. Moreover, if

If condition (8) does not hold but there exist numbers ri satisfying property (7) then they are called relative orders of the system (3).

dimspan{gi(x)]i = 1 , m } A T , M[~. = 0 ,

(5)

Lemma 1. Let us suppose that the system (3) has relative degree. Then the row vectors
dhl (xo), "" , dLrf 1-1hl (xo), . . . , ehp(xo), . . . ,dLrf p-l hp(xo)

then there is a unique smooth feedback control ct* such that f * ( x ) : = f(x) + g(x)c~(x) is tangent to
Z*.

An algorithm for computing Z* for a general case can be found in Isidori (1995) and Nijmeijer and van der Schaft (1991). However, in some cases Z* can be determined relatively easily relating it to the maximal controlled invariant distribution A* contained in ker(dh), given by the following controlled invariant codistribution algorithm (CIcDA):

are linearly independent.

Remark 1. From the proof of the lemmata, see Isidori (1995), it is clear that condition (8) is a necessary condition, i.e., the existence of the finite relative orders alone does not ensure linear independency of the whole system. Remark 2. Since for any real valued function A dLfA(x) = LfdA(x) and, by the algorithm CIcDA one has that all the codistributions dL}hi(x), satisfying the property LgL~hi(x) = 0, are contained in f~,, i.e., in A *. It follows that A* C span{dL}hi I k = O, ri - 1, i - 1,p }.
Conditions (4) and (5) can be interpreted as a special property of invertibility of the system E. Our interest in the determination of the output zeroing manifold is motivated by the role played by these notions in the question of invertibility and the construction of the reduced inverse of linear and nonlinear controlled systems.

ftl = span{dhi [i - 1,p}

ftk+l = gtk + Lf(ftk n g) +
m

(6)
i=1

moreover A* = ft,-L.

Theorem 1. Suppose Xo is a regular point for the controlled invariant codistribution algorithm and dim g(Xo) = m. Suppose also, t h a t
Lg~ (ftk N g) c ftk, for all k > 0. Then for all x in a neighborhood of

Xo one has

A*(x)=T~Z*.
The conditions of the theorem are satisfied for linear time invariant systems and nonlinear systems that have a vector relative degree. A multivariable nonlinear system has a vector relative degree r = { r l , . . . , rp} at a point Xo if

2.1 Linear Time Invariant (LTI) systems Geometrical properties of the inverse system for LTI systems were discussed in more details in Edelmayer et al. (2002). An LTI system is called strongly invertible if and only if J~* = 0, where :R* is the maximal controllability subspace contained in ker C, see Nijmeijer (1991). It is not hard to figure out that in the LTI case TxZ* = V*, where V* is the maximal (A,B)-invariant subspace contained in ker C. Conditions (4) and (5) then reduce to:

Lg, L}hi(x) = 0

(7)

for j = 1 , . - - , m , i - 1 , - . - , p , and k < ri - 1. Moreover, for the matrix

LgiLrfl-lh,(x)... A(x) "= [ LglL~p-lhp(x)

one has

... Lg.~ Lr~-lhl(X) L 9 L}'-lhp(x)

dim I m B = m,

V* N I m B = 0,

(10)

obtaining another well known invertibility description in this way, see Basile and Marro (1973); Wonham (1992). (8) Let us observe, that if these conditions are fulfilled, one can always choose a coordinate transform of the form

rankA(xo) = p.

In the rest of the paper let us use the notation

I L~lhl (x) 1
B(x) := " .

z = Tz, where
(9)

T =

, A c (ImB) .

L rfp hp(x)

Accordingly, the system will be decomposed to:

785

~ = A ~ x ~ + A~2x2 + B v 2 = A21x1 + A22x2 y=Clxl.

2.2 Nonlinear systems with vector relative degree As it was already stated, if r a n k A ( x ) = p, t h e n (11)
Z* = { x t L } h i = O ,
and

i-1,""

,p

k=0,---,ri-l}

Following t h a t applying the feedback

u = F l x l + F2x2 + v,

(12)

A * = ker span{ d L } h i , i = 1,-.- ,

such t h a t V* is ( A + B F , B ) invariant, one can obtain the system:

Xl - - A 1 1 X l B y

..p

k-0,---,ri-1},

(16)

see also Nijmeijer and van der Schaft (1991). Moreover the control feedback u*(x) - a ( x ) is the solution of the equation A ( x ) a ( x ) + B ( x ) = O. Let us denote by ~ ---- E(x) the diffeomorphism formed by (~)~=~,~ defined by ~i = ( i } h i ( x ) ) k = o , r ~ - l . It is a s t a n d a r d computation, that ~i _ Ai~i + Bi)}ri), where A i , B i are in the Brunowsky canonical form. Let us note t h a t ~ = Yi. Let us complete ~ ( x ) to a diffeomorphism

y-ClXl.

(13)

For the dynamical system (13) the subspace of unknown-input state unobservability by means of differentiators is exactly VI*, the maximal ( A l l , B ) - i n v a r i a n t subspace contained in kerC1. Moreover, the system can be inverted for v belonging to the c o m p l e m e n t a r y subspace of B -1VI*, see Basile and Marro (1973). By the maximality of V* follows t h a t 171" = 0, i.e., b o t h Xl and v can be expressed as functions of y and its derivatives. It follows, t h a t (11) and (12) gives the inverse system equations, moreover, this realization is minimal.
R e m a r k 3. The algorithm CIcDA applied to the LTI case gives:

on X. Since O x Z -

[dL}h~l, one has

4 - [dL}hdfl~-~ + [dL}h~]gl~-~u,
i.e., maintaining the nonzero rows:

[~,]and

BI~-~ + Ala,-~u,

(17)

(1) f~l -- r a w i m a g e C (2) Ftk+l = ~tk + (gtk N I m B ) A . Let us note t h a t A0* Q,

-- 0 x A f l - i + 0x Ag[-i u.
= and

(18)

The zero dynamics can be obtained by

~ . = s p a n { c 1 , . . . , clAT~, . . . , cp, . . . , cpA ~ }, - O=Afl~-~ + O=Aga]~-,,

(14) where ciA *B = 0, and 7 / a r e chosen such t h a t the system to be linearly independent. Making this choice one has
,...,yp, .. , y p) , (15)

(19)

p u t t i n g ~ - 0. If g is involutive, t h e n one can choose dA c g, and t h e n - 0=Af[~-~. (20)

i.e., the unknown input observability of the system is trivial, moreover, since B is of full rank, there exist matrices M 1 , M u such t h a t v -- M l x l +
M2Xl.

3. FAULT D E T E C T I O N W I T H D Y N A M I C INVERSION Let us consider the following nonlinear input aifine system, subject to multiple failures as
m q

By choosing a solution of the equation A12 + BF2 = 0 one can assume F1 = 0. It follows that, by choosing the basis (14) for V *, one has a particulary simple form of the decomposition (11) and feedback (12) with F1 = 0, revealing directly the structure of the minimal inverse system.

i--1

/=1

yj = h j ( x ) ,

j = 1,...,p.

(21)

If one considers f ( x , u) - fo(X) + ~ i m l f i ( x ) u i then, by introducing the time t as an auxiliary

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state one can apply the results of the previous section for the augmented system. The decoupling matrix A will also depend on the control inputs u and so on its derivatives, i.e., the condition for having vector relative degree will also be dependent on the inputs. This is in contrast with the LTI case, where the inputs u do not play any role in the solvability of the problem.
E x a m p l e 1. In order to demonstrate the idea of
0.8 0.6 ql "o ff t~ 0.4 0.2 0 0

Failure inputs T T 1

T--

..............
1 1. 1

20

30

4O

50

6O

7O

80

90

100

Detector
i i

output
r

the application of the dynanfic inversion procedare to fmflt detection and isolation let us consider the system (21) deternfined by the fimctions
X2

response 1. i

0.8 0.6

(..............................

1
--X 2

0.4 O.2

fo(x) = f(x) =

0 xlx4

gl (x)

0
--X 4

0
0 10 20 30 40 50 Time 60 70 80 90 I00

-1.2x3
Xl

0 0

g2(x) =

1
Xl --X 5

hi(x) = Xl,

h 2 ( x ) = x3,

Fig. 2. Failure inputs and the o u t p u t response of the detector calculated by means of dynamic inversion

//=

i.e., for the sake of the gxeatest possible simplicity, we consider an autonomous system subjected to two failure modes Ul and u2. Then,

E 1
-1.2y2 Yl

+ I --r~ 1 1 (yl - v~) + ] 1 +

Il
Yl
--7/3

(92 -- Y1772).

A(x) -

[1 1
0
1

'

X lx 4

x21

"

Let us define the diffeomorphism

Xl X3

(x)-

x2
X4 X5

with

0~=

10000 00100 01000 00010 00001

The output response of the detector, designed by using the nonlinear inversion procedure and obtained by a computer simulation can be seen in Fig. 2. 4. CONCLUSIONS In this paper the fault detection and isolation problem for nonlinear systen~s in view of the fanlt reconstruction process by means of dynamic system inversion has been discussed. It was shown that a detector relying on the inverse representation of the original system may reconstruct the failure modes at its output on the basks of standard input and output (sometimes state variable) measurements. Neither stability issues nor the effect of model uncertainties and noisy measurements on robustness properties were addressed in this paper. These questions are subject to filrther research.

It follows that 7 | -- O = ~ ( f + J +

g/])[(I)--i
2

[ 01
-- 1.2~2
~1

Pl +

[01
~1
--?]3

122

and y = ~. One can obtain the inverse system by using the relation u-From ~ - y one has [ 9 1 - rh u = ~)2 - ylr]2 and ~1V2 + 9 -

REFERENCES G. Basile and G. Marro. A new characterization of some structural properties of linear systems: unknown-input observability, invertability and fimctional controllability. Int. J. Cont, 17:931943, 1973.

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C. De Persis and A. Isidori. A geometric approach to nonlinear fault detection and isolation. IEEE Trans. Ant. Cont., 46(6):853-865, 2001. A. Edelmayer, J. Bokor, F. Szigeti, and L. Keviczky. Robust detection filter design in the presence of time varying system perturbations. Automatica, 33(3):471-475, 1997. A. Edelmayer, C. E. Vera, and F. Szigeti. A geometric view on inversion based FDI in linear systems. In CD-ROM Proc. Mediterranean Conf. Cont. Aut, MED'02, 2002. Lisbon, Pottugal. M. Fliess. A note on the invertibility of nonlinear input-output differential systems. Sys. Contr. Lttrs., 8:147-151, 1986. North-Holland. H. Hammouri, M. Kinnaert, and E. H. E1Yaagoubi. Observer-based approach to fault detection and isolation for nonlinear systems. IEEE Trans. Aut. Cont., 44(10):1879-1884, 1999. A. Isidori. Nonlinear Control Systems. Springer Verlag, 1995. Third Edition. R. S. Mangoubi. Robust Estimation and Failure Detection- A Concise Treatment. Springer Verlag, 1998. London. R. S. Mangoubi and A. Edelmayer. Model based fault detection: the optimal past, the robust present and a few thoughts on the future. In A. Edelmayer, editor, Proc. ~th IFAC Syrup. Fault Det. Sup. Safety for Tech. Sys., Safeprocess'00, pages 65-76, 2000. ISBN 0 08 043250 6, Pergamon Press, London. M. A. Massoumnia. A geometric approach to the synthesis of failure detection filters. IEEE Trans. Aut. Cont., AC-31(3):839-846, 1986. H. Nijmeijer. Invertibility of atone nonlinear control systems: a geometric approach. Syst. Cont. Lttrs., 2:163-168, 1991. H. Nijmeijer and A. J. van der Schaft. Nonlinear Dynamical Control Systems. Springer Verlag, London, 1991. L. M. Silverman. Inversion of multivariable linear systems. IEEE Trans. Aut. Cont., AC-14(3): 270-276, 1969. F. Szigeti, J. Bokor, and A. Edelmayer. Input reconstruction by means of system inversion: application to fault detection and isolation. In CD-R OM Proc. 15th IFA C World Congress, 2002. Barcelona, Spain. F. Szigeti, C. E. Vera, J. Bokor, and A. Edelmayer. Inversion based fault detection and isolation. In Proc. ~Oth IEEE Conf. Dec. Cont., pages 10051010, 2001. Orlando, FL. W. M. Wonham. Linear Multivariable Control. A Geometric Approach. Springer-Verlag, 1992. Third Edition.

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