J. Proc. Cont. Vot. 7, No. 6, pp.

403-424, 1997
1997 Elsevier Science Ltd. All rights reserved
Printed in Great Britain
0959-1524/97 $17.00 ~- 0.00
ELSEVIER
PII: S0959-1524(97)00016- 4

Papers
Survey of robust residual generation and
evaluation methods in observer-based fault
detection systems
P. M. Frank* and X. Ding*
*Gerhard-Mercator-Universitat -GH-Duisburg, Fachgebiet Mess- und Regelungstechnik.
Bismarckstrasse 81, 47048 Duisburg, Germany
*FH Lausitz, FB Elektrotechnik, GrossenhainerStrasse 57, 01968 Senftenberg, Germany

Received 22 August 96; accepted 4 November96

The paper outlines recent advances of the theory of observer-based fault diagnosis in dynamic systems
towards the design of robust techniques of residual generation and residual evaluation. Emphasis will be
placed upon the latest contributions using frequency domain techniques including Ho~ theory, nonlinear
unknown input observer theory, adaptive observer theory, artificial intelligence including fuzzy logic,
knowledge-based techniques and the natural intelligence of the human operator. Two representative
examples illustrate the efficiencyof the observer-based approach. © 1997 Elsevier Science Ltd

Keywords: fault detection; robustness; unknown input observer; nonlinear observer; adaptive observer; obser-
ver-based fault detection; fuzzy logic

Associated with an increasing demand for higher per-
formance as well as for more safety and reliability of
dynamic systems, fault diagnosis has received more and
more attention. One area of active research is the
development of model-based fault detection systems. A
fault detection system processes on-line information of
the process under observation, namely process input
and output signals. The output of the fault detection
system may be simply an alarm signal that takes two
values, high for fault and low for fault-free or, more
sophisticatedly, knowledge of faults such as location,
spectrum or amplitude.
There exist a number of strategies to construct model-
based fault detection systems. One of them, using
observer techniques, has received much attention during
the last years. Especially, substantial progress in control
theory and computer capability has made it possible to
apply observer-based fault detection techniques to
complex processes including nonlinear and time-varying
systems with considerable modelling uncertainty. Typi-
cal for the classical observer-based approach is that one
reconstructs measurements of the process with the aid
of an observer using a quantitative mathematical model
of the process and makes the decision on possible faults
in the process on the basis of the analytical redun-
dancy thus being created. Even though there are a
number of different design procedures, the core of the
resulting diagnostic systems is always observers or
Kalman filters.
On the other hand, the involvement of knowledge-
processing techniques leads to the concept of a know-
ledge-based observer that makes use of a qualitative
process model (knowledge model). Its task in fault
diagnosis is to reconstruct the symptoms corresponding
to the observations of the process that can be used for a
fault decision on the basis of the knowledge redundancy
thus being created. Both analytical and knowledge
redundancy may be subsumed under the term functional
redundancy.
In the field of the quantitative model-based tech-
niques, the observer-based approach is in contrast to the
parameter estimation approach where the fault decision
is performed by on-line parameter estimation. Both
approaches have advantages and disadvantages in dif-
ferent respects, and there was much argument for and
against each approach. Realistically one should admit
that both methods are to a certain degree complemen-
tary and are therefore best applied in combination 1.
The paper focuses on the observer-based approach.
We also include in this framework the parity space
methodology, because it was recently evidenced by sev-
eral authors 2-5 that the parity space approach leads to
certain types of observer structures and is therefore
structurally equivalent even though the design proce-
dures differ.
In theory, more attention has been paid to the obser-
ver-based approach than to the parameter estimation
approach. This is probably due to the fact that the

403
404 Robust residual generation and evaluation methods: P. M. Frank and X. Ding
existing parameter estimation theory can readily be
applied to fault diagnosis without major modifications
whereas diagnostic observers are different from the well-
known control observers and therefore deserve particular
theoretical treatment. One of the essential differences is
that diagnostic observers are primarily output observers
rather than state observers as needed for control pur-
poses. This has often been overlooked in the literature
and has misled many practitioners to the erroneous
opinion that for the observer-based approach the
knowledge of state-space theory would be indis-
pensable.
Another most important difference is that whilst
control observers are used within a closed loop, diag-
nostic observers operate in an open-loop configuration.
Therefore, modelling errors of the process, which can by
no means be avoided in practice, are much more trou-
blesome. This requires robustness with respect to model
uncertainties. Actually, satisfactory robustness is the
indispensable precondition for the practical application
of a diagnostic observer scheme. A great deal of theo-
retical work is therefore devoted to the robustness pro-
blem, and the task of enhancing the robustness in the
face of considerable modelling uncertainty is the subject
of many publications in recent years2'4,6-26.
Despite the deficiency of unifying mono-
graphs 1~,22,27,2s, there is a solid theoretical foundation
to the analytical observer-based approach as far as the
time domain and linear systems are concerned. How-
ever, extensions to the frequency domain design of lin-
ear observers 6--8'29-39 adaptive observers 32,36,48,58,59 and
nonlinear robust observer schemes 11,36,39,43-45 have been
elaborated upon only lately and research in these areas
is still going on. Some relevant contributions in these
areas for the design of robust residual generation and
residual evaluation will be outlined in the paper.
In recent years, there is also a clear trend towards an
enlarged involvement of knowledge-based and artificial
intelligence methods, including qualitative modelling for
residual generation and fuzzy logic for residual evalua-
tion 9'12"40-44. This issue will briefly be addressed towards
the end of the paper. Finally, we will outline the obser-
ver-based supervision of a three-tank system and an
industrial robot as examples of a successful practical
application of the observer-based methodology.
Background and problem formulation
Background
It is very interesting to notice that in practice, instead of
residuals, output signals of the process under consid-
eration are often directly evaluated and compared with
a given threshold. Suppose that the process can be
described by
y(s) = yo(s) + CAs)f( ) = 6.(s)u(s) + aAs)f(s) (1)
where u(s) is the input vector and yo(S) is the nominal
observation vector, G,(s) describes the transfer behavior
between the input vector u(s) and the nominal output
vector yo(S). The effect of faults on the system dynamics
is modelled by Gf(s)f(s) with f representing a fault vec-
tor and Gf(s) denoting a distribution transfer matrix,
respectively. Under the assumption that no false alarm
is allowed, the threshold should be the maximal value of
the evaluated output in the nominal process operating
state (fault-free) for example:
]] au u []e~-~ Jth for all possible u(s) and G,(s) (2)
with II'lle denoting some evaluation function. This yields
Jth = sup [1y lie--- sup I1yo lie (3)
f=0
It is clear that a fault can be detected only if it causes
the evaluated output y to be larger than the threshold:
[I Y lie =11 a.(s)u(s) + Gf(s)f(s) lie> Jth
(4)
for all possible u(s) and G,(s)
which equivalently means (see below or Emami-Naeini
et al. 8)
1t a f f [lee 2Jth = 2 sup 11yo lie (s)
In practice, sup [[ Yo lie can be obtained by simulation,
its value depending on the input signal u, and therefore
could be very large so that, according to the above
relationship, faults with smaller size become undetec-
table. A well known way to solve this problem is the
utilization of knowledge of the nominal process transfer
behavior. If one could model the dynamic processes
accurately so that the desired process variables could be
precisely estimated, the difference between the measure-
ment y(s) and its estimation, called residual, can be used
instead of the output y for the purpose of fault detec-
tion. In this case, the influence of the process input sig-
nals can be exactly eliminated so that Jth is nearly zero.
This means that every fault can theoretically be detec-
ted. This ideal case is, unfortunately, rare in a real
technical process. Perfect models do not exist nor are
characteristics of possible model uncertainties, which
are unavoidable in real technical systems, available.
Denote the residual with
r(s) = ar(s) + 6rAs)f(s) (6)
where Ar(s) represents the effect of model uncertainty
on the residual r(s). Consequently, a fault is detectable
only if
[I Grff ]]e~ 2Jth = 2 sup II Ar lie (7)
Thus, the core of constructing a fault detection system is to
minimize the influence of disturbances and model uncer-
tainties on the residual, and this can be achieved either
 Robust residual generation and evaluation methods. P. M. Frank and X. Ding
• by utilizing additional information about the pro-
cess such as qualitative knowledge, or
• by applying a robust technique to the fault detec-
tion system design.
Problem formulation
On the basis of the observation and discussion in the
last sub-section, we formulate the tasks of constructing
a fault detection system as follows:
• design a residual generator that eliminates the
effects of process input signals and,
if possible, also the effects of disturbances and
model uncertainties on the residual generated;
• design a residual evaluator by selecting a suitable
evaluation function [l[[e and
determining the threshold Jth;
• if a full elimination of the effects of disturbances
and model uncertainties on the residual is not
possible, optimize the residual generator and eval-
uator to achieve the maximum set o f detectable
faults.
Observer-based residual generation
State of the art
In the analytical observer-based approach, the genera-
tion of residuals reflecting the faults is done by estimat-
ing outputs of the process and using the estimation
errors as the residuals. For the fault detection task, a
single observer or Kalman filter is sufficient whereas, for
the localization of the faults, properly structured sets of
residuals are required. The latter can be generated by
using banks of the observers, so-called dedicated and
generalized observer schemes (DOS and GOS) 9.
Depending on the circumstances, one may use linear or
nonlinear, full or reduced-order, or fixed or adaptive
observers (or Kalman filters).
The basic concept of an analytical observer-based
residual generator is illustrated by the block diagram of
a linear full order observer in Figure 1. By f we denote
the vector o f faults to be detected, represented by
(unknown) time functions, and by d the vector of
d
MEASUREMENTS
PROCESS
MODEL
OBSERVER; KALMANFILTER
Figure 1 Full order observer for residual generation
405
unknown inputs (disturbances, noise, modelling errors),
to which the detection system should be immune. The
ideal goal o f a residual generator is to generate a vector
r(t)such that r(t) = 0 asf(t) = 0 and
1. r(t) ~ 0 asf(t) ~ 0 for fault detection
2. ri(t) ~ 0 asf.(t) -¢ 0 for fault isolation
3. limt_~ ~(t) - r(t)] = 0 for fault identification
where the f- represent the different faults to be isolated
and ri the corresponding subsets of residuals.
A number of methods for observer-based residual
generation have been proposed over the past two dec-
ades. The most significant approaches are the fault
detection filter, the innovation test, the dedicated and
generalized observer scheme, and the unknown input
observer scheme. In the face of an overwhelming litera-
ture on the subject, we simply refer to Patton et al. 22
and the papers cited therein.
In parallel, there have been similar efforts to solve the
fault detection and isolation problem starting from the
parity equations, The most relevant contributions to
redefine the parity space approach, discover the con-
nections to the observer-based approach and generate
structured residuals were recently made by Gertler 4"13"~4.
In recent years, the studies concentrated more and
more on the design of robust residual generators that are
invariant or at least insensitive with respect to unknown
inputs. These studies have converged to a well founded
theoretical framework comprising a number of different
approaches 3,5,9,1°J6,23.25,26.39,45. It is noticeable, how-
ever, that the established theory is almost entirely
devoted to linear systems and to the design in the time
domain, even though many processes in practice are
nonlinear and, on the other hand, frequency domain
techniques have made big progress.
In this section, we will therefore focus upon the latest
attempts to approach the problem of residual genera-
tion in the frequency domain, and will then extend the
theory of linear unknown input observers to the non-
linear and adaptive case. Finally, we will briefly outline
the basic idea behind the concept of knowledge observer.
Basic principle of residual generator construction
Whilst the task of an observer for control purposes is to
reconstruct the states of the process, there is normally
no such need for diagnostic observers. Their task is to
reconstruct the outputs (i.e. the subset of the state vector
that is measurable) in order to create redundancy.
Therefore, linear diagnostic observers can readily sim-
ply be designed as output observers.
A direct way to construct an output observer is using
the input-output relation which is usually described by a
transfer function in the frequency domain. This schema,
also called the frequency domain approach, was intro-
duced by Viswanadham et al. 45 and lately extended by
Ding and Frank 6,29"34'35,37. The major features of this
approach are, on the one hand, its potential to pro-
vide a complete solution and, on the other, its obvious
physical purpose of checking the input-output transfer
406 Robust residual generation and evaluation methods."P. M. Frank and X. Ding
relation as well as the use of transfer functions instead
of state-space descriptions.
To briefly outline the basic idea, consider a linear
process described by
yz(s) = G.(s)uL(s) + Ayt.(s) + Gf(s)ft(s)
where Gu, Gf are known transfer matrices from the
input vector u E Rp, fault vector f E R q to the output
vector y E R m, and the subscript L denotes the Laplace
transformed time functions. Ay/.(s) is an unknown vec-
tor representing unknown disturbances and model
uncertainty.
Viswanadham et al. 46 have proposed to construct the
residual generator by factorization technique, which is
applicable for all processes (both stable and unstable)
and the residual generator can then be brought into the
form:
rL (S) = (S)(y/. (S) -- G. (s)UL (S))
= t.(s)yL(s) -- g.(S)UL(S)
where A?/.(s) and Ar~(s) are left coprime factors of G.(s)
satisfying ~l~1(s)N~(s) = G.(s). Denoting the state
space realization of the nominal transfer matrix G.(s)
with
k(t) = A x ( t ) + Bu(t), y(t) = Cx(t) + Du(t)
-~/'.(s) and N.(s) can be calculated as follows:
t~I(s) = I - C ( s I - A + L C ) - 1 L
]Vu(S) = D + C(sI - A + LC) -1 (B - LD)
with L ensuring the stability of the matrix A - LC.
Note that this form for rz is identical with the
(transformed) generalized parity vector introduced by
Lou et al. ~6 The relationship (9) was recently generalized
by Ding and Frank 29 to
rL(S) = Q(s)[~l.(s)yL(s) - 17.(S)UL(S)]
where Q ( s ) E R H ~ denotes a parametrization matrix
yet free to select. The physical meaning of Q(s) is that of
a postfilter as illustrated in Figure 2 which provides
additional design degrees of freedom for, for example
fault isolation or robust residual generation.
Recently, Ding et al. 7 have shown that
~l.(s)yI_(S) - N.(s)uz(s) = yL(S) -- f~L(S)
where )3L(S) is an output estimation delivered by an
identity observer
5c(t) = AYe(t) + Bu(t) + L(y(t) -- )3(t)),
f~(t) = eYe(t) + Du(t)
Remember that Q(s) is a parametrization matrix yet
free to select. Thus, it follows from the results given in
Ding et al. 7 that all residual generators can be con-
structed by
(8) rL (S) = Q (s) (yl. (s) - YL (s) ) (16)
with ~L(S) as an output estimation which is the output
of any type of output observers in the classical sense of
observer theory, e.g. Luenberger-type output observer,
or identity observer or parity space estimator. This
means that every residual generator is indeed an output
estimation error system that is, if necessary, filtered by
Q(s). This fact explains why in practice a lot of simple
fault detection systems, consisting of an output estima-
tor simply and experientially constructed, are success-
fully used for fault detection.
Frequency domain approach to robust residual generator
(9) We now consider the effects of faults and model
uncertainty AyL(s) on the residual rL(S). For this pur-
pose, residual generators of form (13) are taken into
account. Substituting the system Equation (8) into it
gives
rL(S) = Q(s)l(4.(s)[Gf(s)fL(s) + AyL(s)] (17)
(10) The model uncertainty Ay/.(s) can be divided into
structured and unstructured uncertainty. For the pur-
pose of fault detection, we only need to consider the
following general form:
(11)
AyL(s) = Gd(s)dL(s) (18)
(12)
with an unknown but bounded vector d
II d I1=< aa (19)
If rank Ga(s) = m and no information in the frequency
domain is available, for instance Ga(s) = L the expres-
sion Ga(s)di.(s) represents unstructured uncertainty and
otherwise structured uncertainty. Thus, it follows from
(13)
Equation (17):
rL(s) = Q(s))f4.(s)[Gf(s)fL(s) + Gd(s)dL(s)] (20)
lPR°cEss 1 Y
(14)
osT/
FILTER /~ i r .>
Q(s)
(is) Figure 2 Residual generator in the most general form in the frequency
domain
 Robust residual generation and evaluation methods: P. M. Frank andX. Ding
This is the effectual form of the residual generator that
is used to determine the parametrization matrix Q(s) for
satisfying desired specifications.
Full decoupling. Perfect fault isolation and total invar-
iance from the unknown inputs dL(s) require perfect
decoupling not only among the faults but also between
the faults and the unknown inputs.
The latter can only be achieved if the uncertainty is
structured. In this case it follows from Equation (17)
that the matrix Q must be chosen so that the following
conditions are met:
Q(s)~l,(s)Gf(s) = diag((tl(s) ..... tq(S)) E Rnoc (21)
with ti arbitrary and
Q(s)f4.(S)Gd(S) = 0 (22)
Perfect fault isolation is achievable if
rank {Go(s) Ga(s)} = rank Gf(s) + rank Ga(s) (23)
rank Gr(s) = q (= number of faults) (24)
Clearly, no perfect decoupling is reachable when the
uncertainties or parts of them are unstructured, since in
this case rank Gd(S) = m.
The solution of the decoupling problem and the condi-
tions for perfect decoupling have been derived in several
other ways, e.g. by Massoumnia 17 by a geometric
approach, Ge and Fang 45, Viswanadham and Srichan-
der 2s, Frank and W~nnenberg 3 and Hou and Mtiller 15
in terms of unknown input observers, Patton and Kan-
gethe 23 in the eigenstructure framework, Gertler and
Singer 13 in the parity space and Viswanadham et al. 45 in
the frequency domain (to mention only some).
It has been shown by Ding and Frank 35 and Ding 37
that for perfect decoupling the residual generator of
form (9) is equivalent to that of (13). This means that by
the generalized parity space approach which is equiva-
lent t o ( 9 ) 45 , the same results can be obtained as by the
generalized observer-based approach (13). In this case,
there is no gain by employing a filter Q. On the other
hand, it has been shown by Ding 37 that the residuals
obtained by all observer-based time domain approaches
with perfect decoupling (unknown input observer tech-
niques, etc. 9"10"I7"26) can also be brought into the form
(9), since the different time domain methods can just be
interpreted as different factorizations of G,(s). There-
fore, there is full equivalence of all such approaches as
long as perfect decoupling is possible. In this sense we
agree with Gertler's view4 that the generalized parity
space approach is equivalent to the observer-based.
If, however, no perfect decoupling is practicable and
approximate solutions are to be found, then the gener-
alized form (13) is indeed superior. One can then take
advantage of the additional design freedom given by the
matrix Q(s). From a physical point of view, the filter
Q(s) allows use of the different frequency characteristics
407
of the effects of the faults and unknown inputs as an
additional criterion for their discrimination. Therefore,
from a more practical viewpoint, the generalized residual
generator of form (13) can be seen as a useful extension
of both the generalized parity space approach and the
robust observer-based approaches in the time domain.
It was one of the most remarkable achievements of
advanced research in observer-based fault detection to
show that there are indeed practical situations where
perfect unknown input decoupling can be reached. In
most situations, however, even if the uncertainty is
structured this will not be the case due to the restrictive
conditions (23), (24). Then only optimal approximations
of perfect decoupling can be achieved.
Approximate decoupling. If the uncertainties are
unstructured or if the conditions (21), (22) cannot be met,
then thresholds Jth > 0 have to be established and the
fault detection and isolation problem has to be redefined
as follows:
(i) [I rL(s) lie< Jth(> 0) iffL = 0
(25)
[] rL(s) lie> Jth iffL # 0 and
(ii) 11riz(s) He< Jthi(> 0)if f Z, = 0
(26)
][ riL(S) lie> Jthi i f f z ¢ 0
The design goal is now to find a parametrization matrix
Q(s) such that the thresholds become minimal in the
face of the unknown inputs dL(s). This problem is
known as robust residual generation.
Several time domain solutions to the approximation
problem have been proposed. Lou et al. 16 have devel-
oped an algorithm based on a singular value decompo-
sition in the parity space which, however, is not easy to
apply. A simpler time domain algorithm was suggested
by Frank and Wiinnenberg3 (with a generalized version
in W/.innenberg26). They maximize a sensitivity norm of
the residual with respect to the faults, divided by an
analogous norm with respect to the unknown inputs
(28). The optimization problem reduces to a generalized
eigenvalue - eigenvector problem which is easy to
solve.
The frequency domain approach to the robust residual
generation has some appealing potentialities. On one
hand it offers powerful methods to tackle the robustness
problem, for example, by using H ~ theory. On the
other hand, it allows the involvement of frequency spec-
ifications as additional criteria for better fault discrim-
ination. Different approaches in the frequency domain
have been recently proposed 18-21"29"30"34"35"3~'47-51, in
which the robustness problem for structured and
unstructured uncertainties has been solved on the basis
of the generalized form (I 3).
To outline the basic idea of the design methodology,
let us assume that we wish to maximize the performance
index:
408 Robust residual generation and evaluation methods."P. M. Frankand X. Ding
J = II ar/Od II or II rL/adt I
where ]].11 denotes some norm of the sensitivities with
respect t o f a n d d, respectively. The design goal is to find
a residual generator such that J becomes maximal.
Using (17), J can be expressed as
J = [1 Q(s)M~(s)Gf(s) II
II Q(s)i~l,(S)Ga(s) II '
If we take the L2 norm for 11"11and let Q(s) reduce to a
vector denoted by q(s) then the optimization problem
JQ-~(~) max becomes, in generalized notation,
I[ q(s)G2(s)112 q(s)
J = I1 q(s)Gl (s)Ilz ~ max
where Gs(s), G2(s) stand for ~l.(s)Ga(s) and ~Q.(s)
Gf(s), respectively. The maximization leads to
VOw)[Gz(/ co)Gr2(-j co) - .(co)G 0co)Gf(-jco)] = 0
(30)
i.e. a generalized eigenvalue-eigenvector problem.
The solution to this problem in the frequency domain
finally yields9
qopt(s) = qf(s) V(s), ,]opt = sup(,k(CO))
(1)
Here, the eigenvector V(s) is the selector for the optimal
residual generator and the maximal eigenvalue ~.(w0) is
the value of the performance index at the optimal fre-
quency w0. qf(s) represents a band pass that fishes out the
spectral value of rL(jwo) at the frequency w0 at which J
becomes maximal. Thus, the filter selects only that part
of the frequency spectrum of the residual r which gives
the best compromise between insensitivity to the
unknown inputs and sensitivity to the faults.
As an alternative approach, consider the following
optimization problem
j = [I Q(s)G2(s) ]l~ g(s)
max
]1 Q(s)GI(S) IIo~
which was solved in Ding et al. 34, Qui and Gertler 5° and
Tyler51 using H~theory. For the case that Gd(s) has no
zeros on the imaginary axis, this leads to the result:
supj =II C;o (s)62o(S) Its, Qopt(S) = Qo(s)G-~lo
Q(s)
where Glo(S) and G2o(S) are co-outer matrices of Gl(s)
and G2(s) respectively, Qo(s) satisfies
Q-~ (-jCO)Qo(J'CO) < I, for all CO, Q-~(-jCOo)Qo(jCOo) = I,
(27) (34)
COo"[I Gllo (s)G2o(S) IIo~= max 9(G-(lo (jCO)G2o(jCO))
tO
(35)
= ~(G{1o(jCoo)G2o(jcoo))
with 6(G(jw)) denoting the maximum singular value of
(28)
transfer matrix G(jco).
This solution also has a significant physical meaning.
In fact, the matrix-valued division G~lo(s)Gzo(S) com-
pares the difference between the transfer matrices Gf(s)
and Ga(s), and its Ho:norm defines a measure on this
difference. To reach the maximal difference, which is
achievable at the frequency Wo, a band pass Qo(s) is
used. As a result, this strategy allows exploitation of all
(29) kinds of available frequency information no matter
whether inherent in the unknown input signal d or
within the structure of the path from d to y. In other
words, it allows the involvement of frequency spectrum
analysis, which has become a standard and powerful
tool in practice, to improve the degree of robustness and
fault distinguishability of the residual generator.
Recent studies 6,34 reveal that the selection of perfor-
mance index J can strongly influence the performance of
a fault detection system. It has been shown that the fol-
lowing index:
II Q(s)62(s) LI- (36)
(31) [I Q(s)Gl(s) I1~
gives a more practical measurement of the robustness
of a fault detection system, where II Q(s)Ge(s)[[_=
inffe0 II Q(s)G:(s)f(s)II means the minimum influence
of the faults on the residual. The corresponding optimi-
zation problem:
j = II Q(s)G2(s)II- a(~) max (37)
]] Q(s)G1 (s) IIo~
which is also discussed in the section 'Comparison of
linear fault detection systems', has been partly solved by
Ding et al. 6,34 and Hou and Patton 47.
An alternative performance index of the form:
(32)
Jl =11 Q(s)Gz(s) - I I1~ / min,
(38)
J2 =11 Q ( s ) G l ( S ) I 1 ~ / min
has been proposed and studied 18-2°,s°,51. The core of
this approach is to reduce the difference between the
(s)
residual r(s) and the faults f(s) as much as possible (the
meaning of the performance index J1) and simulta-
(33)
neously to enhance the robustness of the residual
against disturbance d. Thus, this approach provides us
also with the possibility of identifying the faults. Using
Hoe-optimization technique or #-synthesis one can solve
 Robust residual generation and evaluation methods: P. M. Frank and X. Ding
this problem. It is worth mentioning that in Murad et
al. is, Nett et al. ~9 and Tyler 51 the diagnostic problem
has been solved in connection with the solution of the
control problem. This leads to an integrated design of
FDI and control systems.
An alternative strategy for robust residual generation
in the case of unstructured uncertainties was recently
suggested by Patton and Chen 24. The basic idea of this
approach is to compute the distribution matrices such
that an optimal approximation of disturbance decoup-
ling is achieved. This optimization problem is solved via
a singular value decomposition method for the rank-
reduced approximation of a rectangular matrix, first
introduced to fault diagnosis by Lou et al. 16
Nonlinear unknown input observer approach
Many nonlinear processes in practice cannot be repre-
sented by linear models, in particular when they are not
operating at a fixed operation point. This is the normal
case in fault detection, because at the occurrence of a
fault the process runs out of its operating point. Hence,
if a linear residual generator was used for a nonlinear
process then, after the occurrence of a fault, the detec-
tion system would be submitted to increasing modelling
errors and run out of its range of validity. As a result, it
would release false alarms rather than detect and isolate
the actual faults.
Even though this is a key point concerning the prac-
tical applicability of model-based fault detection, little
work has been done so far to develop residual genera-
tors using nonlinear observers. Recently, Frank,
Wfinnenberg, Seliger and Ding have intensively studied
this problem 26"39'53-5s. They have extended the theory of
linear unknown input observers for residual generation
to certain classes of nonlinear systems.
For a brief discussion of this approach, consider the
class of systems that can be described by
2 = Ax + B(y, u) + E1dl + KI~ (39)
y = c x + E2d,. + K2f2 (40)
The signals dl, d2 represent unknown inputs and the
terms fi,f2 denote the faults• Note that the nonlinear
term B(y, u) depends only upon y and u, i.e. upon sig-
nals which are directly available by measurements,
'observable nonlinearity'. It is therefore possible to
compensate completely the nonlinearity by reproducing
it using an observer of the form:
= F~ + JO', u) + Gy, r = LI2 + L2y (41)
The conditions which are to be met by the observer
matrices in order to provide robustness to the unknown
inputs and sensitivity to the faults can be stated as fol-
lows:
TA-FT=GC, Fstable, J(y,u)= TB(y,u) (42)
409
TEl = 0 . GE2 = 0 , L2E2 = 0, L ~ T + L 2 C = O (43)
rank(TK~) = rank(K~),rank( ( G ) K 2 ) =rank(KQ
L2
(44)
If these requirements can be fulfilled, the dynamics of
the residual is governed by
b = Fe + GK2f2 - TKIflr = LIe + L2K2f2 (45)
The drawback of this elegant extension of the linear
unknown input observer theory to a class of nonlinear
systems is that the class of systems described by models
matching (39), (40) is rather limited. Many technical or
physical systems cannot be modelled this way. If this is
the case, the given physical model must be transformed
into the required form by a suitable nonlinear state-
space transformation. The existence conditions for these
transformations are very restrictive. Consequently, the
class of models that are actually transformable is rather
small. But even if the existence conditions can be satis-
fied, finding the transformation will be hampered by the
necessity to solve nonlinear partial differential equations
or the requirement of up to nth-order time derivatives of
the input signal u, where n is the dimension of the
model.
Therefore, a different approach that extends the class
of transformable systems, because it requires weaker
existence conditions, has been proposed by Seliger and
Frank 53"55. It is based on the following more general
model:
x = A(x) + B(x)u + E(x)d + K(x)~ y = C(x) (46)
where the unknown inputs are modelled as to represent
parameter uncertainties. It is desirable to compute a
nonlinear transformation z = T(x), separating the dis-
turbed from the undisturbed portion of the model. This
separation can be achieved if, and only if
OT(x) E(x) = 0 (47)
Ox
This relation constitutes a system of l st-order linear
partial differential equations which are to be solved
simultaneously by z = T(x). The theorem of Frobenius
can be applied to derive necessary and sufficient exis-
tence conditions for solutions of (47) 53`55.
Suppose solutions z = T(x) of (47) exist. On the
assumption that a relation x = ~ o ( z , y * ) exists, the
model can be rewritten as
_ or(x)
" Ox (A(x) + B(x)u + K(x)J) IX=,o(:,y.) (48)
where the output transformation y* = C*(y) denotes a
subset of the set of available measurements y = C(x)
which is subject ~o the condition
410 Robust residual generation and evaluation methods: P. M. Frank and X. Ding

dim(y*) < dim(y) (49) k = Fe OT(x)

Ox K(x)f, r = R(T(x) + e, C(x)) (57)

Suppose furthermore that a relation

R(r(x), C(x)) = 0
exists. Then a nonlinear observer can be set up in order
to estimate the undisturbed portion z of the state x. The
observer is of the form:
or( )
2= O~c (A(~c) +B(fc)u) + H ( ~ , y , u ) R ( L y ) I~=,0(.~.y.)
where the design freedom provided by the feedback
matrix H(L y, u) can be exploited in order to stabilize
the differential equation (53) governing the dynamics of
the estimation error e = ~ - z.
This observer is called nonlinear unknown input
observer or disturbance decoupled nonlinear observer 55
and the relation R(L y) can be used conveniently as a
residual:
r = R(2, y) = R(z + e, y)
The estimation error e is governed by
= p(e, t) - ~T~(~f)K(x)f
where the system of nonlinear differential equations
b = p(e, t) must be designed such that the equilibrium
point e = 0 is at least locally asymptotically stable. The
residual will then converge to zero in the fault-free case
(i.e. f = 0).
On the other hand, all faultsfwill be reflected in e, if
rankCTo(~) K(x)) = rank(K(x))
If, in addition to (47) and (54), the conditions
Or(x)
= FT(x) +
Ox
at(x)
- - 8(x) = "1 ( C(x) )
Ox
are satisfied, a residual generator with stable linear error
dynamics can be designed 53. F is a stable constant
matrix. ~o(C(x)) and ~l(C(x)) are suitable output
transformations.
The residual generator is then given by the following
equations:
= F2+ dPo(y)(+cbl(y)u, r = R(2, y)
In this case, the estimation error and the residual evolve
according to:
It is important to note that (41) and (56) are stable on
(50) the complete domain of the disturbance decoupling
transformation. N o such statement can be made
regarding the observer described in Equation (51).
Existence conditions for the discussed nonlinear obser-
vers and residual generators based on the Theorem of
Frobenius can be found in the literature.
F o r the purpose of fault isolation, the set of all faults
under consideration is to be divided into as many sub-
sets o f faults as are desired to be isolated. Subsequently,
(51)
one must design as many residual generators as there
are fault subsets. These residual generators must be
robust to the unknown inputs as well as to certain fault
subsets. This must be done in a way that allows a deci-
sion to be made uniquely to which subset an occurring
fault belongs.
Nonlinear adaptive observer approach
One o f the major advantages of the observer-based fault
detection technique is that robustness with respect to
(52) model uncertainties can readily be accomplished 1°,36'56.
However, this involves the risk that faults with slow
time constants may not be detected ~ because the
enhancement of robustness is associated with an
accompanying decrease of the sensitivity of the detector
(53) to faults with slow time constants 38,57.
T o overcome this difficulty, it was recently proposed
to use adaptive observers 32,33,36,56,58. An adaptive
observer is a dynamical system that estimates states and
(slowly varying) unknown parameters of the observed
system. One may expect that a residual generator based
on an adaptive observer does not only maintain the
important property of early detection of abrupt changes,
but also delivers estimates o f faults with slow time con-
stants. Another motivation is that by applying on-line
(54) identification the process model can continuously be
updated and the robustness of the residual with respect
to model uncertainties can thus be enhanced.
With the construction and implementation of an
adaptive observer, the realization problem becomes of
primary concern. Bastin and Gevers 59 have recently
(55) introduced an alternative adaptive observer conception
that is applicable not only to linear but also to a class of
nonlinear systems and whose construction and imple-
mentation is relatively simple. This type of adaptive
observer also provides a novel and promising strategy to
tackle the fault detection problem in nonlinear systems.
As shown by Bastin and Gevers 59, certain effects of
nonlinearities may be handled as unknown parameters
that can be estimated on-line. Thus, a system with
dominant nonlinearity may be reduced to a nonlinear
system with some unknown parameters that can be
(56)
handled easily. In this way, many nonlinear observation
problems become solvable.
Consider a nonlinear system governed by the follow-
ing equations:
 Robust residual generation and evaluation methods."P. M. Frank and X. Ding
P
Jc = a(x) + qo(X, u) + Z qi(x, u)Oi
i= I
q mation that transforms a general nonlinear system into
+Z hi(x, u)f" + g(t)
i=l
= a(x) + qo(X, u) + O(x, u)O + H(x, u)f+ g(t),
y = c(x)
where x E R n is the state vector, u E R t the known input
vector, y E R m the measurable output vector, and a : R"
R n, qi, hi : R n × RR l ---' R ~, g : R ---, R n and c : R ~ --*
R m are assumed to be known and smooth enough.
O(t) E RP is an unknown vector which represents
unknown time-varying parameters, slowly varying
faults or part of nonlinearities of the system. The deri-
vative is bounded by
]O]<M,O<M<<oc
The vector 0 will be on-line estimated. Vector f E R q
denotes a b r u p t changes (faults) in the system that are to
be detected as early as possible.
The laws for the corresponding adaptive generator o f
the residual r may be written in the following general
form:
Residual generator" z = b ( L O , u,y), r = h(2,0, u,y)
A d a p t a t i o n l a w ' 0 = d(L O, u, y)
The structural diagram of the adaptive residual genera-
tor is depicted in Figure 3.
In order to apply the adaptive observer scheme to
fault detection, the nonlinear system, Equations (58)
and (59), has to be brought into the so-called adaptive
observer canonical form (AOCF). As shown by
Marino 6°, this requires the solution of the so-called
; ,°=°°
= b(z,g.u.y) Residual
Generator
h(z,O,u,y)
Figure 3 A d a p t i v e residual generator
41 1
Observer Error Linearization (OEL) problem that can
briefly be formulated as finding a co-ordinate transfor-
(58)
the AOCF. It is known that a one-to-one transformation
exists only if some rigorous conditions are satisfied 6°
which, unfortunately, do not hold in many practical
cases.
(59) In contrast, Ding et al. 3~ and Seliger and Frank 53
have shown that a reduced-order observer for which
such a one-to-one transformation is not necessary can
release these hard existence conditions.
It is well known 9,29 that a residual generator is the
error system of an output estimator which can usually
be constructed by a reduced-order system. Thus, it is
reasonable to use a bank of output observers instead of
a state observer• Following this. the corresponding so-
called Output Observer Error Linearization (OOEL)
problem can be formulated. For the sake of simplicity,
we restrict ourselves to the description of the following
(60)
problem.
Given a nonlinear system, Equations (58) and (59),
and an initial state Xo: find (if possible) a neighborhood
U of Xo, and transformations z = T(x) E R", (hi < n),
F(y) E R defined on U such that
z,, = ? ( y ) = ?(c(x)), (63)
P q
- = Fz + O0(y..) + ~ ~,(y, .i0i + ~ ~,(x, u).~
i=1 i=1
(61) := rz + ¢'o(Y, u) + CO(y, u)O + E(x, u)f
(64)
(62)
and
rank E(x, u) = q, rank qJ()', u) = p (65)
for all z E T(U) and u, and
F= [i0 011
0
• --
-.-
0
0
Note that the condition (65) ensures that faults are
detectable 53, otherwise there exists a fault so that
F,(x, u)f= O. Condition (65) can be omitted if the para-
meter vector 0 only represents the model uncertainty.
If the O O E L problem is solvable, then it is possible to
construct an adaptive residual generator which may in
general form be described by the following set of relations:
= F~ + . ( y , .)g + ~o(y, .) + Lr + f~(t)g,
(66)
0 = r~o-(t)r(t)
(/(t) = R V t t ) + ,b(y, .), V(0) = 0 (67)
99(t) = K T V(t) + + ( y , u), r = ?(y) - 0 3 (68)
41 2 Robust residual generation and evaluation methods."P. lid. Frank and X. Ding

Here, F E R p×p is an arbitrary positive definite matrix, F* = Q ( F - LC)Q -1, ~bT(t) = [~bT(t)...~bmv(t)],
and ~o7(t) = [O~oVi (t)]

V(t) = [VT(t)... VmV(t)]T, Vi(t) E R (n'-l)xp

Residual evaluation

Problem formulation
R = diag(R1 . . . . . Rm) E R ('-m)×(n-m)
The second step of a fault detection procedure is to
o evaluate the residuals. This is a decision-making process
which always comes down to a threshold logic of a
0 ... 0 -ra
EE R (ni-1)x(ni-l), decision function. If there are no uncompensated
Ri
unknown input effects on the residuals due to a perfect
decoupling, then the thresholds diminish to zero.
• .. 0 I -ri(m-l) d
Otherwise, thresholds different from zero have to be
ril assigned.
rz2 In practice, there is usually such a great number of
r i -~- unknown inputs that, in the face of the limitations of
available measurement information, a complete decoup-
ri(ni- 1) ling from all unknown inputs is hardly achievable even
if the model uncertainties are structured. The situation
becomes even worse if the uncertainties are unstruc-
if(y, u) = [ ~ ( y , u ) . . . ~mV(y, u)] T E R ("-m)xp tured, in which case a perfect decoupling in the residual
,i,(y, u) = ~Pn (Y, u) - riqJz2(y, u) E R (m-l)xp generation stage is basically impossible. Hence the resi-
u) = u) ... %.(y,
^s u)] v c R Xp, duals or any decision functions built from them always
deviate from zero even if no fault is present.
u) = qJa(Y, u) E R lxp In this case, robust residual evaluation is the only way
K = diag( K~ . . . . Kin) ~ R m~("-") to keep the false alarm rate small with an acceptable
sensitivity to faults. Robust residual evaluation can be
KT= [ 0 . . . 0 1 0 . . . 0 ] E R l×("'-r) accomplished in many ways, for example by statistical
data processing, data reconciliation, correlation, pattern
In the above equations, L and ri, (i = 1. . . . . m) have to recognition, fuzzy logic or adaptive thresholds.
be chosen such that the matrices F - L C and R are sta- Here, we restrict ourselves to the adaptive threshold
bile matrices. Notice that since L and r; are arbitrary, and fuzzy decision-making approaches.
the eigenvalues o f matrices F - L C and R can be
assigned arbitrarily. Robust residual evaluation using adaptive thresholds
The dynamics o f the residual r with respect to the
unknown parameter vector 0 and faults f are given by Basic idea. The crux with fixed thresholds is that
the following error system equation: choosing the threshold too low increases the rate of
false alarms, choosing it too large reduces the efficiency
of fault detection• Evidently, the optimal choice of the
magnitude of the threshold depends upon the nature of
(69) the system uncertainties and varies with the system
input. One may therefore use thresholds that adapt to
+ z(x,u)f the input.
Figure 4 shows a typical situation. Consider the shape
of the residual (or a decision function) with effects of
r = ~(y) - C2 (70)
model uncertainties from t = 0 on and a fault at t ~ tF.
With a fixed threshold, the increase of the residual due
= z- 2,g= o-o, .2, = Q ~ - v(t)o to an input maneuver leads to a false alarm at trA and
no detection of the fault. Using an adaptive threshold
Q = diag(Ql . . . . . Qm), depending upon the system input allows the avoidance
1 0 ... 0 --ril of the false alarm and the detection of the fault at tE.
0 1 ... 0 -ra The idea of adaptive thresholds was first introduced
by Clark 22. He has chosen the shape of the threshold as
E R nixni
Qi a function of the input of the process in a more or less
0 ... 0 1 -ri(ni_l)
intuitive manner. A broader theoretical foundation of
this strategy was given by Emami-Naeini et al. 8 in terms
0 ... 0 0 1
of the threshold selector.
 Robust residual generation and evaluation methods." P. 114.Frank and X. Ding 413

invariant model with additive unstructured modelling

FALSE
ALARM ADAPTIVE THRESHOLD uncertainties can be represented by
/\ \
yL(s) = (G.(s) + AG.(s))uL(s) + Gf(sff'L(s) (74)

From this we obtain the residual generator equation:

I DECISION FCT.
]
rL(s) = O(s)iif/l.(s)Gr(s)fL(s ) + ~Ids)AG.(s)uL(s)I
t FA tF TIME (75)
Figure 4 Adaptive threshold test of the residual or decision function
As shown by Frank and Ding 52, one can find from (75)
Evaluation functions and thresholds. The first step of the following relation for the threshold
residual evaluation is to choose an evaluation function
and, based on it, to determine the corresponding J,h -II GQMuu lie (76)
threshold. Among a number of residual evaluation
functions, the so-called root mean square (rms) is often Here, II AG. tl< ~. denotes a known bound on AG. and
used in practice. The rms can be represented either in Q again the parametrization matrix. It is seen that the
the time domain: threshold is no longer fixed but depends upon the input
u, thus being adaptive to the system operation. A fault
may be declared if II r lie> Jth.
II r(t) t1~= J(r) = (r -t jrr(t)r(t)dt) 1/2 (71) In general, a threshold selector can be, according to
0 (73), established as follows:

or in the frequency domain: Jth = sup li Q~I.Gdd lie (77)

d
o) 2

II rLO'O ) = J(E) = J r*L(jo))rL(jog)d(.o) 1/2, Emami-Naeini et al. s have solved this problem under
(72) the assumption that the rms in the time domain is used
o) I
as residual evaluation function H r lie. The similar solu-
ff = dO2 - - O} 1
tion based on the frequency domain rms (72) was per-
formed by Ding and Frank 51. By a suitable choice of the
where z and c denote the detection window in the time frequency window ~ = a~2 - COl, one can find a threshold
and frequency domain, respectively, and H'][e stands for so that the robustness with respect to uncertainties can
an evaluation function. be increased. The expression for the threshold can be
The selection of residual evaluation functions often found by setting fL (s) = 0 in (20) which yields
plays an important role for fault detection, especially in
practice, and may strongly influence the performance of Jth = sup I[ Q(s)iQ.(S)Gd(s)d(s) lie (78)
a fault detection system. Unfortunately, this problem is d

usually neglected by roost of the theoretical researches.

In practice, the residual evaluation function may be Notice that d(fio) can be written as
selected according to
• how to evaluate the faults to be detected and d(jo)) = [l(joo)(3d(w), II cl(jco) ]]2_< 1 (79)
• which kind of information we have about the pro-
cess and possible faults. This leads to
Once the evaluation function has been selected, we are
able to determine the threshold. A major requirement Jth = max
¢OE E
a(3d(og)Q(jw)iQ.(jw)Gd(jw) )E-1/2 (80)
on the fault detection is to reduce or prevent false
alarms. Thus, in the absence of any faults, 11r lie should
be less than the threshold value Jth, i.e. Assume that the input signal uL(jo)) is known before the
process comes into operation. If the post-filter Q(s) is
Jth = sup ]l r lie (73) optimally chosen according to the algorithm given in
ay,f=0 the section 'Frequency domain approach to robust resi-
dual generator', then we have 6

Linear threshold selector max

coEE
S(3a(w)Q(jog)J~I.(jco)Gd(jco) ) = 1 (Sl)

To outline the basic idea o f the threshold selector, we This means, somewhat surprisingly, that the threshold is
consider unstructured modelling errors. A linear time a constant equal to e -~n. As a matter of fact, one may
414 Robust residual generation and evaluation methods: P. ltd. Frank and)(. Ding

expect a Jth that changes with the input signal. How- I] r [Ioc~ Jth =:> a f a u l t h a s o c c u r r e d (83)
ever, if we observe 8d(W) in detail, the reason becomes
evident. For instance, for a model with additive [t r ]1~ < Jth ~ no fault has occurred (84)
unstructured modelling uncertainties:
Here l] r II~ denotes the Lo~ norm of the residual r
d(s) = [ ZXGw( ) (s) ] which is defined by

l[ r I1~= ess sup II r II (85)

so we have t

I[ d(fio) [12< ~(co) + ~(09) t1 u(j09) ]l~:= 82(c0) (82) Suppose the dynamic model of the process under con-
sideration is given by
This shows that the information on the input signal is
2=A(x)+B(x)u+El(x, u)d+Kl(x,u)f (86)
included in ~d(o~) which is further processed during the
residual generator design. Figure 5 shows the resulting
block diagram for the overall procedure for robust fault y = C(x) + E2(x)d+ K2(x)f (87)
detection in the frequency domain.
where d denotes the vector of unknown input signals
Nonlinear threshold selector representing, for example, modelling errors, and f
denotes the vector of faults to be detected. Suppose,
Nonlinear threshold selection. In connection with the moreover, there exist state transformations z = T(x, u)
observer-based residual generation scheme for nonlinear as well as output transformations ~ = p(y) allowing for
uncertain systems, Seliger and Frank suggest a thresh- a system description according to:
old selection technique allowing for a robust residual
evaluation in the case that a complete disturbance = Pz + +(z, u, u) + Or(x, u____el
___A)(x, u)d
decoupling of the estimation error is not possible 54. The Ox
(88)
residual will then differ from zero even if no faults -+ OT(x, u) K1 (x, u)f
occur.
In order to avoid false alarms, the residual must be
evaluated by some algorithm before a decision on a f: = p(y) = S(x, d , f ) (89)
fault is made. Since we do not make assumptions about
the dynamic properties or the statistics of the unknown We assume that there are several possible state and
inputs, noise and faults, the only practical solution is the output transformations for the above system description
selection of a threshold Jth different from zero. The fol- with, in general, different matrices F and nonlinearities
lowing simple decision logic can be employed: ,i,(-).
For the system description (88), (89), the residual
generator takes the form:
y(0
, Process k
z = F~ + * ( L )5, u, u), r = *(~, )5, u) (90)

:: AdaptiveGeneration where
q Adaptive
Detection *( T(x, u), p(x, O, 0), u) = 0 V x, u (91)
Filter :,

The function q~(.) may contain a suitable feedback of

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

the measurements or the residual in order to yield, for

f = d = 0, in each case an at least locally asymptotically
Generation stable estimation error system of the form:

I t
r(t,~)
Transformation .. of J(v.)

~ J(s) = Fe + l-'(e, t) - O T E * ( t ) d - O T K * ( t ) f ,
OX OX (92)
r = qJ*(e, t, d,f)
Generator Logic
where
::...................................................... If ................. **(0, t, 0 , 0 , ) = 0 Vt, r'(o,t)=0 vt (93)
?
Alarm
Figure 5 Block diagram of the robust residual generation and eva- The following abbreviations have been used in the
luation algorithm in the frequency domain above equations:
 Robust residual generation and evaluation methods. P. M Frank and X. Ding 415

I'(e, t) = *( T(x, u) + e, S(x, d,f), u, it) provided that, in accordance with the small-gain theo-
- Yo(T(x, u), S(x, d,f), u, it) + ( f - F)z (94) rem, the inequality (103) holds

1 -fi~y~ > 0 (104)

E*(t) = E, (x, u), K*(t) = KI (x, u) (95)
Suppose, moreover, that similarly an upper bound can
**(e, t, d,J) = 4,(T(x, u) + e, S(x, d,f), u) (96)
be found for the residual, i.e.

The goal that is being pursued by introducing the II r U~c< O/eac II e I1~ +~a~ IId I1~ +~c~ Ilfli~ (1o5)
transformations T(x, u), P(Y) and, if necessary, also a
suitable feedback, is to obtain a partially linear estima- Substituting Equation (103) into Equation (105) yield
tion error system as stated in (92) which is asymptoti-
cally stable for f = d = 0.
The estimation error e can be written as Hrlioc <_ l-flocy~cdx+°~a~ Ildll~

e=gF*r--ge* \Ox )--gF* -~X K + eo + ( 1 fl~ex_fl~g~cJ~+offx) Ilf"~

(97) + ~<~ tleotl~

where
gF(t) = L-I{GF(S)} = L-I{(sI - F) -1}
denotes the impulse response of the linear system por-
tion and * is the convolution operator. The term e0
denotes the response to initial conditions. Using L ~
norms one can write
This inequality can conveniently be used to define a
(98) detection threshold which excludes completely the pos-
sibility of false alarms due to disturbances. Notice that
usually there are no disturbances or unknown inputs of
arbitrarily high magnitude. It is therefore reasonable to
exploit some a priori knowledge of the process under
consideration in order to define the set of possible
unknown inputs:

axT E ' ( d lifo

II e I1~ -</7~ II r(e, t) I1~ +¢~o~ II O se ; {d ~ R' :]1 d II~< &~x} (106)
(99)
+ ~ II ~aTK* ( t )fll~ + II eo I1~ by means of the maximum L~ norm of d.
The threshold can then be defined by the supreme of
where H r [Is with respect to d in the fault-free case:

(100) J'* = s.p

- 7 I! r ll~lj=o
fl~ -- i [{ gF(t) It at
o (lO7)
_ fl~ Y~ + e~d~
denotes the corresponding induced operator norm of
gr(t). Since we assume that all functions are smooth and
therefore satisfy Lipschitz conditions, we can compute
the following upper bounds for the three terms on the
This threshold guarantees that no false alarm will occur.
fight-hand side of (99):
Under certain conditions, the term

II r(e, t) I1~_< ×= Ii e t1~o,II O=-TE*(t)d

dX
II~ ca~ II d It~ '~e~ I! eo N~ (lOS)
1 - fl~ y~
(101)

in Equation (107) can be omitted, thus reducing the

II ~sc(oftl~< cs~ Ilfll~ (102) threshold. If this is done, the residual must not be eval-
uated before the transient due to initial estimation
which must be valid in the complete operating range of errors has sufficiently died out.
the plant under consideration. Substituting the inequal-
ities (101), (102) into (99) one obtains Nonlinear adaptive observer-based threshold selec-
tion. A residual evaluation algorithm based on the
II e I1~ -< 1 - t ~ × (cd~ II dlt~ +cfo~ II/ll~) nonlinear adaptive observer approach to fault detection
described in the section 'Nonlinear adaptive observer
11eo I1~ (103)
+ approach' was developed by Ding and Frank 32'33'36.
1 - / 7 ~ y~ The basic idea is to evaluate the residual vector in terms
416 Robust residual generation and evaluation methods: P. M. Frank and X. Ding

of a norm of r. To this end, one may take the root mean Notice that to ensure that the above relation holds, one
square (rms) defined by must choose the matrix K such that
lo +'r 1 - ~ II Gt I1~> 0
J(v) - ((l/r) J rY(t)r(t)dt) 1/2 :=ll r I1~ (109)
Io Following the inequalities

The condition for J(z) is that in the absence of faults it II IT"(t)~ [[r= max 6(Vr(t)fs(t)) [] 0 lit (120)
t~[to,to+r i
should stay less than a threshold Jrn:

J(r) < Jth (110) and [I 6 II~_<ao we have

1[ r Ib_< t~l(~ + a0Ctl)/(1 - 3 3 1 ) (121)

F r o m Equations (69), (70) we obtain for f = 0 :
where 8(-) denotes the maximum singular value of a
r(t) = G(t) * ((o(g)O(t) - (~(t)O(t)) (111) time-varying matrix and
t
t~l =11 al I1~,~1 = max 6( (zT ( t) ("( t) )
O(t) = - ] F~oT(s)F(s)ds + O(to) + A0(t), t E [to, to + r] tE[to,to+r]

to = max F(vT(t) V(t))

tE[to,to+Z]
(112)
We now show how to estimate or,/~ in Equation (118).
where AO(t) = O(t) -- O(to) and G(t) denotes the inverse
Following Equation (116) the inequality below holds:
Laplace transformation of the transfer function
1/2
G(s) := C(sI- F*) -1
Ilell~ <_ l/r) ( II (o(t)r~or(s)r(s)112 ds) 2tit
l0 t0
Assume that 0(t0) = 0. Re-write r(t) as
+[[~b(t)/x0lb +1[ Kr I1~
r(t) = G(t) * (~(t)O- Kr(t) + Kr(t) - V(t)O(t)) (122)
(113) which, using Schwarz's inequality, results in

and define /o+r l

11e []r -< ( ( l / r ) I (I 62(~°(t)F~°T(s)cp(s)FcpT(t))ds

e(t) = (o(t)O(t) + Kr(t) (114) tO to
l

where K is some matrix whose function will be men- j [I r(s) I1~ds)dt) 1/2+ [I K I[~fl r 113
tioned below. This leads to
to

r(t) = Gl(t) * (e(t) - fr(t)O(t)) (115) + max ~(~oT(t)~O(t))30

t~ [to, to + r]

f
(123)
e( t) = (o(t)(- I r~°-r(s)r(s)ds + aO( t) ) + Kr( t) (116) t0+r t
to
<11 r lit ( 1[ Kl]o~ +( I J 62(~0(/)F~pT(s)~0(s)
t0 l0 (124)
Gj (s) = (I + 6(s)IC)-~6(s) (117)
F~o-r(t))dsdt) z/2) + max 6(~ov(t)co(t))3o
tE[to,to+r]
F r o m the small gain theorem we know that if the fol-
lowing inequality Write

II e II~<~ ~ II r Ib +~ (118)
& =ll x" II~,
tO+T l
(125)
/33 = ( I 1 6"2(~0(t)FcpT(s)~p(s)F~PT(t))dsdt)l/2
holds for some or, 3(> 0), then for the above system
l0 t0

II ~ I1~_<11G~ tim (~+ II IS'(t)~ I1~)/(1 - ~ II G1 I1~) ~2 = max t~(tpT(t)~0(t)), ot = fl0ot2 (126)
(119) tE[toto+r]
 Robust residual generation and evaluation methods." P. 114.Frank and X. Ding 41 7

We then have an estimation for flr[l~ in fault-free case:
)~,r I1~< ~(~oa,. +c~ao)l(1 - ~ , . -/~1/33)
based on which the threshold is defined by
Jth = fll (~0012 -~" ~1120)/( ] -- ~1/~2 -- /~1~3)
Notice that the thresholds are expressed in terms of a
number of constants; some of them are known or can be
off-line calculated, such as ill, f12, Oto,fin, but the others,
fl3,~lcr2, are only on-line achievable, since they are
dependent on y(t) and u(t) (see the definition of
P(t),~o(t)). This may cause some troubles with the
implementation, since the computation of singular
values may be too expensive to be carried out on-line
and the dependence of thresholds on the output vector
y(t) may reduce the sensitivity to the faults and even
prevent a successful fault detection. To overcome these
difficulties, estimations for ~3~1, or2 are in some cases
needed.
The block diagram of the resulting adaptive residual
generation and evaluation system is depicted in Figure 6.
Fuzzy threshold logic
Figure 7 shows a characteristic shape of the residual
associated with a fixed threshold. This bears the danger
(127) of false alarms due to the fact that the thresholds have
to be chosen as small as possible because any increase of
the threshold is associated with a loss of sensitivity to
faults. As a remedy, one can replace the crisp threshold
(]2g) by a fuzzy threshold. This means that the line which
constitutes the discrimination between zero and one in
the decision logic is replaced by an interval with prop-
erly chosen upper and lower bounds and membership
functions defining the variables {zero} and {one} in a
fuzzy sense.
The crisp set {zero} is replaced by a fuzzy set {zero}
characterized by a membership function lz(x) as, for
example, shown in Figure 8. The parameter an is chosen
as the level of noise to ensure that residuals within this
range are definitely interpreted as zero. The parameter
takes into account the effects of disturbances and mod-
elling uncertainties beyond the noise level. In our case
we have chosen for the S interval the standard triangle
type of membership function.
The membership function of the fuzzy set {one} may
be assigned as illustrated in Figures 9 and 10. In Figure 9,
the classical way of threshold logic decision is shown

The problem of robust residual evaluation can be trea- r(t)

ted in a different way with the aid of fuzzy logic. To
outline briefly the basic idea let us again consider the t Threshold
case that the residual due to faults is superimposed by
noise and the effects of disturbances and modelling ,~, /I
errors due to incomplete decoupling, so that the residual ,a . . AV A
vvvv
AA a AI ~ A . A~.
I VVVV~ VVVV"
/
will be non-zero even in the absence of faults. Typically, !
I
these effects will be time varying, that is the residual will
//
Threshold
fluctuate depending on the unknown time functions of va.~
the disturbances, noise and the input of the process. In
the context of fuzzy theory, this is a typical fuzzy situa- Figure 7 Typical situation for residual evaluation with a fixed
threshold
tion, and hence fuzzy decision logic seems to be a nat-
ural tool to handle the residual evaluation.
fuzzy p(x) luzzy
threshold threshold
y(t)
P

: ..................... 21 ........... x\\,

Output',
Observer j
~(t)~+ _r(t)
ao -~ -a£ a'o ao+~ x
Figure 8 Membership function of the fuzzy set {zero) under consid-
! : | Es~mator I- eration of disturbances and noise

z ................................................
Adaptive Residual Generator
X~ fault

disturbance /l Threshold
Generator]
_.._,_j Threshold i I II ~ ~ Alarm
Selector .1

Adaptive ResidualEvaluator t

Figure 6 Concept of adaptive fault detection Figure 9 Classical threshold evaluation of a residual
418 Robust residual generation and evaluation methods: P. M. Frank and X. Ding

Since natural intelligence is still superior to artificial

fault x intelligence, this method of residual evaluation may
improve the reliability of fault decision considerably.
........................................................................
disturbance t ~x............... [ Xmax The application of the fuzzy decision logic to fault iso-
lation was recently discussed by Sauter et al. 42

p.(x) 1 0
Comparison of fault detection systems
. . . . . . .

t
Figure l0 Definition of a membership function for the fuzzy set {one} In the last two sections, we have outlined recent advan-
ces of the theory of observer-based fault diagnosis with
again. Let the first maximum indicate a disturbance, emphasis on the latest contributions using frequency
and the second maximum a fault. It can be seen that the domain techniques, nonlinear unknown input observer
first maximum stays below the threshold but, if the and adaptive observer theory. In practice, we often face
residual slightly increases, it will surpass the threshold the problem of choosing a suitable FDI scheme from a
and cause a false alarm. great number of well developed approaches. This pro-
This type of false alarm can be avoided with a fuzzy blem has been recognized and studied by Ding et al. 34'6
threshold as illustrated in Figure 10. Beyond the noise and Seliger and Frank 54.
level, the truth value one is characterized by the mem-
bership function/z(x), as shown on the right-hand side Basic idea
of Figure 10. Here again, a standard triangle type is
chosen for/z(x) for ease of explanation. To outline the basic idea, recall that there will always be
It can be seen that if the residual due to the distur- a trade-off between the avoidance of false alarms on one
bance (peak 1) in Figure 10 (left side) increases slightly, hand and the detection of small faults which do not
this will cause just a small effect in the truth value of the cause the residual to surpass the threshold on the other
alarm rate. In contrast to the conventional case where hand. That faults which exceed the given tolerance
the small increase of the residual causes a false alarm, should be detected is the major practical requirement on
we now get a weak indication of inconsistency. Hence, a fault detection system. It is clear that a fault can be
we have replaced the yes-no decision by a continuous detected only if it causes the residual evaluation func-
indication of a faulty situation. tion to surpass the threshold, i.e:
The resulting membership function diagram of the
fuzzy variables {zero} and {one} is shown in Figure 11. II r lie >- J,h (129)
As one can see, there is an overlapping of the member-
ship functions of the fuzzy sets zero and one, which is Notice, however, that a fault may, due to the model
typical for the application of fuzzy logic. Therefore, one uncertainties, have different influences on the residual
has to define and evaluate rules as a basis to make the and, furthermore, on evaluation function. Taking this
final decision on the occurrence of a fault in a concrete into account we say a fault is detectable if
situation. This task can be carried out either by the
computer (using artificial intelligence) or by the human inf ]l r Ile~ Jth (130)
Ay
operator (using natural intelligence). Notice the simila-
rities to the statistical decision-making concept where,
instead of the membership functions, the probabilities INPUT RESIDUAL
are used and the decisions are made, for example by
maximum-likelihood ratio tests. In our case it is not
necessary to define the membership functions in terms VISUAL
of probabilities.
The fuzzy logic approach is illustrated in Figure 12.
By this procedure the human operator can make the
final decision involving all kinds of additional know- DIRECTPROCESS I FUZZYLOGIC I
ledge and experiences he has concerning the process. INFORMATION
4t
~(x)
{zero} {one}
1
i NATURALINTELLIGENCE I
EXPERTKNCWLEGE

7 FAULTDECISION
o a0 ao'l- ~ X~x X

Figure 12 Residual evaluation approach using fuzzy logic and

Figure 11 Membership function diagram natural intelligence
 Robust residual generation and evaluation methods."P. M. Frank and X. Ding
i.e. a fault is detectable if it causes the residual evalua-
tion function to surpass the threshold for all possible
model uncertainties. Thus, the set of all detectable faults,
denoted by Sf, can then be expressed by
Sf := { f : inf II r ]]<_>Jth} (131)
Ay
It is evident that the size of the set Sf depends on the
constriction of the residual generator, i.e. Q(s), the
selection of the residual evaluation function I ] lie as
well as the threshold. A reasonable evaluation basis for
a certain fault detection system is certainly given by the
size of set Sf because the larger it becomes, the more
faults are going to be detected. In this sense, we can say
that a fault detection system is optimal if the size of set
Sf reaches its maximum.
Comparison of linear fault detection systems
To avoid the difficulty of determining the size of Sf,
Ding et al. 6'34 suggested the use of the concept of mini-
mum detectable faults which was introduced by Emami-
Naeini et al. 8
Minimum detectable fault, f,,i,, is defined by
IIf.,i. II<= inf{llflle:f6 Sf} (132)
Assume that for different residual generators, QI (s) and
Q2(s), we have two sets of detectable faults, S} and S 2,
respectively. If
II f~. lie = inf{llfll<:f~ S}} <life/. lie
(133)
= inf{llflle:fE S}}
then the set S} belongs to the set S}. Following this, it
can be concluded that for a given residual evaluation
function the set of detectable faults reaches its maxi-
mum, with respect to the parameterization matrix Q(s),
if and only if t] fmi~ lie is minimized. The problem of
comparing different fault detection systems is thus
reduced to comparing minimum detectable faults. Since
for systems described by (20)
inf
Ay
II r li< = inf II Q~Io(GyfL + GadL) I1~
=1) Olfl~@fL I1~ - s u p 11QM~GddL lie
d
(134)
and the threshold is given by
],h = sup II QM,,Ga& lie (135)
d +
we finally have 6,8,34
II Qf4.Gffs_ I1<> 2J,h (136)
419
which results in
Ilfmi. I1<= 2J,h( inf II QM.Grfll) -~ (137)
UL=~
In case that frequency domain rms is used as an eval-
uation function, Ding et al. 6"34 have shown that
2 maxo~, 8(,~a(a))Q(joo):~Iu(joo)Gd(jo)))
tl fmi. I1<=
minoo~ g(Q (rio) M,, (jo))Gf(j~) )
(138)
where g(Gjeo) denotes the minimum singular value of a
transfer matrix G(jo)).
On the basis of this scheme, Ding et al. 6,34 have fur-
thermore proposed an approach to designing an opti-
mal fault detection system. The core of it is to minimize
the minimum detectable fault, which is equivalent to
solving the following optimization problem:
inf IIf~,;. lie = inf 2 maxo,~ 8(aa(w)R(joo)f4u(joo)Ga(jo)))
Q(s) Q(s) min,oe~(Q(jo))~I,(joo)Gr(fio) )
(139)
Comparison of nonlinear fault detection systems
Compared to with the above discussion, the study on
the comparison of nonlinear fault detection systems is
much more sophisticated, and usually no analytical
solution or expression like (138) can be achieved. Seliger
and Frank 53 have proposed a method which allows
comparison of the performance of different nonlinear
residual generators.
Define the set of undetectable faults as follows:
= { f E R 1 ll r I1~ < J,h for some d E Sa} (140)
It is clear that SUand Sf describe a partition of the set R l
in the sense:
(141)
Suppose now that the right-hand side of Equation (106)
which is the upper bound of the L:c-norm of the resi-
dual equals the detection threshold Jth; i.e.
( .,Socae~ )
l _ fl~g ca~c+ °taoc II d {{~
(142)
1 7/7~--y~ cs~+°q~ IIf(l~=J*h
Clearly, this equation describes a straight line in the
(11 d [I~, I{f [[~)-plane (Figure 13). The intersection f0 of
the line with the IIfll~-axis is given by
420 Robust residual generation and evaluation methods: P. M. Frank and X. Ding

concrete practical examples. To this end, we have cho-

II f sen a three tank system and an industrial robot MAN-
fo UTEC r3.

Fault detection at a three tank system

Figure 14 shows a draft of the experimental setup of a

three tank system. This process has the typical dynamic
characteristics of tanks, pipelines, etc., which are widely
used in the chemical industry. Wtinnenbergz6 had suc-
cessfully applied a nonlinear observer scheme to detect
|
and isolate faults such a leaks in tanks.
do I1d Using the incoming and outgoing mass flows under
Figure 13 Upper bound of the residual norm consideration of Torricell's law the dynamics of the
three tank system can be modelled by
J~oo Ctoc
fo = l-~=×= Cd~ + ade~ dmax (143) AI~I = Q1 - alsl3sgn(hl -- h3) x/2g I ha - h31 + ayl
13~tx,~ Cf ~ + Olfcc
1-,8=×~
A1~2 = Q2 - a3s23sgn(h3 - h2)v/2g ] h3 - h2 ]
For any point (11 d i l l , ILf[l~) located below the line,
the actual L~-norm of the residual stays smaller than - a2so v/2gh2 + Qf2
the detection threshold. Thus, any fault f satisfying
Ah3 = alSl3sgn(hl - h3) x/2g i hi - h3
IIf H~ < f0 (144)
- a3s23sgn(h3 - h2)¢2g I h3 - h2 [ +Of3
certainly belongs to the set ~{f;i.e.

(145) where Q1 (t), Q2(t) are incoming mass flows, hi (t), h2(t),
{ f E R f : l l f l l ~ < fo} C SZ
h3 (t) are the water levels of each tank and measured and
QfI(t), Qf2(t) and Qf3(t) denote faults representing
These faults are therefore undetectable. In other words,
undesirable mass flows into the tanks caused by leaks or
f0 defines the minimum detectable fault. As mentioned
plugging in the various tanks or pipes. The three circular
in the last subsection, in order to reduce the size of the
tanks have the same cross-section A and are intercon-
set Sf, which is equivalent to increasing the set Sf of
nected via circular pipes with cross-sections s~3, s23. The
detectable faults, one must therefore reduce the mini-
outlet pipe is also circular with cross-section so. al, a2,
mum detectable fault f0 which, in this sense, can be
a3 are scaling constants and g is the gravity constant.
understood as a performance index describing the qual-
Based on the system description given above,
ity of the residual generator.
Wtinnenberg had developed a nonlinear observer-based
The performance index is a function of the constants
scheme to achieve a successful fault detection and iso-
which previously have been defined in order to evaluate
lation 26. The key to this scheme is the construction of
upper bounds for the nonlinearities and the residual.
three nonlinear observers described by
These constants are in turn directly related to the
transformations the residual generator is based on and 1
are therefore strongly affected by the choice of the Zl = - l l z l + A (Q1 - alsl3sgn(hl - h3) x/2g I hl -h3 ])
transformation. According to Equation (143), the per-
- llhl,rl = ll(hl - zi)
formance index will be mostly affected by the constants
Cd~c and c~d~ versus C f o c and ¢xfoo.
By minimizing this performance index (143), one
could find an optimal residual generator. Due to the
complexity of this minimization problem which is
mainly caused by the nonlinearity of the models, it is Pumpl Pump2
virtually impossible to derive a generally applicable,
Systematic optimization strategy. This restricts the per- Ql(t) A Q2(t)~ ~::
formance index to compare different residual generators
rather than to find systematically an optimal solution.

E x a m p l e s o f application

Finally, we want to demonstrate the applicability of the Qou:O)

observer-based fault detection methodology with two Figure 14 Setup of three tank system
 Robust residual generation and evaluation methods."P. M. Frank and X. Ding 4 21

1
zz9 = --12Z2 + -'~ (Q2 - a3s23sgn(h3 - h2)v/2g { h3 - h2 I an industrial robot which was o p e r a t i n g under real-life
conditions•
- a2so 2 v / ~ 2 ) - 12h2, r2 = 12(h2 - z2) The mathematical model o f a r o b o t is normally given
in the form:
1
33 = -13z3 + -~ (alsl3sgn(hi - h3)x/2g [ h~ - h3 r J(q(t))ij(t) = xd(q(t), q(t)) + xg(q(t)) + f(u(t)) (149)

-- a3s23sgn(h3 - h2) x/2g [ h3 - h2 I) - 13h3

Here, the vector q ( t ) represents generalized position co-
ordinates, J is an inertia mass matrix, Xd is a vector o f
r3 = 13(h3 - - 2 3 )
Coriolis and centrifugal t o r q u e and Xg is a vector o f
where l~. 12, 13 should be positive to ensure the stability gravitational torque. The driving torques are described
of the observers. Introducing el(t) = hi(t) - zi(t), byf(u(t)).
i = 1,2, 3. yields It can easily be shown 61 that this equation can be
b r o u g h t into the following f o r m by suitable transfor-
kl(t) = - h e l ( t ) + Qfl(t), rl(t) = lle~(t) (146)
mations:

/'2(t) = -12ez(t) + Qf2(t), r2(t) = ~e2(t) (147)

x(t) =
( j - z ( x d ( q , q) o,,,
+ xg(q) + f ( u ) ) '
e?(t) = --13e3(t) + Qf?(t), r3(t) = 13e3(t) (148)
-*-B(u~t),y(t)) '" ~--'-Kt
It is evident t h a t each residual is sensitive to a single (15o)
fault only. This leads to a successful fault detection and
isolation.

The following figures show results o f experiments \0(t)) (lSl)

f r o m the on-line application o f the developed scheme to
the physical system. The dynamic behavior o f the resi- Obviously, this state equation is the same as Equations
duals with respect to different faults: (39) and (40) where in this special setup A, Eb E2 and
K2 are zero.
• leak in T a n k 3 from t = 8 sec to t = 30 sec;
The fault f l ( t ) which is o f p r i m a r y concern in this
• leak in T a n k 2 from t = 70 sec to t = 92 sec;
study represents influences o f u n m o d e l l e d torques on
• leak in T a n k 2 from t = 120sec to t = 140sec;
the r o b o t where a t r a n s f o r m a t i o n f * l ( t ) = J(q(t))fl(t)
• plugging in the connection between T a n k 2 and
performs a decoupling of these t o r q u e s on the general-
Tank 3 for t > 3sec
ized axes.
is given in Figures 15 and 16. They demonstrate a suc- There are considerable u n m o d e l l e d torques primarily
cessful fault detection and isolation. due to friction. W h e n an observer-based residual gen-
eration is applied, the friction affects the residual evok-
Fault detection at a robot ing respective deviations f r o m zero. Hence, in order to
avoid false alarms, the threshold would have to be
The efficiency o f observer-based fault detection method- increased which, however, w o u l d reduce the sensitivity
ology was recently studied by Schneider e t a / . 61"62 with to faults. Practical investigations with a M A N U T E C r3
r o b o t have shown that in this case friction cannot be
(a) ....:- ~"-:-'--':-----:'"-'---'-'-
---+ (b) .....: "-"--.-'---.",--.'----:--'
....'-..-'.....
60 ....: :. :.--.--.---.-:-.-.-.-:.... 60 - ,: -i'-":-;-'..:'.4---i-:--:..... modelled in a simple f o r m like C o l u m b or viscose
2O
.........
....
°; ....
i I,!, ...... :: friction. Instead, the friction has a position dependent
-z.. -~.-,'- : ~ ;-..2' : characteristic which turns out to be exactly reprodu-
=
-20
2-ZZZ 21 221 cible. This fact can elegantly be exploited for fault
•y, -60 • -.-2-.-- + .-. " - - - ; . - -- b . - --; -- -- ; - .--,'---4 . . . . . diagnosis.
.... .....i i ! i i i i i i .....
The key idea o f the fault detection scheme implemen-
15 Time (see) 135 15 Time (sec~ 135 ted here is that the residual is treated versus position
rather than versus time. This m a k e s it possible to adapt
F i g u r e 15 (a) R e s i d u a l 2: leak in t a n k 2 (b) Residual 3: leak in t a n k 3
the threshold to the friction characteristic. One can also
(a) .....i .+.-'--.+--.'-..--'---i--.-!-•--i..... interpret this as compensating f o r the friction charac-
60~ .... . . 2 . . . , 2 . . - ~ . . . , ~ - . . : . . . . . ~ . . . . : - . . ~ . . . . . .....
teristic in the residual. This m a k e s it possible to elimi-
2o . . . . "-'.-.;--- • " . . . . ; . - - . ' - ' . . . , . ' . . . . ;-.---:'..-4 . . . . .
nate the effects of the friction, w h i c h means that false
. . . . h i t t
alarms can be avoided and the detector can be m a d e
¢'~ -20 "" -20 '----'.'--r.--'."r"'."-r":--'.--"
highly sensitive to faults.
-60 In our study, we first determine the friction charac-
,~, . -..,: -.-:----1:.-~. -..,-....:,...,-.-~. ----; . . . . .
teristic with the aid o f an u n k n o w n input observer
21 Time (scc) 189 _1 Time (see) 189 scheme. In contrast to the p a r a m e t e r identification
Figure 16 (a) R e s i d u a l 2: p l u g g i n g between tank 2 a n d 3 (b) R e s i d u a l m e t h o d or b r e a k - a w a y experiments, this can be per-
3: p l u g g i n g b e t w e e n t a n k s 2 and 3 f o r m e d during normal r o b o t operation.
422 Robust ms/dual generation and evaluation methods. P. M. Frank and X. Ding
The resulting friction characteristics for two axes of
the M A N U T E C r3 robot are shown in Figure 17. Dif-
ferent measurement cycles are performed and repeated
and the friction force is plotted versus generalized posi-
tions (positive friction branch corresponds to a positive
velocity and vice versa). In Figure 17a, partial wear-out
at angles of q = 40 ° and q = 100° can be observed. This
may result from former intensive and heavily loaded
robot movements at specific configurations. Figure 17b
reveals a periodic oscillation which results from defects
in train gears (here a ratio of n = 5) and which might be
due to misplaced bearings, etc. Notice the perfect
reproducibility of the friction characteristic. The
threshold can therefore be selected so as to adapt to this
characteristic or, in other words, the characteristic can
be compensated 61"62.
The observer-based fault detection system with com-
pensated friction characteristic is next used to gain
additional process information by detecting and moni-
toring external torques. If the friction characteristic is
compensated in the residual, then changes are solely
related to interactions with the environment. Such
interactions may be contact forces during mounting or
fitting operations, soft collision (no emergency shut
down), loss of pay load, etc.
In the laboratory of our industrial partner, a test
environment has been installed where a robot performs
some standard transport and mounting operations in
order to study the power of the detection system.
As a result, intentionally introduced faults could be
detected. For example, a soft collision with a flexible
spring brought into the regular path of the gripper as
(a) ~° (b) ~
6~
40
zg2~
._g
t~ -20
~-
-°°I
-80
-200 -1~0 -100 -50 0 50 200
Position [deg]
Figure 17 (a) Friction characteristic of axis I (b) Friction characteristic o f axis 2
(a) (b) 50
b z
Figure 18 (a) Test environment (b) Residual of soft collison
sketched in Figure 18a could be detected reliably
(Figure 18b), giving hints on critical situations and pos-
sibly severe crashes.
The detection of external interaction proves to be
robust enough so that it can even be used for fault
identification, i.e. to measure external forces and tor-
ques. From a comparison of reconstructed (observer
technique) with measured (force/torque sensor) torques
that were externally applied, one can conclude that the
observer-based technique is a reliable method to gain
additional process information even in terms of quanti-
tative figures. This is demonstrated in Figure 19.
Figure 19a shows the velocities of the test trajectories,
and Figure 19b gives the measurement result, where the
identified torques (dotted line) and measured torques
(solid line) are plotted. The accuracy of the results
obtained by identification lies within a :t: 2 Nm range.
In summary, this example shows that the observer-
based technique can be applied successfully to robots to
monitor and analyze friction and, using a compensation
scheme, detect small external torques immediately.
Combining both features, the observer-based technique
can be used as a powerful tool for fault detection and
process supervision.
Strategies of implementation
A fault detection system can be implemented using
either analytical or knowledge-based techniques or
combinations of both, (Figure 20). Analytical residual
generators and evaluators are the core of analytical
40
o
-2Q
-40
]
-60
-150 - ~oo - 50 0 50 1oo i bo
Position [deg]
E
lo
"o
5
g:
2 2.5 3 3.5 4 45
Time Is]
 Robust residual generation and evaluation methods."P. M. Frank and X. Ding 423

(a) ~r ] (b) 'o!

g"---J;i'

'i
6[-
/,'.,,^ ,: ,'i ,
E
Z

"i !! ipI

_aJ , . , , . . . . .
q -2i
0 1 2 3 4 5 6 7 8 9 ~0 C 2 5 4 5 6 7 8 9 '0

Time [s] Time [s]

Figure 19 (a)Velocities of the test trajectory (axes 1 to 3) (b) Measurement (solid line) and fault identification (dotted line) of externally applied
torques to axis 1

tool-boxes. The inclusion of artificial intelligence leads to
the concept of diagnosis expert systems in which com-
monly analytical and heuristic information and knowl-
edge processing are combined. While expert systems
have not been very successful for control, they are
widely used for fault diagnosis systems4°-42,44. An alter-
native approach is the implementation of combining the
analytical techniques with the natural intelligence of the
human operator. This leads to a computer assistant
human supervisory concept as suggested by Frank and
Kiupe112. This technique is the most powerful available
as long as natural intelligence is superior to artificial
intelligence, which is still the case.
Conclusion
The paper presents a survey of advances in the theory of
observer-based fault diagnosis. Because of the current
tremendous research activity in this field, it was
not possible to provide a comprehensive representation
of the scene. We have therefore focused on those
contributions which we think close a gap in the existing
theory and may gain some relevance for future research
,' MODEL-BASED • (
~..,..~ROA OH
HUMAN OPERATOR
• EXPERTSYSTEM DIGITAL COMPUTER
i COMPUTER+
NATURAL HUMAN HEURISTIC
RESOURCES KNOWLEDGE
PROCESSING
I
i 1
NATURAL "i ( ARTIFICIAL "i (SYSTEM "1
L'NTELLIGENCEJ [ INTELLIGENCEl , ~ THEORY J
;D'EXPERTi FANA 'C I
( sY~M]
t COMP~ER~AGSIS~ED i
HUMAN;:SU PE~VBoR ; Jl
Figure 20 Strategies for implementation of fault diagnosis systems
and practical applications. Though the practicability of
the outlined methods is basically out of question, their
practical significance is still an open question. However,
the examples discussed in the paper give rise to great
encouragement and may help to motivate intensive future
efforts towards the practical application of these ideas.
Acknowledgements
The authors owe gratitude to Mr Kiupel, Mrs Seliger-
K6ppen and Dr Seliger for their scientific contributions
and to Mrs Appelt and Mr G6bel for their support in
the production of the paper.
The paper is dedicated to the memory of Jtirgen
Wfinnenberg, a wonderful person and most talented
scientist, who was much too early taken away from us
forever.
References
1. Prock, J., Signalvalidierung mittels analytischer Redundanz.
Gesellschaft ffir Reaktorsicherheit (GRS). Rep. No. GRS-A-1482,
1988.
2. Frank, P. M., Robust model-based fault detection in dynamic
systems. Preprints of IFAC Symposium: On-line Fault Detection in
the Chemical Process Industries, Newark, Delaware, 1992, pp. l-13.
MODEL-BASED • 3. Frank, P. M. and Wfinnenberg, J., Robust fault diagnosis using
unknown input observer schemes. In Fault Diagnosis in Dynamic
Systems, ed. R. J. Patton, P. M. Frank and R. N. Clark. Prentice
Hall, 1989, pp. 46-98.
4. Gertler, J., Analytical redundancy methods in fault detection and
isolation. Proceedings of the IFAC/IMACS Symposium SAFE-
PROCESS 91, Baden-Baden, 1991, pp. 9-21.
COMPUTER + 5. Patton, R. J. and Chen, J., A review of parity space approaches to
ANALYTICAL fault diagnosis. Proceedings of the IFAC/IMACS Symposium
INFORMATION SAFEPROCESS, 91, Baden-Baden, 1991.
PROCESSING 6. Ding, X,, Frank, P. M. and Guo, L., An approach to residual
generator and evaluator design and synthesis. Proceedings 12th
IFAC World Congress, Sydney, Australia, 1993.
7. Ding, X., Guo, L. and Frank, P. M., Parameterization of linear
observers and its application to observer design. IEEE Trans.
Autom. Contr,, 1994, AC-39, 1648-1652.
8. Emami-Naeini, A., Akhter, M. M. and Rock, S. M., Effect of
model uncertainty of failure detection: the threshold selector.
j :~Di ! IEEE Trans. Autom. Contr., 1988, AC-33, 1106--1115.
L joQ Box iJ 9. Frank, P, M., Fault diagnosis in dynamic systems using analytical
and knowledge-based redundancy- a survey. Automatica, 1990,
26, 459-474.
10. Frank, P. M., Enhancement of robustness in observer-based fault
detection. Proceedings IFAC/IMACS Symposium SAFEPRO-
CESS "91, Baden-Baden, 1991, 1, pp. 275-287.
424 Robust residualgeneration and evaluation methods."P. M. Frank and)(. Ding
11. Frank, P. M. and Seliger, R., Fault detection and isolation in
automatic processes. In Control and Dynamic Systems, Advances
in Theory and Applications, Vol. 49, Part 5 of 5, ed. W. Leondes,
Academic Press, 1991, pp. 241-287.
12. Frank, P. M. and Kiupel, N., Fuzzy supervision for lean produc-
tion. Proceedings 6th IAR Colloqu. Duisburg, 1992, pp. 163-177.
13. Gertler, 3. and Singer, D., A new structural framework for parity
equation based failure detection and isolation. Automatica, 1990,
26, 381-388.
14. Gertler, J., Structured residuals for fault isolation, disturbance
decoupling and modelling error robustness. IFAC Symposium On-
line Fault Detection and Supervision in the Chemical Process
Industries, Newark, Delaware, April 1992.
15. Hou, M. and Muellers, P. C., Design of observers for linear systems
with unknown inputs. 1EEE Trans. Aut. Contr., 1992, 37(6), 871-875.
16. Lou, X. C., Willsky, A. S. and Verghese, G. C., Optimally robust
redundancy relations for failure detection in uncertain systems.
Automatica, 1986, 22(3), 333-344.
17. Massoumnia, M. A., A geometric approach to the synthesis of fail-
ure detection filters. IEEE Tram. Aut. Contr., 1986, 31,839-846.
18. Murad, G. A., Postlethwaite, I. and Gu, D.-W., A robust design
approach to integrated controls and diagnostics. Proceedings 13th
IFAC World Congress, 1996.
19. Nett, C. N., Jacobson, C. A. and Miller, A. T., An integrated
approach to controls and diagnostics. Proceedings ACC, 1988.
20. Niemann, H. H. and Stoustrup, J. Filter design for failure detec-
tion and isolation in the presence of modeling errors and distur-
bances. Proceedings 35th CDC, 1996.
21. Olin, P. M. and Rizzoni, G., Residual generation for fault detec-
tion and isolation in the joint time-frequency domain. Proceed-
ings Int. Conference on Fault Diag., Toulouse, France, 1993.
22. Patton, R. 3., P. M. Frank, and R. N. Clark (eds), Fault diagnosis
in dynamic systems, theory and application. Prentice Hall, 1989.
23. Patton, R. J. and Kangethe, S. M., Robust fault diagnosis using
eigenstructure assignment of observers. In Fault Diagnosis in
Dynamic Systems, ed. R. J. Patton, P. M. Frank and R. N. Clark,
Prentice Hall, 1989, pp. 99-154.
24. Patton, R. J. and Chen, J,, Optimal selection of unknown input
distribution matrix in the design of robust observers for fault
diagnosis. Proceedings IFAC/IMACS Symposium, SAFEPRO-
CESS, "91, Baden-Baden, 1991, pp. 221-226.
25. Viswanadham, N. and Srichander, R., Fault detection using
unknown input observers. Control Theory and Advanced Techno-
logy, 1987, 3(2), 91-101.
26. Wiinnenberg, 3, Observer-based fault detection in dynamic sys-
tems. Diss. Universitaet Duisburg, Fachgebiet Mess- und Rege-
lungstechnik 1990. Fortschrittsberichte VDI, Reihe 8, Nr. 222,
VDI Verlag Duesseldorf, 1990.
27. Brunet, J., 3aume, D., Labarrere, M., Rault, A. and Verge, M.,
Detection et diagnostic de pannes. Hermes, Paris, 1990.
28. Viswanadham, N., Sarma, V. V. S. and Singh, M. G., Reliability
of computer control systems. North Holland Systems and Control
Series, North-Holland, 1987, 8.
29. Ding, X. and Frank, P. M., Fault detection via factorization
approach. Syst. Contr. Lett, 1990, 14, 431-436.
30. Ding, X and Frank, P. M., Fault identification filter design via Hoo-
optimization techniques. Proceedings IFAC Symposium on Identifi-
cation and System Parameter Estimation, Budapest, July 1991.
31. Ding, X., Frank, P. M. and Guo, L., Nonlinear observer design
via an extended observer canonical form. Syst. Contr. Lett., 1990,
15, 313-322.
32. Ding, X., Frank, P. M. and Guo, L., Fault detection via adaptive
observers based on orthogonal functions. Proceedings IFAC
Symposium on Advanced Information Processing in Automatic
Control Nancy, 1989. Pergamon, 1990, pp. 95-100.
33. Ding, X. and Frank, P. M., An adaptive observer-based fault
detection scheme for nonlinear dynamic systems. Proceedings
12th IFAC World Congress, 1993.
34. Ding, X., Guo, L. and Frank, P. M., A frequency domain
approach to fault detection of uncertain dynamic systems. Pro-
ceedings 32nd CDC, 1993, pp. 1722-1727.
35. Ding, X. and Frank, P. M., Fault detection and Identification via
frequency domain observation approaches. In Mathematical and
Intelligent Models in System Simulation, ed. R. Hanus, P. Kool
and S, Tzafestas. J. C. Baltzer AG Sc. Publ. Co., IMACS, 1991,
pp. 471-476.
36. Ding, X. and Frank, P. M., On-line fault detection in uncertain
systems using adaptive observers. European J. of Diagnosis and
Safety in Automation, 1993, 3, 9-21.
37. Ding, X., Frequenzbereichsverfahren zur beobachtergestuetzten
Fehlerentdeckung. Diss. Universitaet Duisburg, Fachgebiet Mess-
und Regelungstechnik 1991. VDI Fortschrittsbericht Reihe 8,
Mess-, Steurungs- und Regelungstechnik, Nr. 295, 1992.
38. Marquez, H. J. and Diduch, C. P., Sensitivity robustness in fail-
ure detection: A frequency domain approach. Proceedings 29th
IEEE CDC, Honolulu, USA, 1990.
39. Frank, P. M., Advanced fault detection and isolation schemes
using nonlinear and robust observers. Presented at 10th IFAC
World Congress, Munich, 1987.
40. Chang, S. J., Dicesare, F. and Goldbogen, G., Failure propa-
gation trees for diagnosis in manufacturing systems. IEEE
Transaction on Systems, Man, and Cybernetics, July 1991, 21(4),
767-776.
41. Isermann, R., Fault diagnosis of machines via parameter estima-
tion and knowledge processing. SAFEPROCESS '91, Baden-
Baden, 1991, 1, 121-133.
42. Lunderstaedt, R. A., Knowledge-based sensor fault detection for
gas turbines under consideration of model-based methods. IFAC/
IFIPI/MACS Symposium, Delft, June 1992.
43. Sauter, D., Aubrun, C., Noura, H, and Robert, M., Fault diag-
nosis and reconfiguration of systems using fuzzy logic; application
to a thermal plant. Proceedings 6th 1AR Colloquium, University of
Duisburg, 1992, pp. 177-190.
44. Tzafestas, S. G., System fault diagnosis using the knowledge-
based methodology. In Fault Diagnosis in Dynamic Systems,
Theory and Application, 1989, Prentice Hall, 1989, pp. 509-527.
45. Ge, W. and Fang, C. Z., Detection of faulty components via
robust observation. Int. J. Control 1988, 47(2), 581-599.
46. Viswanadham, N., Taylor, J. H. and Luce, E. C., A frequency
domain approach to failure detection and isolation with applica-
tion. Control-theory and Advanced Technology, 1987, 3, 45-72.
47. Hou, M. and Patton, R. J., An LMI approach to tt/Ho~ obser-
vers. Proceedings IEE Conference Contr. '96, England, 1996.
48. Hamelin, F. and Sauter, D., Robust residual generation for FDI
in uncertain dynamic systems. Proceedings the 34th CDC, New
Orleans, USA, 1995.
49. Khargoneckar, P. P. and Ting, T. L., Fault detection in the pre-
sence of modeling uncertainty. Proceedings the 32rid CDC, San
Antonio, USA, 1993.
50. Qiu, Z. and Gertler, J., Robust FDI systems and H~-Optimiza-
tion. Proceedings the 32nd CDC, San Antonio, USA, 1993.
51. Tyler, M. L., Optimal and robust design of integrated control and
diagnostic modules. Proceedings ACC, USA, 1994.
52. Frank, P. M. and Ding, X., Frequency domain approach to
optimally robust residual generation and evaluation for model-
based fault diagnosis. Automatica, 1994, 30, 789-904.
53. Seliger, R. and Frank, P. M., Fault diagnosis by disturbance
decoupled nonlinear observers. In Proceedings 30th IEEE CDC,
Brighton, England, 1991, Vol. 3, pp. 2248-2253.
54. Seliger, R. and Frank, P. M., Robust residual evaluation by
threshold selection and a performance index for nonlinear obser-
ver-based fault diagnosis. International Conference on Fault
Diagnosis (Tooldiag '93), 1993, Toulouse, France.
55. Seliger, R. and Frank, P. M., Robust component fault detection
and isolation in nonlinear dynamic systems using nonlinear
unknown input observers. Preprints of the IFAC/IMACS Sympo-
sium SAFEPROCESS "91, Baden-Baden, 1991, 1, pp. 313-318.
56. Frank, P. M., Ding, X. and Wochnik, J., Model-based fault
detection in diesel-hydraulically driven industrial trucks. Pro-
ceedings ACC., AACC, Boston, 1991, 2, pp. 1528-1533.
57. Basseville, M., Detecting changes in signals and systems-A sur-
vey. Automatica, 1988, 24, 309-326.
58. Sauter, D,, Contribution fi l'etude des methodes de detection de
rupture de model. These de Docteur es Sciences Physiques, Uni-
versite de Nancy I, CRAN, 1991.
59. Bastin, G. and Gevers, M. R,, Stable adaptive observers for non-
linear time-varying systems. IEEE Trans. Contr., 1988, AC-33,
650-658.
60. Marino, R., Adaptive observers for single output nonlinear syst-
ems. IEEE Trans. Autom. Contr, 1990, AC-35, 1054-1058.
61. Schneider, H. and Frank, P. M., Observer-based fault detection
of robots enhanced by characteristic curves. IMACS/SICE Inter-
national Symposium on Robotics, Mechatronics and Manufac-
turing Systems, 1992, Kobe, Japan.
62. Schneider, H., Fritsch, M. C. and Niedermayr, E., Application of
model-based force/torque observer to manufacturing processes.
North American Manufacturing Research Conference, NAMRC
XXI, 1993, Stillwater, Oklahoma, USA.