Copyright 0 IFAC Fault Detection, Supervision and Safety of Technical Processes, Washington, D.C., USA, 2003 FAULT DETECTION AND ISOLATION SCHEME IN CONTINUOUS TIME NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS A. Castillo' P. J. Zufiria' M. Polycarpou •• F. Previdi'" T. Parisini •••• • Dqlto , lif: MutemuticlL Apliwrlll u las de la info 7'1ILlLci on, E. T,S.I. TelccolmmiclLcion (UPM) , Ciudad U'IIille1'siturill, 28040, Madrid, S]lILin •• DcplLT,tlllcnt of Electr'ical l.lUil Compute1' Enginccr-in!) and Computcr' Sciencc, U1/.iver'sity of Cinci1mati, Cincinnati, OH 45221-0030, USA ••• DcplL1'tmclIt of EnyincnillY, Ullivcr'sity of BC1:IJa1Tl0, via MUT'c01li 5, 24044 Dalm'iuc (BC), ituly •••• DCIIIL1'imcnt of Elcct1iml, Elcctr'onzc ILnd Com1JUte1' Enyincc7'i'll..IJ: Uni'IJc1',sity of TY'ieste, Via VILiC1io 10, .14127 Tr'ie.ste, Italy IFAC c: 0 C> Publications www.elsevier.comllocate/ifac Abstract.: III t.his t.he design of a fault. detection and isolation scheme is addressed, \Ve work on plant.s modelled via contilluous-t.ime nonlinear uncertain systems, where the 1ll1certaillty cUld the fault. funct.ioll a.re assullIed t.o be random processes. A model-based allalytical redundancy approach, which checks on-line the statist.ical characteristics of a. residual t.hrough hypotheses tests, is proposed, Also Cl simulation example is discussed, wit.h promisillg results , Copyright © 2003 IFAC Keywords: Fault. detection isolat.ioll, illlalyt.ical redundancy, cont.illolls-time stat.ist.i"s, hypotheses t.est.s. 1. The growing demands fOt fault tolerallce, cost. efficiency, reliability, a.nd security, ill modem "on- trol systems, have t.he dcvdopment. of the fault diagnosis procedures, Tlw problem of fault detection and isolatioll (FDI) has been t.heoretically and experimentally invest.igated with different t.ypes of approaches, as can be seen from smvey papers (Frank, 1990; Iserlllalln, 1984; Poly- (1I1P01l and Trullov , 200(); \femur), ami Polyc:a.r- PUll . 1997; Willsky. 197G; Zhang r.t ILL" 20(2) and hooks (Basseville and Nikiforov , 1993; Gert.ler, 1998; Patton ct Ill. , 1989), 615 The object.ive of t.his paper is the design of Cl fa.ult clct.ect.ioll ami isolation scheme for non linear ullcertain sYSt.C'lllS , \Ve will deal with continuous time, full state-Illeasmement. dynllmica.l syst.ems determined by a nominal part and a modelling uncertaint.y, which is assumed to be a random process, The effect of a fault in the system is also modelled via a stochast.ic fUIlction, The FDI scheme present.ed here is a model-based illlalyt.ical redulldancy approa.ch which generates a residual from the model and il nonlinear observer. This residual respollcis t.o a st.ochastic lincar dif- ferential equat.ioll, A st.at.istic: of such residual is checked, ill real time, via a hypot.hesis t.est.