TA4 9:15 -
MODELBASEDFAULTDETECTION
AND DIAGNOSIS
METHODS
Rolf Isermann
Institute of Automatic Control, Technical University of Darmstadt, Landgraf-Georg-Str. 4, D-64283 Darmstadt, Germany
Phone: +49 6151 1632114, Fax: +49 6151 293445, E-mail: isermanncairtl. rt .e - t e c h n i k . t h - d a r m s t a d t .de
ABSTRACT
For the fault detection of technical processes different methods
can be applied based on the information extracted from direct
measured signals, from signal models and process models.
Examples for signal model based fault detection methods are
spectral analysis or parameter estimation of ARMA models,
examples for process model based methods are parameter esti-
mation, state estimation or parity equation approaches. A com-
parison of these methods shows that they have different prop-
erties with regard to the detection of faults in the process, the
actuators and the sensors. By a proper integration of different
fault detection methods mainly their advantages can be used to
generate a number of different analytical symptoms.
For fault diagnosis a knowledge based procedure is required,
because also qualitative information in form of heuristic symp-
toms have to be taken into account. Based on heuristic process
knowledge as fault-symptom causalities and a unified represen-
tation of all symptoms an integratedfault diagnosis can be per-
formed. This comprises the treatment of the symptoms as un-
certain facts and approximate diagnostic reasoning via if-then
rules either in a probabilistic or a fuzzy-logic (possibilistic)
frame.
The described methodology was verified by experiments with
several technical processes like electr. motors, actuators,
pumps, machine tools, robots, heat exchangers, combustion
engines and vehicles
Keywords. Fault detection, supervision, monitoring, parameter
estimation, state estimation, parity equations, fault diagnosis,
diagnostic reasoning, fuzzy reasoning.
1. INTRODUCTION
Within automatic control oftechnical systems supervisory func-
tions serve to indicate undesired or unpermitted process states
and to take appropriate actions in order to maintain the
operation and to avoid damages or accidents. Following
functions can be distinguished:
(a) monitoring:measurable variables are checked with regard to
tolerances and alarms are generated for the operator.
(b) automatic protection: in the case of a dangerous process
state, the monitoring function initiates automatically an
appropriate counteraction.
(c) supervision with fault diagnosis: based on measured
variables features are calculated, symptoms are generated via
change detection, a fault diagnosis is performed and decisions
are made for counteractions.
The classical methods (a) and (b) are suitable for the overall
supervision of the processes. Most frequently simple limit
value checking is applied which works especially well if the
process operates approximately in a steady-state. However, the
situation becomes more involved if the process changes rapidly
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the operating point. In the case of closed loops changes in the
process are covered by control actions and cannot be detected
from the control variable, as long as the manipulated process
inputs remain in the normal range and not touch restrictions.
The big advantage of the classical limit-value based supervision
methods is their simplicity and reliability. However, they are
only able to react after a relatively large change of a feature,
i.e. after either a large sudden fault or a long lasting gradual
increasing fault. In addition an in-depth fault diagnosis is
usually not possible.
Therefore (c) advanced methods of supervision and fault
diagnosis are needed which satisfy the following requirements:
(i) Early detection of small faults with abrupt or incipient time
behaviour.
(ii) Diagnosis of the faults in the actuator, process components
or sensors.
(iii) Detection of faults in closed loops.
(iv) Supervision of processes in transient states.
The goal for the early detection and diagnosis is to have
enough time for counteractions like other operations, triggering
of redundance, configuration, maintenance or repair. The earlier
detection can be reached by gathering more information,
especially by using the relationship between the measurable
quantities in the form of mathematical models. For fault diag-
nosis the knowledge of cause-effect relations has to be used. A
general scheme for all supervisory functions and resulting
actions is given in [l].
2. FAULTDETECTION AND FAULTSDIAGNOSIS
Fig. 1 shows an overall scheme of knowledge based fault
detection and diagnosis. The main tasks can be subdivided in
fault detection by analytic and heuristic symptom generation
and fault diagnosis [2].
2.1. Analvtic symptom generation
The analytical knowledge on the process is used to produce
quantifiable,analytical information.To this based on measured
process variables a data processing has to be performed to
generate first characteristic values by
- limit value checking of direct measurable signals. Charac-
teristic values are exceeded signal tolerances.
- signal analysis of directly measurable signals by use of signal
models like correlation functions, frequency spectra,
autoregressive moving average (ARh4A). Characteristic values
are e.g. variances, amplitudes, frequencies or model parameters.
- process analysis by using mathematical process models
together with parameter estimation, state estimation and parity
equation methods. Characteristic values are parameters, state-
variables or residual.
In some cases then specialfeatures can be extracted from these
characteristic values, e.g. physical defined process coefficients
or special filtered or transformed residuals. These features are
 ANALYTICAL
KNOWLEDGE
\

HEURISTIC
KNOWLEDGE
\

Fig. 1 Scheme of a knowledge-based fault detection and diagnosis [9].

then compared with the normal features of the non-faulty
process. For this, methods of change detection and
classification are applied. As analytic symptoms the resulting
changes (discrepancies) of the described direct measured
signals, signal models or process models are considered.
process including actuators and sensors by measuring the
available input and output variables u(t) and Y(t). The process
is considered to operate in open loop. A distinction can be
made between static and dynamic, linear and nonlinear process
models.

2.2 Heuristic symptom generation 3.1 Fault modeling

In addition to the symptom generation with quantifiable Processes with lumped parameters which can be linearized
information heuristic symptoms can be produced by using around one operating point are usually described by an
qualitative information from human operators. Through human ordinary differential equation equation
observation and inspection heuristic characteristic values in
y(t) + a,y(')(t) + ... + ay(")(t)
form of special noise, colour, smell, vibration, wear and tear,
etc. are obtained. The process history in form of performed = b,u(t) + b,u(l)(t) + ... + b,u('")(t) (1)
maintenance, repair, former faults, lifetime, load measures
constitute a further source of heuristic information. Statistical y(t) = Y(t) - Y, , u(t) = U(t) - U, (2)
data (e.g. MTBF, fault probabilities) achieved from experience where Uoo,Y,, are known steady-state (or d.c.) values and
with the same or similar processes can be added. By this way y("'(t)=d"y(t)/dt".
heuristic symptoms are generated which can be represented as The process model can be written in vector form
linguistic variables (e.g. small, medium, large) or as vague Y(t) = *=to 8 (3)
numbers (e.g. around a certain value).
with the parameter vector and data vector
2.3. Fault diagnosis -O T = [ U , ... U" bo ... b, ] (4)
The task of fault diagnosis consists in determining the type, $'(t) = [ -y(l)(t) ... -y(")(t)u(t) ... u("(t) ] (5)
size and location of the fault as well as its time of detection
based on the observed analytical and heuristic symptoms. With Offset faults f,(t) and f,(t) at the input and the output signal
the aid of heuristic knowledge in form of heuristic process then can be modelled by
models (qualitative models), fault-symptom causalities and ~ ( t =) S'Ct) 8 AgT(t)B f,(t)
+ +
(6)
weighting of effects different diagnostic reasoning strategies
can be applied. Finally by a fault decision the type, size and AST(t) = [ -y")(t) ... -y'")(t) f,(t) ... f ) ( t ) ] ('1
location of the most possible fault as well as its time of detec-
tion is indicated. For parameter faults A€),, it holds
y(0 = S'(0 C Q + AW) 1 (8)
3. MODEL-BASED FAULT DETECTION METHODS The considered linear process in state-space form is
Different approaches for fault detection by using mathematical
models were developed in the last 20 years, see. e.g. P (0 = c I (Q (10)
PI, i41, [si,[61>[71>
181. with p input signals g(t) and r output signals y(t). Offset
The task consists in the detection of faults in the technical changes &(t) of the states &() and &(t) of the output y(t) are

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then modelled by
a0 = A_ d t ) B d t ) + L fL(0
+ (11)
Y (0 = € x (0 "fM (0 + (12)
If faults appear as parameter changes AAA AB, AC, it holds
2(t) = [ 4 + AA 3 x(t) + [ B + AB ] u(t) (13)
r(0 = [ C A€ 1 &(t) + (14)
3.2 Fault detection methods
Three important model based fault detection methods are
shown in Table 1. For a detailed description of these methods
see e.g. [1],[6],[7],[8]. They generate residuals of the following
form:
(9 parameter estimation:
changes of parameter estimates Ag
or viaj=f(Q changes of process coefficients AE
(ii) state estimation:
changes of state estimates A& (t)
or output errors e(t) = y(t) - C A ( )
or filtered output errors r(t) = W e(t)
(iii) parity equations:
output error e'(s) = y(s) - G&) u(s)
polynomial error e(s) = AM@)y(s) - BM(s) u(s)
With regard to these residuals the faults can be classified into
two catagories:
(a) Additive faults (signal changes)
- differential equation: f,(t): input fault; $(t): output fault
- state-space vector equation: &(t): input fault or state fault;
fJt): output fault.
(b) Multiplicative faults (parameter changes)
- differential equations: Aq(t), Ab, (t)
- state-space vector equation: AA(t), AB(t), Ac(t)
Additive faults change the normal deviations of the residuals by
a summation and multiplicative faults by a product with time
dependent process variables.
The suitability of the different fault detection methods was
discussed in [6]. For single-input single-output processes the
results can be summarized as follows. As parameter estimation
is especially suitable for multiplicative faults this detection
method can be primarily be recommended for corresponding
faults in the processes and faults which change the dynamics of
actuators and sensors. But also additive faults at the input and
output can be included in the parameter estimation, as for static
actuator and sensor faults. State estimation and parity equations
have their advantages for additive faults and are therefore
feasible for corresponding faults in the sensors, actuators and in
some cases for processes. For multi-input multi-output
processes the analytical redundancy between the measured
inputs and output increases. This seems to be especially
advantageous for the detection of sensor faults where the real
input signal is unknown and for actuator faults, if the actuator
output is not measurable. However, on the other hand it is
more difficult to obtain precise process models with all
crosscouplings for multivariable processes.
3.3 ChanPe detection and symptom generation
The measured or estimated quantities like signals, parameters,
state-variables or residuals are usually stochastic variables Si(t)
with mean value and variance
-
si = E(si(t)) ; .: = 4]*)(15)
E{[S,(t)
as normal values for the non-faulty process. Analytic symptoms
are then obtained as changes
ASi E(si(t) - ;A = EIa,(t) - ZJ t > TF(16)
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with reference to the normal values. Usually the time instant T,
of faults occurrence is unknown. In order to detect these
changes methods of change detectzon are used, e.g. as a
likelihood-ratio-test or Bayes decision, a run-sum test or a two-
probe t-test.
When several variables change, classiJicationmethods are used.
In a multidimensional space the symptom vector
AS'.= [AS AS, ... AS,,] (17)
moves in certain &ections which depend on the fault. In this
case the process of symptoms generation consists of
determining the direction as well as the distance of & from
the origin or another reference vector Soof the normal state. To
this geometrical distance methods or artificial neural networks
can be applied.
3.4 Combination of different fault detection methods
As shown in [6] parameter estimation on the one side and state
estimation and parity equations on the other side show
advantages and disadvantages with regard to the detection of
the various types of faults. Therefore, if all faults should be
detectable, different detection methods should be integrated
properly in order to mainly use their advantages. As in most
cases the model parameters are unknown anyhow it is quite
natural to apply first parameter estimation. Then following
combinations of model-based detection methods result [6].
I) Sequential parameter and state estimation
- parameter estimation to obtain the model
- state estimation for fast change detection
- parameter estimation (on request) for deep fault
diagnosis
11) Sequential parameter estimation and parity equations [ 101
- parameter estimation to obtain the model
- parity equations for change detection with less
computations [181
- parameter estimation (on request) for deep fault
diagnosis
111) Parallel parameter and state estimation
- for multiplicative and additive faults
- depending on input excitation
The way of integration depends very much on the process, the
faults to be detected and the allowable computational effort.
In some cases also the integration of process model based and
signal model based detection methods gives a good overall
information:
IV) Parameter estimation and vibration analysis
- parameter estimation for parameter mapping faults
- vibration analysis for other type of faults like
unbalance, knocking, chattering
(This is especially attractive for rotating machines)
4. FAULT DIAGNOSIS METHODS
The task of fault diagnosis consists in the determination of the
type of fault with as much as possible details such as the fault
size, location and time of detection. The diagnosis procedure is
based on the observed analytical and heuristic symptoms and
the heuristic knowledge on the process, as shown in Fig. 1.
In this section the heuristic part of the knowledge and inference
mechanisms for diagnosis are described in order to build up
on-line expert systems for fault dzagnoszs [2],[9].
4.1 Symptom representation
The inputs of the knowledge based fault inferencing mechanism
are all available symptoms as facts and the fault relevant
knowledge on the process, mostly in heuristic form.
Table 1 Model based fault detection methods for linear processes
lockdiagram asic mathematic JEstimator pemarks
lode1 besiduals I

!!=[a,...b,...] cients:
1) -g
A&+ l)=b(k+ p=f -m
A&+ l)=fi(k+1) -E

fault detection

.:. observe

qs)=&= Output error:

4s) e'(s)=y(s)-G&s)u(s)
_..
B&)- bo+blS+... olynomial error:
1+ais+... -B&s)u(s)

I
e 4Js)
r(s)=GAs)e(s) Specific properties I.
filtering with G,

a) Analytical symptoms Fig. 1.

The analytical symptoms ASa are the results of the limit value
checking of measurable signals, signal or process model fault
detection methods and change detection, as described in sect. 3 .
b) Heuristic symptoms
Heuristic symptoms AShl are observations of the operating
personal in form of acoustic noise, oscillations or optical
impressions like colours or smoke obtained by inspection.
These empirical facts can usually only be represented in form
of qualitative measures, e.g. as linguistic expressions like
"little", "medium" or" much".
c) Process history and fault statistics
A third category of facts depends on the general status based
on the history (past life) of the process. This process history
includes the past information of running time, load measures,
last maintenance or repair. Dependent on the quality of these
measures they can be used as analytical or heuristic symptoms.
The symptoms based on process history will be called ASp,.
d) Unified symptom representation
For the processing of all symptoms in the inference mechanism
it is advantageous, to use a unified representation. One
possibility is to present the analytic and heuristic symptoms
with confidence numbers 0 I c(SJ I 1 and treatment in the
sense of probabilistic approaches known from reliability theory
[2]. Another possibility is the representation as membership
function 0 I p(S,) I 1 of fuzzy sets [9], Fig. 2. By these fuzzy
sets and corresponding membership functions all analytic and
heuristic symptoms can be represented in a unified way within
the range 0 2 ~ ( s , 5 ) 1. This integrated symptom
representations are then the inputs for the inference mechanism,
4.2 Heuristic knowledge representation
For establishing heuristic knowledge bases for diagnosis several
approaches do exist, see e.g. [11],[12]. In general specific rules
are applied in order to set up logical interactions between
observed symptoms (effects) and unknown faults (causes). The
propagation from appearing faults to observable symptoms in
general follows physical cause-effect relationships where
physical properties and variables are connected to each other
quantitatively and also as functions of time. However, the
underlying physical laws are frequently not known in analytical
form or too complicated for calculations. Therefore heuristic
knowledge in form of qualitative process models can be
expressed in form of rules like
IFxcondition> THEN <conclusion> (18)
The condition part (premise) contains facts in the form of
observed symptoms ASi as inputs and the conclusion part
includes events E, and faults F, as a logical cause of the facts.
This procedure results in fault-symptom trees ("directed
graphs"), relating symptoms to events and faults.
Then symptoms or events are associated by AND and OR
connectives and the rules become of form
IF < [ t ,AND t,+lAND ... 4,] OR
[ € , I AND t , ~AND+ ~ t,/+ll OR (19)
[ ... ] > THEN < [qk] >
In the classical fault-tree analysis the symptoms and events are
considered as binary variables with cl=l for happened and E,,=O

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 connectives and the rules become of form
IF < [ti AND AND OR ... e,]
[ € i / AND Sil+i AND €,/+11 OR (19)
[ ...
] THEN 4 [qk] +
In the classical fault-tree analysis the symptoms and events are
considered as binary variables with &=I for happened and 5,=0
P.f 1)
.u f d.
Increased
C)
0 A refinement of the diagnosis can be achieved by backward
E,
I
- A I I I +AI,
Fig3 Membership functions of symptoms Si = Asi
represented as fuzzy sets
a) symptom increases, b) symptom decreases, c) symptom
increases or decreases with linguistic terms (labels)
for not happened [131.
4.3 Diagnostic reasoning
Based on the available heuristic knowledge in form of heuristic
process models and weighting of effects different diagnostic
forward and backward reasoning strategies can be applied.
Finally the diagnostic goal is achieved by a fault decision
which specifies the type, size and location of the fault as well
as its time of detection. A review of recent developments in
reasoning oriented approaches for diagnosis was given in [9].
By using the strategy of forward chaining a rule, the facts are
matched with the premise and the conclusion is drawn based
on the logical consequence (Modus ponens). Therefore with the
symptoms s,=AS,/S,max as inputs the possible faults f,=AFJ/FJmax
are determined using the heuristic causalities.
In general the symptoms have to be considered as uncertain
facts. Therefore a representation of all observed symptoms as
membership functions p(s,) of fuzzy sets in the interval [0,1] is
feasible, especially in unified form as described in section 4.1.
a) Symptom-fault processing by simplified fuzzy-logic
operations
By representing the symptoms as fuzzy sets with membership
functions 0 I ~(5,) I 1 and the events (faults) with 0 I p(qJ
< 1 the conditional part of the IF-THEN-rules can then be
determined by fuzzy-logic operations. For the determination of
the membership function p(q) of the output in dependence on
the inputs ~(5,)different t-norms and t-conorms can be
applied. Relatively simple operations are obtained by max-min-
operation
FuzzY-AND: P(+&[P(FJ ,.-,P(EJ (20)
Fuzzy-OR:. P(?)=-[P(t;l) 9.*.Y P(€JI (21)
Another possibility is to use the prod-sum-operation
FuzzY-AND: ~ ( t l ) = ~ ( €~ i( )€ 2 ) ~ ( f , ) (22)
In this case all values are represented in the result. Note also
the similarity to equations of probability theory.
The NOT-Operation is in both cases
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(24)
"P(q) = 1- P(4,)
In case of the simplified fuzzy-logic evaluation of the
symptoms the output q of a rule is only determined by the
fuzzy-logic connections of the inputs G,, i.e. the conclusion is
identical with the fuzzy logic operation on the condition.
Therefore no specifications of fuzzy sets (membership
functions) of the outputs (events, faults) are required.
b) Approximate reasoning with fuzzy logic
If the relation between one event E, and one symptom AS, is
considered as a cause-effect relationship, fuzzy subsets El and
3,are defined by stating membership functions pEl (e) and
pcs,(s). The approximate reasoning then follows the
compositional rule of inference [14]. The whole procedure is
described in [15]. For universal sets pEk (e) = 1 the same
results are obtained as for a)
chaining [ 161.
5. APPLICATIONS
The desribed methodology was applied to different technical
processes like d.c.motors, el. and pneumatic actuators, pumps,
robots, machine tools, heat exchanger, vehicles, see [11,[21,[51,
161,[101,[161,[~71.
6. REFERENCES
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pp. 815-835.
[2] Isermann, R.; B. Freyermuth (1991). Process fault diagnosis
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[3] Willsky, A.S. (1976). A survey of design methods for failure
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(41 Himmelblau, D.M. (1978). Fault detection and diagnosis in
chemical and petrochemical processes. Amsterdam, Elsevier, pp.
343-393.
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[9] Isermann, R.; M. Ulieru (1993). Integrated fault detection and
diagnosis. IEEWSMC Conference "Systems Engineering in the
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[lo] HOfling, T. ; R. Isermann (1995). Parameter Estimation
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[ 111 Frost, R.A. (1986). Introduction to knowledge base systems.
London, Collins.
[12] Torasso, P.; L. Console (1989). Diagnostic Problem Solving.
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Dynamic Fuzzy Fault Trees. IEEE'94, Orlando, Florida.
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