International Congress on Computational Mechanics and Simulation (ICCMS),

IIT Hyderabad, 10-12 December 2012

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Auto-Regressive with eXogenous Input (ARX) based Computational
Model for Fault Diagnosis of Spacecraft Systems
Dipta Ranjan Roy, Nibir Chakraborty, D. Roy. Mahapatra
Department of Aerospace Engineering, Indian Institute of Science,
Bangalore, India, 560012
Presenting author: diptaroy2001@yahoo.co.in

ABSTRACT
An effective fault diagnostic method should be supported by a robust damage estimation technique, as well
as, suitable computational techniques for fault identification, isolation etc. The present work is structured
into two components. The first one aims at developing a PID based control system, for a spacecraft nozzle
system mounted on a single axis gimbal, which uses a servo actuator. The second part is aimed at
developing a dynamic diagnostic system, which incorporates a process model based damage detection and
system identification scheme. For computational viability, an AutoRegressive with eXogenous inputARX
model is proposed for feature generation as well as anomaly detection, which uses statistical inference rules.
1. Introduction
Any physical system can be represented by a single degree of freedom, or a combination of several single degree of
freedom, spring-mass-damper system. Whenever a fault is injected into such a system, it brings a change in the
system parameters, and we observe a deviation from its normal behavior. By system parameters, we are commonly
referring to the physical quantities like mass, stiffness and damping. Thus, the first step towards an effective fault
diagnosis of a system is associated with the identification of system parameters, which actually governs its dynamic
behavior. In this work, we have tried to establish and validate a process model based system identification
methodology, based on input-output data. We have used a very fundamental approach, associated with the
construction of the Frequency Response Function (FRF) of a system under investigation and then extracting the
system parameters, i.e., mass, stiffness and damping from the FRF. For physical realization and experimental
validation of the methodology, we have used a servomotor actuated spacecraft thruster nozzle. For simplicity, we
have modeled the spacecraft thruster nozzle as an open-loop PID control system. Then, a recursive filtering or auto-
regressive eXogenous input (ARX) based system identification procedure is used to construct the Bode plot (which
effectively is also equivalent of finding the FRF of the system). After the FRF has been identified, we used simple
mathematical techniques to estimate the system parameters. We used a single degree of freedom spring-mass-
damper system to analytically represent our spacecraft thruster nozzle and performed experimental validations to
implement the ARX based modeling, for estimation of system parameters. The major advantage of the process is that
we can estimate the frequency response of the system, from the experimentally obtained time-domain data. The
experimental results are quite satisfactory and show good coherence with the analytical results. Once the system
parameters are identified using the given technique, it can be used as a reference state, to identify fault induced state
in the system. This accounts for the fault diagnosis part, in context of this work.
2. Transfer Function approach for System Identification
The most simplistic approach for identifying a single degree of freedom spring-mass-damper system is by identifying
the Transfer Function. This work is based on the verification and validation of system identification using the Transfer
Function approach. For a second order spring-mass-damper system, we will assume that that the forcing function is
also harmonic in nature, which is expressed in the form,

International Congress on Computational Mechanics and Simulation (ICCMS)
IIT Hyderabad, 10-12 December 2012
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Substituting the harmonic solutions in the second order differential equation we obtain the equation of motion in the
frequency domain, given by

which is entirely an frequency dependent function. Thus, the Transfer Function of the system is given as,



where,

and


3. Estimation of parameter from analytical models

LMS-AMESim is a commercially available software which is used for vibration simulation [1]. In this work, we used it
to theoretically analyze and study the vibration characteristics of a single degree of freedom spring-mass-damper
system. Secondly, we also used it to generate the Frequency Response Function (FRF) of the system and from the
response characteristics, we estimated the parameters (mass, stiffness and damping) of the system. The process is
very simple and easy to handle and it gives very accurate results. The complete procedure is described in this
section. Later, we used the same procedure to estimate the system parameters for our experimental model.
The parameters used for simulation are,
Physical Mass 2 Kg
Physical Stiffness 6000 kN/m
Physical Damping 5 N/(m/s)

The spring-mass-damper representation in the LMS-AMESim software is shown below,

Fig.1 LMS-AMESim block diagram of the spring mass damper system
International Congress on Computational Mechanics and Simulation (ICCMS),
IIT Hyderabad, 10-12 December 2012
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The extreme right block represents the sinusoidal frequency that is imparted to the system. The next block represents
the 2-port mass which in turn is connected to a spring-damper system. On running the simulation the time history for
the mass, as well as, the Frequency Response Function for the system can be obtained. The frequency response
function graph which is used to estimate the physical parameters of the system is shown below.

Fig.2 Frequency Response of the single degree of freedom spring-mass-damper system
a. Stiffness Estimation
The Transfer Function for the one-degree of freedom spring-mass-damper system is given by,

Putting =0 (corner frequency) and substituting the corresponding value of G(0) from the Frequency Response
graph, we can obtain the stiffness of the system as follows,

Here,
G(0)= -75.4481
Thus,
k= 5291.1355 N/m
b. Natural Frequency Estimation
Natural frequency (fn) can be determined from the phase response of the spring-mass-damper system. It is the
frequency where the phase reversal takes place. Thus, from the phase response graph, it can be determined by
extracting the corresponding frequency value where the phase is close to 90 degree.

International Congress on Computational Mechanics and Simulation (ICCMS)
IIT Hyderabad, 10-12 December 2012
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Thus,
n = 55.257 Hz
c. Mass Estimation
Mass of the system can be directly estimated using the relation

Thus,
m = 1.9744 Kg
d. Non-dimensional damping co-efficient Estimation
The non-dimensional damping co-efficient can be determined by analyzing the difference in response between the
corner-frequency and the natural-frequency of the system. The relation, to obtain it graphically is given by,


Thus,
=0.0243
e. Damping Estimation
Damping of the system can be directly estimated using the relation

Thus,
c= 5.3229 N/m/s

4. ARX Modeling Approach

The system identification problem is to estimate a model of a system based on observed input-output data. There are
several ways to describe a system to be estimated. The basic single input-single output configuration of a general
system, in the time domain is given as,

where, k=1,2,3..........N
where u(k) is the input signal, y(k) is the output signal, e(k) is the white noise with variance , v(k) is the additional,
immeasurable disturbance (noise) and can be filtered as white noise. Here, z is the shift operator, so that

International Congress on Computational Mechanics and Simulation (ICCMS),
IIT Hyderabad, 10-12 December 2012
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Thus, it can be said

where g(i) is the weighting function (or impulse response), G(z-1) is called the transfer function operator or the
transfer function of the linear system.


To be able to estimate the functions G and H they typically, have to be parameterized, most often as rational
functions in the delay operator z-inverse. Let the parameters be the numerator and denominator co-efficient. Thus we
give a general parametric model structure:

where A,B,C,D,F are polynomials in the delay operator z-inverse. The polynomials in the delay operators are given by
the form,





The structure variables na, nb, nc, nd and nf are called the orders of the respective polynomials. The number nk is
the number of delays from input to output. More on the ARX based modeling is dispersed elsewhere in the literature
[2], [3], [4], [5] and can be used for further usage. The model based FDI method uses a mathematical model of the
plant under investigation and computes the redundancy between the measured values and the analytical value of the
plant variable. The resultant difference, also known as the residuals, gives a proper indication of the fault that has
incurred in the system [6]. An online identification scheme is also possible using the ARX based model. The online
identification of the ARX model uses recursive least-squares (RLS) algorithm based on a Kalman filter approach. The
ARX model, in this case, can be expressed as

where, y[k] is the discrete output signal and u[k] is the discrete input signal; measured at a discrete time k. The
structure of a recursive algorithm based system identification scheme is given below,
International Congress on Computational Mechanics and Simulation (ICCMS)
IIT Hyderabad, 10-12 December 2012
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Fig 3. Recursive System Identification Scheme.
The error of the system output is defined as

where the adaptive model generates a one-step ahead predicted response ) n ( y 1 +
)
based on the u(n+1) after
adjusting the parametric vector ) n ( w
)
based on the error e(n). The goal of the adaptive algorithm is to minimize the
cost function J(n) described as

5. Experimental setup for system characterization

An instrumented testbed is designed and assembled to achieve the desired objectives, as discussed in the previous
sections. The designed model consists of an accelerometer mounted on the thruster nozzle. The thruster nozzle is in
turn fitted to a shaft, where the rotation of the shaft is controlled by a servomotor. The accelerometer gives the
magnitude of vibration that occurs due to the torque produced by the servomotor. In this experimental setup, the
servomotor acts as the actuator, this produces the necessary angular displacements.
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Base Plate
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Fig 4. Schematic of the model Fig 5. Schematic of the base plate
To keep our experimental model simple, we decided to go with an open-loop loop control. Even though the thruster
nozzle is excited by the servomotor torque, we are not using the accelerometer reading to counterbalance the torque
produced by the servomotor. That is why we are referring to the system as an open loop control problem. However,
there is full scope of using the same system as a closed loop PID control system, where the accelerometer reading
International Congress on Computational Mechanics and Simulation (ICCMS),
IIT Hyderabad, 10-12 December 2012
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can be used as a feedback to stabilize the trajectory of the thruster nozzle. Since we tried to estimate the system
parameters using frequency response analysis (Bode plot estimation), another objective was to use a nominal
thruster nozzle configuration. The advantage is that the whole system can be represented as a single degree of
freedom spring-mass-damper system, which makes it easy to compare the analytical calculations and the
experimental results. Thus, we decided to go with the open-loop system configuration, where we used the
servomotor as the actuation source, to analyze the vibration characteristics of the thruster nozzle. Hence, the overall
objective reduces to a simple System Identification problem, where the plant matrix can be obtained from the input-
output values. Once the co-efficient for the system matrix are determined we can easily introduce faults in it to predict
and determine its behavior.
6. Model independent System Identification

This section deals with the experimental approach to characterize the system, using auto-regressive and adapting
filtering based technique (ARX Model), from input-output data. This accounts for the Model-independent approach in
our work. For the input configuration, the measurements were taken without the cantilever beam. In order to achieve
this, the accelerometer was mounted on the top of the thruster nozzle. In the next step, i.e. for the output
configuration, the cantilever beam was attached to the thruster nozzle body and the accelerometer was mounted on
the top of the cantilever beam. The purpose of doing this it that, when the accelerometer is mounted on the tip of the
cantilever beam, we can ,mathematically model the whole system as a single degree of freedom, spring-mass-
damper system with a tip mass. Once the input and output measurements were properly captured, we used the
System Identification toolbox available in MATLAB, to determine the Frequency Response function of the system.
Once the FRF of the system was determined, we used it to estimate the system parameters (mass, stiffness and
damping) using the methodology described in the previous section. The corresponding input-output response and the
sampled data which is used for identification of the system is shown below.

Fig.6 Schematic to capture the input response of the system

Fig 7 Schematic to capture the input response of the system
International Congress on Computational Mechanics and Simulation (ICCMS)
IIT Hyderabad, 10-12 December 2012
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The corresponding real-time response of the system which is acquired by the usage of LABView data acquisition tool
and NI-PCX DAQ card. The data is then transferred to MATLAB and the corresponding plots are shown below.

Fig.8 Trapezoidal pulse as Servomotor input (generated using AUDRINO)

Fig.9 Input Response of the Thruster Nozzle (without the cantilever beam)

Fig.10 Output Response of the Thruster Nozzle (without the cantilever beam)
International Congress on Computational Mechanics and Simulation (ICCMS),
IIT Hyderabad, 10-12 December 2012
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Fig. 11 System identification Toolbox in MATLAB

Fig.12 Frequency Response Function of the Experimental Model

The estimated values of the parameters from the Experimental Model are described in the table below.
PARAMETRS ESTIMATED VALUES
Corner Frequency 1.0003 [Hz]
Natural Frequency 4.805456 [Hz]
1
st
Peak value (Corner Frequency) 0.01191 [dB]
International Congress on Computational Mechanics and Simulation (ICCMS)
IIT Hyderabad, 10-12 December 2012
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2
nd
Peak value (Natural Frequency) 0.0009389 [dB]
Non-dimension damping constant () 0.5100

Physical Mass 0.04329 [Kg]
Physical Stiffness 0.9999 [N/m]
Physical Damping 0.2122 [N/m/s]

7. References
[1] http://nupet.daelt.ct.utfpr.edu.br/_ontomos/paginas/AMESim4.2.0/doc/pdf/manuals/amesim.pdf
[2] http://alexandria.tue.nl/extra1/erap/publichtml/8835148.pdf
[3] System Identification Toolbox, MATLAB
[4] Karel J. Keesman, System Identification-An Introduction, Springer-Verlag London Limited 2011, ISBN 978-0-
85729-521-7, DOI 10.1007/978-0-85729-522-4
[5] Rolf Isermann, Marco Munchhof, Identification of Dynamic Systems-An Introduction with Applications, Springer-
Verlag London Limited 2011, ISBN 978-3-540-78878-2, DOI 10.1007/978-3-540-78879-9
[6] Rolf Isermann, Fault-Diagnosis Applications, Model-Based Condition Monitoring: Actuators, Drives, Machinery,
Plants, Sensors, and Fault-tolerant Systems, Springer-Verlag London Limited 2011, ISBN 978-3-642-12766-3, DOI
10.1007/978-3-642-12767-0