Fault Detection and Diagnosis the component(s) (sensors, actuators, or plant
components) where the fault is located, while fault
Janos Gertler
George Mason University
Fairfax, Virginia, USA
Abstract
The fundamental concepts and methods of fault
detection and diagnosis are reviewed. Faults are defined
and classified as additive or multiplicative. The model-
free approach of alarm systems is described and
critiqued. Residual generation, using the mathematical
model of the plant, is introduced. The propagation of
additive and multiplicative faults to the residuals is
discussed, followed by a review of the effect of
disturbances, noise and model errors. Enhanced
residuals (structured and directional) are introduced. The
main residual generation techniques are briefly
described, including direct consistency relations, parity
space and diagnostic observers. Principal component
analysis and its application to fault detection and
diagnosis are outlined. The article closes with some
thoughts about future directions.
Keywords: fault detection; fault diagnosis; residual
generation; consistency relations; parity space;
diagnostic observers; principal component analysis.
Introduction
Faults are malfunctions of various elements of technical
systems. Extreme cases of faults, called failures, are
catastrophic breakdowns of the same. The technical
systems (the “plant”) we are concerned with range from
complex production systems (chemical plants, oil
refineries, power stations) through major transportation
equipment (airplanes, ships) to consumer machines
(automobiles, home-heating systems, etc). The faults
may affect various parts of the main technical system
(motors, pumps, storage-tanks, pipelines) or devices
interfacing the main technical system with computers
providing for control, monitoring and operator
information. These latter include sensors (measuring
devices) and actuators (devices acting on the process,
such as valves).
The objective of fault detection is to determine and
signal if there is a fault anywhere in the system. Fault
diagnosis is aimed at providing more specific
information about the fault; fault isolation is to pinpoint
identification is to determine (estimate) the size of the
fault and, in some cases, the time of its arrival. With the
ubiquitous presence of the computer, fault detection and
diagnosis (FDD) is, in general, a function of the
computer interfaced to the plant.
The simplest approaches to FDD consist of comparing
individual plant measurements to pre-set limits, without
utilizing any knowledge of the plant model (limit
checking or “alarm systems”). More sophisticated
techniques rely on an explicit mathematical model of the
plant. They compare plant measurements to estimates
obtained, from other measurements, by the model; any
discrepancy may be an indication of faults. Another class
of techniques (generally but incorrectly called “data
driven”), most notably Principal Component Analysis
(PCA), include the estimation of an implicit model, from
empirical plant data, and then use this in ways similar to
the model-based methods. These approaches will be
described in more detail in the sequel.
Alarm Systems
Alarm systems rely on the comparison of individual
plant measurements to their respective limits. The limits
may be two- or one-sided (upper and lower limit or upper
limit only), and may have one or two levels (preliminary
and full alarm). Momentary comparisons may be
extended to include trend checks. Alarm systems are
relatively simple but suffer from two major
shortcomings:
- They have very limited fault specificity. A variable
exceeding its limit is not a fault but a symptom of
faults. A single component fault may cause alarm on
many variables and a particular alarm may be due to
various component faults.
- They have limited fault sensitivity. What is
“normal” for a plant output variable depends on the
value of the plant inputs. Such relationship,
however, cannot be considered without a plant
model, therefore the alarm thresholds need to be set
conservatively high.
Because of their simplicity, and in spite of the above
shortcomings, alarm systems are widely used in
industrial applications.
Model-Based FDD Concepts
Model-based methods utilize an explicit mathematical
model of the plant. Such model is obtained usually from
empirical plant data by systems identification methods
or, exceptionally, from the “first principles”
understanding of the plant. Model building, though
critical to the success of model-based FDD, is usually
not considered part of the FDD effort. The models may
be linear or nonlinear, static or dynamic, and continuous-
or discrete-time. In FDD, most frequently linear discrete-
time dynamic models are used.
The fundamental idea of model-based FDD is the
comparison of measured plant outputs to their estimates,
obtained, via the mathematical model, from measured or
actuated plant inputs (Figure 1.). Any discrepancy is (at
least ideally) an indication that a fault (or faults) is (are)
present in the system. Mathematically, the difference
between the measured output yi(t) and its estimate yi^(t)
is a (primary) residual (Willsky, 1976):
ei(t) = yi(t) - yi^(t)
In general, residuals are quantities that are zero in the
absence of faults and non-zero in their presence.
Unfortunately, it is not only the faults that can make the
residuals nonzero. Usually the plant is subject to
disturbances (unmeasured deterministic inputs) and
noise (unmeasured random inputs) (Figure 1). In
addition, and most importantly, model-based FDD is
subject to model errors (either due to initial inaccuracies
in model building, or to changes in the physical plant).
The FDD algorithm should be designed, as much as
possible, to be insensitive to noise and “robust” in face
of disturbances and model errors.
Additive and multiplicative faults. Depending on the
way they appear in the system equations, faults may be
additive or multiplicative. Additive faults are sensor and
actuator biases, leaks in the plant, etc. Multiplicative
faults are changes in the plant parameters. In the
following input-output relationship, u(t) is the vector of
observed (measured or commanded) plant inputs, y(t) is
the vector of measured plant outputs and p(t) is the
vector of additive faults; t is the discrete time. M(q) and
S(q) are transfer function matrices in the shift operator q
and  is the vector of plant parameters. Then:
y(t) = M(q, ) u(t) + S(q, ) p(t)
The (“primary”) residual vector e(t), in response to
additive faults, is
e(t) = y(t) - M(q, ) u(t) = S(q, ) p(t)
Here the central part of the equation is the computational
form of the residual while the right-hand side is its fault-
effect form. If there are multiplicative faults, then  = 
+ , where  is the nominal parameter vector and 
is its change (the parametric fault); now the residual
vector e(t) is (Gertler, 1998)
e(t) = y(t) - M(q, ) u(t) = j (M(q, )/j) u(t) j
Enhanced residuals. To facilitate the isolation of faults,
the primary residuals e(t) are subject to some
enhancement manipulation. The three widely used
enhancement techniques are:
- Structured residuals, whereas each residual is
selectively sensitive to a subset of faults, resulting
in a fault-specific set of zero/nonzero residuals upon
a particular fault (fault codes);
- Directional residuals, whereas the residual vector
maintains a fault-specific direction in response to
each particular fault.
- Diagonal residuals, whereas each residual responds
only to a particular fault.
Residual generators take the input and output
observations from the plant and generate enhanced
residuals by one of the above schemes, utilizing the
mathematical model of the plant (Figure 2).
Dealing with noise. Noise is practically unavoidable in
physical systems. In FDD, basically two steps may be
taken to reduce the effect of noise:
- Residual filtering. This can be achieved by basing
decisions on moving averages of the residuals, or by
applying explicit low-pass filters to the residuals, or
by designing the residual generators in such a way
that they have built-in low-pass behavior.
- Statistical testing of the residuals. Structured
residuals are tested individually; each scalar residual
is then represented by a Boolean 1 or 0, depending
on the outcome of the test. Directional residuals are
tested as vectors against multivariable distributions.
The test thresholds are determined either
theoretically, using assumptions for the source
noise, or empirically based on measurements from
fault-free operating conditions.
Dealing with disturbances. Additive disturbances are
un-measurable inputs. If the disturbance-to-output
transfer function (or equivalent state-space
representation) is known then it is possible to design
residuals that are completely decoupled from
(insensitive to) those disturbances. However, the FDD
algorithm is subject to a certain degree of “design
freedom”, defined by the number of outputs in the
physical system; disturbance decoupling is competing
for this freedom with fault isolation enhancement. If
there are too many disturbances, or if their path to the
outputs is unknown, then only approximate decoupling
is possible, making FDD also approximate, usually
designed to optimize some (H-infinity) performance
index.
Dealing with model errors. Model errors are also
unavoidable in most practical situations. This is the most
serious obstacle in the application of model-based FDD
techniques. In some very special cases, uncertainty of a
particular plant parameter may be handled as a
“multiplicative disturbance,” and residuals designed to
be explicitly decoupled from it. In general, however,
only approximate solutions are possible, reducing the
residuals’ sensitivity to modeling errors, at the expense
of also reducing their sensitivity to faults. Design
methods utilizing some optimization techniques, mostly
based on H-infinity or similar performance indices, are
available in the literature (Edelmayer, Bokor and
Keviczky, 1994).
Residual Generation Methods
For linear dynamic systems, provided exact (non-
approximate) solution is possible, there are three major
techniques to design residual generators: (i) direct
consistency (parity) relations; (ii) parity space; (iii)
diagnostic observers. We will briefly introduce the three
methods, for discrete-time plant models and additive
faults. Note that though they look formally different, if
designed for the same plant under the same design
conditions, the three methods yield identical residuals
(Gertler, 1991).
Direct consistency (parity) relations (Gertler, 1998).
The input-output model of the plant is utilized directly in
the design. The enhanced residuals are obtained from the
primary residuals by a transformation W(q):
r(t) = W(q)e(t) = W(q) [y(t)–M(q)u(t)] = W(q)S(q)p(t)
The desired behavior of the residuals is specified as r(t)
= Z(q)p(t), where the specification Z(q) contains the
basic residual properties (structure or directions) plus the
residual dynamics. The resulting design condition is
W(q)S(q) = Z(q). If the S(q) matrix is square, that is
usually the case (Gertler, 1998), then this can be solved
for W(q) by direct inversion. The residual generator has
to be causal and stable; this can always be achieved by
the appropriate modification of the dynamics in Z(q).
Parity space (Chow and Willsky, 1984). This method,
also known as the “Chow-Willsky scheme”, relies on the
state-space description of the system:
x(t + 1) = A x(t) + B u(t) + E p(t)
y(t) = C x(t) + D u(t) + F p(t)
Stacking n consecutive output vectors y(t) (where n is the
order of the model), and chain-substituting the state x(t),
yields the equation
Y(t) = J x(t – n) + K U(t) + L P(t)
where Y(t), U(t) and P(t) are stacked vectors and J, K
and L are hyper-matrices composed of the A, B, C, D,
E, F matrices. Now
E*(t) = Y(t) – K U(t) = L P(t) + J x(t – n)
would be a stacked vector of primary residuals, was it
not for the presence of the inaccessible initial state x(t-
n). To obtain true residuals, a transformation ri(t) = wi
E*(t) is necessary, so that wi J = 0. Any vector wi
satisfying this orthogonality condition is a parity vector,
together spanning the parity space. Any parity vector
yields a true residual ri(t); they can be so chosen that a
set of residuals possesses structured behavior.
Diagnostic observers. Various observer schemes have
been extensively investigated as possible residual
generator algorithms. The basic full-order Luenberger
observer (assuming D=0) is
x^(t + 1) = A x^(t) + B u(t) + K e(t)
where K is the observer gain matrix and
e(t) = y(t) – C x^(t)
is the innovation vector. If the observer is stable then,
apart from the start-up transient of the observer, the
innovation qualifies as the primary residual. The gain
matrix K is the major design parameter; it is chosen to
place the observer poles, thus achieving stability and
desired dynamic behavior (e.g. noise suppression). The
remaining design freedom can be utilized to influence
residual properties. The latter are further affected by the
transformation r(t) = He(t), where the H matrix is an
additional design parameter. Diagnostic observers can be
designed for both structured and directional residuals
(Chen and Patton, 1999; White and Speyer, 1987). Other
observer schemes, most notably the unknown input
observer, have also been proposed (Frank and
Wunnenberg, 1989). The detailed design procedures of
diagnostic observers go beyond the scope of this article.
Principal Component Analysis
Principal Component Analysis is extensively used in the
monitoring of complex plants with hundreds of variables
because, by revealing linear relations among the
variables, it significantly reduces the dimensionality of
the plant model (Kresta, MacGregor and Marlin, 1991).
The application of PCA for FDD implies two phases. In
the training phase, an implicit plant model is created
from empirical plant data. In the monitoring phase, this
model is used for FDD.
Training data (measured inputs and outputs) are
collected from the plant during fault-free operation. The
covariance matrix of the data is formed and its
eigenstructure obtained. Due to linear relations among
the data, some of the eigenvalues will be zero (or near-
zero, in the presence of noise). The eigenvectors
belonging to the non-zero eigenvalues form the data-
space, where the fault-free data exist, while those
belonging to the zero eigenvalues form the residual
space.
It is the residual space that is utilized for FDD. The
projection of a measurement vector onto the residual
space is the (primary) residual. A statistical test on its
size leads to a detection decision (absence or presence of
faults). A threshold test is necessary because noise also
causes non-zero residuals. An analysis of the
eigenvectors spanning the residual space shows how the
various faults propagate to the primary residual. This
allows for the design of residual manipulations yielding
structured or directional residuals, just like in the FDD
methods based on exact models (Gertler, Wu, Huang and
McAvoy, 1999).
The procedure as described above applies to sensor and
actuator faults; inclusion of plant faults requires extra
effort (and experiments). Also, PCA is primarily meant
for static models. Its extension to discrete-time dynamic
models is straightforward but it increases the size of the
model, proportionally to the dynamic order of the model.
Summary and Future Directions
Fault Detection and Diagnosis is today a mature field of
systems and control engineering. There is a very
significant level of activity, as measured in published
papers and conference contributions, but much of this (in
the opinion of this author) is just refinements of earlier
results. This applies particularly to the long ongoing
quest to create “robust” FDD algorithms, especially in
the face of model errors.
There are still open challenges in a couple of areas, most
notably extensions to various non-linear or parameter
varying problems. Another open and active area, of great
practical importance, is FDD in networked control
systems. What is really of the greatest interest, though, is
the application of the wealth of available theoretical
results and design methods to real-life problems; there
has recently been some visible progress here, a most
welcome development.
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601-611. residuals
Figure 2.

faults
noise disturbances

inputs outputs
PLANT

+ primary
- residuals

MODEL

Figure 1.

faults
noise disturbances