ARTICLE IN PRESS

Control Engineering Practice 14 (2006) 699717

www.elsevier.com/locate/conengprac

A neuro-fuzzy multiple-model observer approach to robust fault

diagnosis based on the DAMADICS benchmark problem
Faisel J. Uppala,, Ron J. Pattona, Marcin Witczakb
a

Control & Intelligent Systems Engineering, University of Hul, Hull, HU6 7RX, UK
Institute of Control and Computation Engineering, University of Zielona Gora, ul. Podgorna 50, 65-246 Zielona Gora, Poland

Received 29 October 2004; accepted 22 April 2005

Available online 3 August 2005

Abstract
This paper presents a new framework for fault detection and isolation (FDI) based on neuro-fuzzy multiple modelling together
with robust optimal de-coupling of observers. This new paradigm is called the Neuro-Fuzzy and De-coupling Fault Diagnosis
Scheme (NFDFDS). Multiple operating points are taken care of through the NF modelling framework. The structure also provides
residuals that are de-coupled to unknown inputs, making use of the earlier research on unknown input de-coupling. The NF
paradigm exploits the combined abilities of neural networks and fuzzy logic and is an efcient modelling tool for non-linear dynamic
systems because of its approximation and reasoning capabilities. The paper also provides a comparative study of NFDFDS with the
Extended Unknown Input Observer (EUIO) for FDI, using the DAMADICS benchmark example.
r 2005 Elsevier Ltd. All rights reserved.
Keywords: Fault detection and isolation; Discrete multiple-model observers; Neuro-fuzzy networks; Discrete unknown input observers for FDI;
Discrete non-linear observers; Robust FDI

1. Introduction
It is well known that the solutions to the robustness
problem of fault detection and isolation (FDI) for nonlinear dynamic systems depend upon reliable discrimination between the effect of uncertain model behaviour
and faults (Chen & Patton, 1999). Most model-based
FDI methods (Chow & Willsky, 1984; Frank & Ding,
1997; Gertler Janos, 1998; Isermann & Balle, 1997;
Patton, Frank, & Clark, 1989; Patton, Frank, & Clark,
2000) rely on a linear state-space model of the system.
However, for non-linear systems, the standard approach
is to linearise the process model around the operating
point and make use of model-based methods derived
from linear systems theory. However, linearisation does
Corresponding author.

E-mail addresses: f.uppal@hull.ac.uk (F.J. Uppal),

r.j.patton@hull.ac.uk (R.J. Patton), m.witczak@issi.uz.zgora.pl
(M. Witczak).
0967-0661/$ - see front matter r 2005 Elsevier Ltd. All rights reserved.
doi:10.1016/j.conengprac.2005.04.015

not provide a good model for the processes with

strongly non-linear behaviour. The robust observer
approaches, particularly the unknown input observer
(UIO) are undoubtedly the most commonly used FDI
methods. These linear systems methods can, to some
extent compensate for model uncertainty thus increasing
the reliability of FDI. The model-reality mismatch is
represented by the so-called unknown input. Most of
the work on the UIO has been directed towards linear
systems. There are some observer-based approaches
(Chen & Patton, 1999) for certain classes of non-linear
systems but the systems that can be represented by these
non-linear observers are limited to a few standard types
of non-linearity (Ashton, Shields, & Daley, 1999; Chen
& Patton, 1999; Frank & Ding, 1997; Frank & Seliger,
1991; Hou & Pugh, 1997; Thau 1973).
Furthermore, the non-linear observer approach can
be used only when the non-linear systems dynamics are
known with sufcient condence; this is rarely the case
for real system applications. Thus the main motivation

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F.J. Uppal et al. / Control Engineering Practice 14 (2006) 699717

Nomenclature
k
sample instant
e
expectation operator
uk 2 Rr input vector
xk 2 Rn state vector
yk 2 Rm process output vector
ymk 2 Rm model output vector
ek 2 Rn state estimation error

for this research is to explore the added value of using

computational intelligence (CI) approaches (Jang, Sun,
& Mizutani, 1997; Brown & Harris, 1994; Patton,
Lopez-Toribio, & Uppal, 1999; Witczak & Korbicz,
2002) as an extension to the model-based counterpart,
for cases of non-linearity in which the non-linear
dynamics are insufciently known. In this context, the
neuro-fuzzy (NF) methods are known to overcome some
of the problems faced by the model-based techniques.
NF models combine the approximation capability of
neural-networks with the reasoning of fuzzy logic. The
combination gives rise to a powerful from of multiplemodel approximation that is especially attractive when
non-linear systems are considered and for which only
global modelling can be valid. The FDI problem
becomes a special case of this modelling application.
The proposed FDI scheme (Fig. 1) comprises a bank
of M 1
N NF based de-coupling observers where
M is the number of fault scenarios considered and N is
the number of operation points. It generates a set of
residuals (r0k . . . rM
k ) at the kth sampling instant, in the
form of a structured residual set (Chen & Patton, 1999),
whilst the diagnostic logic unit performs an analysis of
the residuals to determine the nature and location of the
faults. In this scheme, each residual is designed to be
sensitive to a subset of faults (or the residuals are
designed to have different response to different faults).
Ideally, each residual is sensitive to all but one fault,
called a Generalized Residual Set (based on the
generalized observer scheme of Frank (1987).
Each of the M 1 Fault Diagnosis Observers is a
non-linear system comprising N linear (integrated by
fuzzy fusion) sub-observers each one corresponding to a
different operating point of the process. The inputs to
each observer are the process inputs and outputs, uk and
yk , respectively, and the number of sub-observers
depends on the number of operating points needed to
achieve required approximation. Their outputs are
combined by fuzzy fusion to generate the output
estimates. Computing the difference between the actual
and estimated outputs generates a set of residuals. The
set of fuzzy observers together with the NF multiplemodel and diagnostic logic form the new scheme called
the NFDFDS.

d k 2 Rq unknown input vector, where qpm

E k 2 Rnq , H k unknown input distribution matrix,
f k 2 Rg fault vector
F 1k , F 2k fault distribution matrices: matrices that
represent the effect of faults on the system
w1k , w2k process (w1 ) and measurement noise (w2 )
Qk , Rk covariance matrices of w1 and w2
nd
number of data samples

The NFDFDS is based on the identication of a

particular type of NF model (a simpler form of TS
(Takagi Sugeno) (Takagi & Sugeno, 1985). A method to
generate locally optimal de-coupled observers automatically from the NF model is proposed. The steps
involved in this scheme are shown in Fig. 2.
In this proposed scheme, the computational limitations and stability constraints associated with the
conventional fuzzy observer (Wang, Tanaka, & Grifn,
1995; Tanaka, Takayuki, & Wang, 1996) are alleviated.
The design of conventional fuzzy observer involves an
iterative procedure, selecting eigenvalues arbitrarily,
pole-placement and solving inequalities using LMI to
nd a positive denite Lyapunov matrix common to all
sub-models, which ensures stability of the global system.
If such a matrix does not exist, another set of arbitrary
eigenvalues are selected and the whole procedure is
repeated till a solution is found. This kind of iterative
procedure is not required in the proposed approach. As
the global state estimation is not necessary for FDI
simple sub-models are used that can easily and
efciently be obtained. The removal of these stability
constraints simplies and speeds up the approach to the
solution of identication and FDI problems. Since the
global state estimation problem is avoided, the design
procedure of the observer is simpler and hence the online computational burden is smaller. This speeds up the
residual processing and consequently on-line FDI tasks.
Moreover, the reasoning and approximation capabilities
of the NF networks can be exploited.
An outline of the NFDFDS approach was presented
at IFAC Symposium SAFEPROCESS 2003 (Uppal,
Patton, & Witczak, 2003) and this paper focuses on the
application study to the electro-pneumatic ow control
valve while giving an overview and summary of
NFDFDS. A comparison with another FDI approach
using the same application is also presented.
In particular, a comparative study is performed with
the fault detection scheme that is based on the so-called
extended unknown input observer (Witczak, Obuchowicz, & Korbicz, 2002) and the state-space models
designed with genetic programming (GP) (Korbicz,
Kos cielny, Kwalaczuk, & Cholewa, 2004). The paper
is organised as follows.

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F.J. Uppal et al. / Control Engineering Practice 14 (2006) 699717

701

Bank of (M + 1) N
Fault Diagnosis Observers
each row (0M) corresponds to a specific fault condition
each column (1N) corresponds to an operating point
NF-Model
provides
local observer
parameters & fuzzy measure of
validity of each sub-observer

Fuzzy Fusion
each block performs a weighted sum
of estimates of i-th ro w of observers,
0<i<M

Set of Residuals
N
O
1

y k0

rk

y 1k

rk

Diagnostic
Logic
based on the
residual set
and the
information
regarding the
most dominant
fuzzy rule
performs
diagnosis

Fault Distribution
Direction Database
estimated using fault data

y M

rkM

+
yk

Fig. 1. NFDFDS overview.

Structure Identification of basic NF system

Transformation into simplified TS NF model
Testing NF model sequentially with testing data

isolation are summarised. Section 4 presents a comparative study regarding the application of the proposed NF
observer and another observer-based technique applied
for the DAMADICS benchmark problem. Section 5
provides concluding remarks.

Transformation of linear polynomial models to equivalent state space sub-models

Determination of disturbance/fault distribution matrices

Design of local optimal decoupling observers

Collection of symptoms using NFDFDS online

Fig. 2. Steps involved in NFDFDS.

Section 2 summarises the formulation of the proposed

FDI scheme. The issues regarding the model structure,
determination of disturbance and fault distribution
matrices, global stability and observer convergence are
discussed. Section 3 presents the application study
considering NFDFDS for the DAMADICS valve
actuator benchmark problem. The benchmark problem
itself is described in detail by Bartys, Patton, Syfert,
Heras, and Quevedo (2005) in the leading paper of this
issue. The FDI task, determination and performance
evaluation of the NF model and residual generation and

2. Formulation of NFDFDS (summary)

2.1. The model structure
The NF model used here is a special form of the TS
fuzzy model (also referred to as multiple-model scheme)
with linear models as fuzzy rule consequents. The model
can be represented as a ve layer neural network where
each layer corresponds to a function of the fuzzy logic
inference system (layer-1: input; layer-2: input membership functions; layer-3: rules; layer-4: output membership
functions;
layer-5:
defuzzication).
This
representation can be used for training or tuning model
parameters online. The equivalent fuzzy logic description of the network consists of a set of rules in the
following form:
Rule l : If ua1 is m1;i . . . uana is mna;j
a

ua1

. . . uana 

then gm glm ,

(1)

where u
2 u is the antecedent input vector,
na is the number of antecedents, m1;i . . . mna;j are the
input membership functions for the lth rule,

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702

1oion1; . . . ; 1ojonna 8I; j 2 N, n1 . . . nna are the number of input membership functions for ua1 . . . uana vectors,
respectively, ym and ylm denote the global model output
and lth local model output, N is the number of rules
(equal to the number of sub-models or operating points
considered, see Fig. 1), l 1; . . . ; N.
Here a discrete-time formulation is used for computational convenience. The output of the lth sub-model can
be expressed as
ylmk al;0

ny
X

al; j ylmkj

j1

nu
X

bl; j ucl;kj ,

(2)

j1

where uc uc1 ; . . . ; ucnc  2 u is the consequent (linear submodel) input vector, nc is the number of consequents,
bl;j , al;0 and al;j are scalars, nu and ny are the order of
delays for uc and yl .
An initial fuzzy model is created using a combination
of classication and regression trees (CART)
(Jang, 1994) and GK clustering (Gustafson & Kessel,
1979) and then the structure simplication is carried
out to ne-tune the model as mentioned in step 2
in Fig. 2.
It can be seen from the above structure that the model
is only fed by system inputs. Therefore, a fault in the
system will not change the way sub-models are selected,
which effectively means that the sub-models will be still
valid even after the occurrence of fault.

2.2. Disturbance and fault distribution matrices

In order to design a robust observer, it is possible to
use the unknown input approach by expressing the
consequent linear-time-variant models in the following
state space form with faults:
xlk1

9
Alk xlk Blk uck E lk d k F l1k f k wl1k =

ylmk C lk xlk wl2k

with l 1; . . . ; N;

;
3

where uck 2 Rr ; xlk 2 Rn ; ylmk 2 Rm are the input, state

and output vectors for the lth consequent linear model
respectively. Each entry of f k 2 Rg corresponds to a
specic fault while d k 2 Rq stands for the disturbance
vector. Alk , Blk and C lk are the system matrices
with appropriate dimensions. The fault distribution
matrix F l1k 2 Rm
g represents the effect of input and
component faults on the system. wl1k and wl2k are
supposed to be independent zero-mean white noise
sequences with covariance matrices Qk and Rk , assumed
to be known.
The underlying problem is to determine the disturbance distribution matrix E lk 2 Rm
q and the fault
distribution matrix F l1k for l 1; . . . ; N.

This problem boils down to the determination of

the disturbance term d 1k in Eq. (5) for the normal
and faulty system operations, which corresponds to
the possible solutions for E lk and F l1k f k , respectively.
The disturbance term d 1k can be expressed as
d l1k E lk d k F l1k f k wl1k E l1k f l1k
d l1k

with
2R ,
(3) becomes

E l1k

n
q

2R

(4)

, f 1k 2 R , such that the Eq.

xlk1 Alk xlk Blk uck d l1k ,

ylmk C lk xlk wl2k .

A new approach is suggested here as part of the

NFDFDS scheme to determine an individual distribution direction for each sub-model. Moreover, in cases
where this direction changes considerably with fault
strength, a set of such directions may be determined for
each sub-model.
Three cases can be considered in order to determine
the disturbance terms (Uppal et al., 2003). The
rst two cases enable vectors d l1k to be computed
while the third considers the matrices E l1k directly.
For the application study presented in this paper,
only the third case was considered (because of computational convenience) hence the other two are not
discussed.
In this case, the fault distribution matrix E l1k is
supposed to be constant over time for each fault
scenario. Therefore, for a particular fault scenario i,
an unconstrained non-linear optimisation task can be
performed with the objective to minimise an unconstrained multivariable function:
E i1 arg min
f E i1 ,
i

(6)

E1

P
T
^ k and
where f E i1 1=nd  1 nd1
k0 ek ek , ek yk  y
i
y^ k is a function of E 1 .
In the application study presented in Section 3 the
Nelder-Mead simplex method (Walsh, 1975) was used.
The Nelder-Mead simplex method is used to compute
the minimum of a scalar function of several variables,
beginning with an initial estimate. It was used because of
computational convenience to compute the matrices E l1k
directly.
2.3. A note on the global stability of the multiple-model
system
Let us consider the lth sub-system (l 1 . . . N, where
N is the total number of sub-models) with faults, noise
and input (Eq. (3)). The state, and output equations can
be written in a global way as
k X k B k uck E k d k F 1k f k w
X k1 A
1k ,
Y mk C k X k w 2k ,

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F.J. Uppal et al. / Control Engineering Practice 14 (2006) 699717

where the above have the following meaning:

h T T
i
h T
i
T
T T
T T
X k x1k ; x2k ; . . . ; xN
; Y mk y1mk ; y2mk ; . . . yN
,
k
mk
3
3
2
2
B1k
0
0
A1k 0
7
7
6
6
6 0 A2 0
6 B2 7
0 7
7
6
6 k7
k
7
7
k 6
k 6
A
7; B
6
6 . 7,
..
7
7
6 0
6
.
0
. 0 7
6
6 . 7
5
5
4
4
N
B
0
0
0 AN
k
k
3
3
2
2
1
E 1k
0
0
Ck 0
7
7
6
6
6 0 C2 0
6 E2 7
0 7
7
6
6 k7
k
7
7
6
k 6
C
7; E k 6 . 7,
6
..
7
6 0
6
. 7
0
. 0 7
6
6 . 7
5
5
4
4
N
E
0
0
0 CN
k
k
h T
i
T
T T
F 1k F 11k ; F 21k ; . . . ; F N
,
1k
h T
i
T
T T
w
,
1k w11k ; w21k ; . . . ; wN
1k
h T
i
T
T T
w
.
8
2k w12k ; w22k ; . . . ; wN
2k

703

Remark 3. . If the switching rules (fuzzy selection) are

obtained in such a way that whilst there are system
operating point changes, the observers/models are
selected appropriately then it can be expected that the
global output estimate of the observer approximates the
system output with required accuracy.
2.4. A note on observer convergence
It can be said that the discrete-time observer with
converging output estimation is a stable observer. If all
the local observers are stable, the global observer can be
expected to be stable.
Two main types of observer convergence can be
distinguished. The main idea is that the output estimate
_
y stays approximately in the vicinity of the real output
k

gk . This can be described as convergence:

Lim jyk  y^ k joe;

k!1

eo1.

(9)

While asymptotic convergence can be viewed in the

light of the following relation:
Lim yk  y^ k 0

(10)

k!1

k is a block diagonal matrix with

Remark 1. . As A
diagonal elements A1k ; A2k ; . . . ; AN
k , it can be shown that if
k is also
all Ai ; i 1; 2; . . . ; N are stable matrices then A
stable (because of the local recursive nature of the model
structure).
Remark 2. . If Ol (see Fig. 3) is the output sub-space
corresponding to the lth linear sub-model and if each
E lk ; l 1; . . . ; N is obtained in such a way that observerl converges (behaves in a similar way to the real system)
to lth subspace then it can be shown that the difference
between the real output and its estimate depends only on
white noise (see Eq. (3.50) in Chen and Patton (1999)
where the term F k1 ek vanishes and the residual depends
only on noise).

Ek

E k2

N
Ek

which means that the output estimate converges (in

time) to the real output.
Whilst this may be achievable for deterministic
systems, in practice asymptotic convergence is a
demanding requirement and it is unlikely that a
design strategy will guarantee asymptotic convergence.
If all local observers converge to the local models
then:




9
Lim
y1mk  y^ 1k
oe1 ; e1 o1 >
>
k!1
>
>
=
..
..
..
.
(11)
.
.
.
>

N


>
>

N
Lim
ymk  y^ N
eN o1 >
;
k oe ;
k!1

Since y^ k
that
Lim

k!1

PN

N
X


al
yl

mk

l1

l1 a

l ^l
yk ,

where 0pal p1, it can be seen

N
N
X

X
 y^ lk
o
al el ; where
al el eo1,
l1

l1

(12)
Lim

O1

O2

Fig. 3. Observer output space.

k!1

OM

N
X


al
yl

mk

 y^ lk
oe;

eo1.

(13)

l1

Remark. . If the NF model approximates the non-linear

system well (with local dynamic linear models) and if all
local observers converge to the local NF models, it can
be expected that the global observer output will
converge to the system output.

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3. Application study: FDI of the non-linear valve

This section presents the results of applying the
NFDFDS to the non-linear sugar plant valve actuator
problem. This study is based on the DAMADICS valve
benchmark model (details of process and application
can be found in the leading paper of this issue i.e. Bartys
et al. (2005), Syfert et al. (2003)).
3.1. The FDI task
The process to be modelled has four inputs and two
outputs. The inputs of the process are the control value
(u1 cv), inlet pressure (u2 P1), outlet pressure
(u3 P2) and temperature (u4 T), while the outputs
are the stem displacement of electro-pneumatic servo
motor (y1 Xsd) and liquid flow through the valve (F).
Note that for comparison purpose (e.g. rise/fall time of
different variables) y2 is taken as 1F instead of F, which
can always be converted back if required. Table 1 shows
the list of the faults considered for FDI task. These are
categorised into three groups namely: control valve
faults, positioner faults and general/external faults. A
non-linear SIMULINK model (tested against the real
data) is used to generate the fault data.
These faults are described in detail in DAMADICS
benchmark (Syfert et al., 2003). The identication data
are collected using the non-linear SIMULINK model
(tested against the real data) of the actuator.
3.2. NF model structure

u1 , u2 , u3 , u4 ]. The antecedent variable was selected as u1

as the non-linear valve was found to show non-linear
behaviour only with respect to u1 . In the proposed
approach, linear models integrated together by fuzzy
fusion for different values of u1 approximate the valve
behaviour.
The function f 1 in Eq. (14) was found to be more
linear (The function can be approximated well by a
linear function.) and therefore one sub-model was used
for y1 over the whole antecedent input space whereas the
function f 2 in Eq. (15) was found to be more non-linear
and could not be approximated well by just one linear
relation. (Note that the term function used here is to
refer to the nature of dependence of the outputs y1 and
y2 on different variables.) Therefore, ve suitable linear
sub-models (i.e. N 5) integrated by fuzzy-fusion were
used for y2 . Note that indices i, j in nui;j and nyi;j mean
that nu and ny values are used for the ith considered
variable u or y when the jth output is estimated.
The initial structure, the number of rules (sub-models)
and consequent variables (without past values) of the
NF model were found experimentally. The consequents
(local models) are dynamic in nature as a result of using
local feedback and past values of consequent variables
as shown by Eqs. (14) and (15). This structure was
determined based on a compromise between the number
of past values of consequent variables and error
reduction.
y^ 1k f 1 u1k1    u1knu1;1 ; u2k1    u2knu2;1 ; u3k1
   u3knu3;1 ; u4k1    u4knu4;1 ; y1k1    y1kny1;1 ,
y2k1    y2kny2;1 ,

A 4-input 2-output NF model is constructed to

generate residuals (r1 ; . . . ; rM ). The inputs of the NF
model are u1 , u2 , u3 and u4 , while the outputs are y1 and
y2 . For the antecedents Double Gaussian membership
functions are used with u1 being the antecedent variable.
The consequents are linear models with variables [y1 , y2 ,
Table 1
Fault list for the FDI task
Fault scenarios
Control valve faults
F1: Valve clogging
F2: Valve plug or valve seat sedimentation
F3: Valve plug or valve seat erosion
F6: Internal leakage (valve tightness)
F7: Medium evaporation or critical ow
Positioner faults
F13: Rod displacement sensor fault
General faults/external faults
F17: Unexpected pressure change across the valve
F18: Fully or partly opened bypass valves
F19: Flow rate sensor fault

14

y^ 2k f 2 u1k1    u1knu1;2 ; u2k1    u2knu2;2 ; u3k1

   u3knu3;3 ; u4k1    u4knu4;2 ; y1k1    y1kny1;2 ,
y2k1    y2kny2;2 .

15

The antecedent membership functions (MFs) employed are of double Gaussian form, which is a
combination of two Gaussian membership functions
the rst one dening the shape of the leftmost curve
while the second one denes the shape of the rightmost
curve. This can be described as
h n
oi
8
om1 2
>
exp

; 8opm1 ;
>
2s1
>
<
8m1 ooom2 ; (16)
mDGMF o 1; h n
oi
>
2
>
om

2
> exp 
:
; 8oXm2 ;
2s2

where mDGMF ois the member ship grade for an input

o, m1 and m2 are the centres and s1 and s2 are the
standard deviations of the two Gaussian functions.
The antecedent MFs for the liquid ow model are
given in Fig. 4 as an example. These were obtained using
the structure identication techniques as described in
Babuska (1998).

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17
where ylmk is the output vector with ylm1k and ylm2k being
the model output estimates for stem displacement and
l2 are the consequent parameter
liquid ow, P 1 and P
vectors for y1 and y2 , ylm1k1 ylm1k2 ylm2k1 ylm2k2 u1k1
u1k2 . . . u2k1 u2k2 u3k1 u4k1 1 is the set of consequent variables (and their past values) at kth instant and
l denotes the sub-model.
1 8l 1; . . . ; N is same as y1 is approxiNote that P
mated by a linear function whereas y2 is approximated
by a non-linear function which is a convex combination
l
of N-linear functions with parameters P 2 where
l 1; . . . ; N.
3.3. Performance of the identified model
Model performance was evaluated with simulated and
real data from the plant for normal operation. Different
data sets used for this are summarised in Table 2. The
performance of the model was measured (with fault free
data) using the mean-squared-error MSE performance

P
^ k T yk  y^ k ,
function MSE 1=nd  1 nd1
k0 yk  y
wherey^ k ymk .
Figs. 5 and 6 show the model performance with
Data-1. The MSE for the two outputs was found to be
2.56
104 and 7.20
104 respectively for the normalised set of data. The difference between the process and
model output values (error) can be attributed to unmodelled dynamics and noise, it can be seen that the
errors for both stem displacement and ow are small in
most of the operating space.
Figs. 7 and 8 show model performance with Data-2.
The MSE for both outputs was higher (5.53
104,
9.09
103) as compared with the previous result. It

Stem displacement, MSE = 2.56exp-4

1
real value: solid line (-)
estimated value: dotted line (--)

0.9
0.8
measurement amplitude

The identied local linear models (consequents) are in

the following form:
2
3 2 3
1 
P
ylm1k
l
l
l
4
5
4
5 yl
ymk

m1k1 ym1k2 ym2k1 . . .

Pl2
ylm2k
T
ylm2k2 u1k1 u1k2 u2k1 ::: u2k2 u3k1 u4k1 1 ,

705

0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

200

400

600

800

1000 1200 1400 1600 1800 2000

Data samples (sample time = 1s)

Fig. 5. NF model performance for stem displacement (Data-1).

Antecedent membership functions

Liquid flow, MES = 7.20exp-4

0.9

MF1

MF2

MF3

MF4

MF6

0.9
0.8

0.7

measurement amplitude

membership grade

0.8

0.6
0.5
0.4
0.3
0.2

0.7
0.6
0.5
0.4
0.3
0.2

0.1
0

real value: solid line (-)

estimeted value: dotted line (--)

0.1

0.1

0.2 0.3 0.4 0.5 0.6 0.7 0.8

Antecedent variable (control value)

Fig. 4. Antecedent membership functions.

0.9

200

400

600 800 1000 1200 1400 1600 1800 2000

Data samples (sample time = 1s)

Fig. 6. NF model performance for liquid ow (Data-1).

Table 2
Data sets used for performance evaluation
Data-1
Data-2
Data-3
Data-4

Simulated training data with multi

Simulated testing data with sinusoidal input
Simulated testing data with input shifted instantaneously from zero to different values
One-hour real data from plant collected on 11th October 2001 (for details see Syfert, Bartys, Quevedo and Patton, 2003)

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706

Stem displacement, MSE = 5.53exp-4

real value: solid line (-)
estimated value: dotted line (--)

0.9

0.8
measurement amplitude

measurement amplitude

real value: solid line (-)

estimated value: dotted line (--)

0.9

0.8
0.7
0.6
0.5
0.4
0.3
0.2

0.7
0.6
0.5
0.4
0.3
0.2

0.1
0

Stem displacement, MSE = 7.49exp-4

0.1
0

500

1000

1500

0
0

Data samples (sample time = 1s)

Fig. 7. NF model performance for stem displacement (Data-2).

500

1000
1500
Data samples (sample time = 1s)

2000

2500

Fig. 9. NF model performance for stem displacement (Data-3).

Liquid Flow, MSE = 9.09exp-3

1

real value: solid line (-) estimated value: dotted line (--)

0.9

Liquid flow, MSE = 2.11exp-3

1

0.7

0.9

0.6

0.8
measurement amplitude

measurement amplitude

0.8

0.5
0.4
0.3
0.2
0.1
0

500

1000

0.7
0.6
0.5
0.4
0.3
0.2

1500

Data samples (sample time = 1s)

0.1

Fig. 8. NF model performance for liquid ow (Data-2).

500

1000
1500
Data samples (sample time = 1s)

2000

2500

Fig. 10. NF model performance for liquid ow (Data-3).

Stem position, MSE = 8.0exp-4

0.8
0.7
0.6
0.5
Magnitude

was also observed that the error is large when the ow is

decreased from its maximum value. This is due to the
backlash arising from the valve-stiction when the valve
is fully opened and can be ignored as a control valve is
operated to regulate the ow and not usually operated in
a fully opened state.
Figs. 9 and 10 show model performance with Data-3.
It was observed that the NF model has a large error at
these sudden changes but the error converges to zero in
a short time. In this case, the MSE set was found as
[7.49
104, 2.11
103]. The higher MSE is due to the
un-modelled dynamics that can be ignored as these
sudden changes rarely occur in real system applications.
Figs. 11 and 12 show the performance of the NF
model using Data-4. The MSE set was found as
[8.0
104, 1.29
102].
The higher values of error for Data-4 (real data from
plant) can be attributed primarily to the high approximation error of the simulation model (70.1 for both
stem position and liquid ow), which was used to
generate the training data for the NF model. Moreover,

real value: solid line (-)

estimated value: dotted line (--)

0.4
0.3
0.2
0.1
0

real value: solid line (-)

estimated value: dotted line (--)

500

1000
1500
2000
2500
Data samples (sample time = 1s)

3000

3500

Fig. 11. NF model performance for stem displacement (Data-4).

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1.4

Liquid flow, MSE = 1.29exp-2

1.5

OP-1

real value: solid line (-)

estimated value: dotted line (--)

OP-3
OP-2
OP-4

707

OP-5

OP-4

OP-3
OP-2

OP-1

1.2

residual amplitude

Magnitude

0.8
Lines
distinguishing
the operating
points (OP)

0.6
0.4

Threshold

0.5
0.2
0
2200 2400

0
0

500

1000

1500

2000

2500

3000

3500

Data samples (sample time = 1s)

2600 2800

3000

3200

3400

3600

3800

4000

4200

Data samples (sample time =1s)

Fig. 13. Response of residual r0 in presence of medium fault F1.

Fig. 12. NF model performance for liquid ow (Data-4).

there was slight difference in the operating conditions

that were used for modelling as compared to the
ones observed in Data-4. Model performances with
these tests indicate that the model has reasonable
approximation.
3.4. State space representation of the local models
The local models were rst converted to an autoregressive exogenous (ARX) MIMO form and then
converted to the state space form for computational
convenience. It was veried that the local models
obtained were stable. An exemplary sub-model is given
in Appendix A.
3.5. Fault and disturbance distribution matrices
The fault distribution matrices for each sub-model
were obtained from the state space description of the
models as described in Section 2. Based on the state
space representation of the local models and the fault
and disturbance distribution matrices, the design of decoupling observers is straightforward as described in
Chen and Patton (1999), Uppal et al. (2003). An
example of a sub-model with fault distribution matrix
is given in Appendix A.
3.6. Residual generation and fault isolation
The NFDFDS, based on the NF model, local models
in the state space form and the de-coupling observers,
was applied to the control valve (based on the
DAMADICS benchmark problem (Bartys et al.,
2005)) in order to generate a set of ten residuals (one
for the fault-free case). These residuals were analysed to
isolate nine simulated faults (Table 1) in the system.
This fault diagnosis scheme consists of collecting
information from the residuals (r0 ; . . . ; rM ) in terms of

fault effect at different operating points (M 9 in this

study as 9 faults were considered).
An example in Fig. 13 shows r0 in the presence of F1
(Table 1) without de-coupling (the disturbance distribution matrix E 0 , being a null matrix of appropriate
dimensions). Medium faults (fault strength 0.5) were
analysed (see Fig. 15) in this case. It was observed that
all the faults have a signicant effect on the residual as a
result of not using de-coupling.
The vertical lines in the gure distinguish between
different operating points according to the most
dominant fuzzy rule in that region. The most dominant
rule in a fuzzy system is dened as the one with the
maximum ring strength.
In this study, a constant threshold value of 0.1, based
on visual analysis of model residuals, was used although
some more sophisticated methods can also be applied
for enhancing the isolation. Note that the residual is
mainly affected in operating points four and ve (OP-4,
OP-5). The effect in OP-2 when the valve is being closed
can be attributed to un-modelled dynamics. Moreover,
it seems that the residual tends to 0 and therefore this
effect was ignored. It is interesting to note that the fault
has different effect at different operating points, as
expected for a non-linear system. Therefore this
information can be collected from this residual as a set
of operating points at which it exceeds the threshold i.e.
[4,5] and this is entered in Table 3 for F1 and R0.
As another example, Fig. 14, shows response of r0 in
the presence of medium fault F6. It can be seen that the
residual exceeds the threshold in operating points three,
four and ve (OP-3, OP-4 and OP-5). This corresponds
to the Table 3 entry for F6 and R0 (note that capital R is
used here to denote the symptoms associated with the
residuals rather than residual itself).
The fault isolation tables (Tables 35) were completed
as described in above examples. Each column in these
tables constitutes a fault symptom. These symptoms

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708
Table 3
Symptoms for medium faults

R0
R1
R2
R3
R4
R5
R6
R7
R8
R9

F1

F2

F3

F6

F7

F13

F17

F18

F19

4,5
2k
5
4,5
4,5
5
4,5

2,3,4
2

2
2
5
2

3,4,5

41,2,3,4,5
1,2,3,4,5
1,2,5
1,2,3,4,5
1,2,3,4,5
2,5 (small)
1,2,3,4,5
1,2,3,4,5
1,2,3,4,5
1,2,3,4

3,4,5
4
5

1,2,3,4,5
1,2,3,5
1,2,3,4,5
1,2,3,4,5
1,2,3,4,5
2,3,4,5
1,2,3,4,5

1,2,3,4,5
1,2,3,4,5

3,4,5

1,2,3,4
1,2
1
1,2
1,2

4,5
4,5

OP-1

0.8

5



2,5
2,4

OP-3
OP-2

OP-4

OP-5

OP-4

OP-3
OP-2

OP-1

0.7

residual apmlitude

0.6
0.5
Threshold
0.4
0.3
0.2
0.1


4
4

5
4

4

1,2
1
1,2
2,4 (small)

It can also be seen from the Tables 35 that the

symptoms are similar for various fault strengths. This
was expected as a result of using de-coupling with fault
distribution directions. The symbol k in the tables
denotes that residual is non-zero only for valve being
closed. The bold entries show that the residual is
designed to be zero (ideally), empty entries mean that
the residual is close to zero and the symbol  shows the
diagonal entries (residual close to zero). It can be seen
that each fault has a unique signature and therefore it
can be isolated.

0
-0.1
1.28

1.3

1.32
1.34
1.36
1.38
1.4
Data samples (sample time =1s)

Fig. 14. Response of residual r0

strength 0.5).

1.42

1.44
x 104

in presence of F6 (fault

were collected for medium, intermediate (between small

& medium) and small size faults, for fault strengths 0.5,
0.4 and 0.25, respectively. These strengths are standardised to a range [0,1] where the limiting values 0 and 1
correspond to some pre-dened states or physical values
(fsmin , fsmax ) as shown in Fig. 15. For more details on the
physical interpretation of fault strengths, please refer to
Bartys et al. (2005), Syfert et al. (2003).
It can be seen that each fault has a unique signature
and therefore it can be isolated. Indeed, as can be seen in
Table 3, residuals R0 to R9 provide unique symptoms
for each of the faults, and hence effective fault isolation
is possible. In other words, the symptoms are perceived
here as a reaction of the residuals R0 to R9 to the
particular fault, compare e.g. the second and the sixth
column of Table 3.
On the other hand, it can be seen that the diagonal
entries of Table 3 are close to zero. This shows that the
decoupling quality is very good and the proposed
approaches permits robust fault detection and consequently fault isolation.

3.7. Summary of results using NFDFDS approach

Fault diagnosis in non-linear systems is challenging
primarily because the faults may have different effects at
different operating points. The previous section presented the application of NFDFDS to the DAMADICS
actuator valve benchmark problem, for nine realistic
actuator faults, listed in Table 1.
Fault symptoms were initially obtained using the data
with medium faults (see Table 3). The results show that
all nine faults were isolated as they have different
symptoms. A set of different inputoutput data with
intermediate and small faults (Tables 4 and 5) was also
applied to verify the FDI scheme and it was seen that the
symptoms obtained with these data were very similar to
that of obtained in Table 3, which made fault isolation
possible.
As a result of de-coupling, it can be expected that
faults within the range of fault strengths used in above
three cases can be isolated. For very small faults, the
isolation becomes difcult as the noise level becomes
comparable to the fault effect. However, for larger faults
isolation can be expected to be relatively easier. It is
interesting to note that although each residual is
designed ideally to be insensitive to a particular fault,
in practice the residual is insensitive to a subset of faults
as seen in the above results.

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709

Table 4
Symptoms for intermediate (between small & medium) faults

R0
R1
R2
R3
R4
R5
R6
R7
R8
R9

F1

F2

F3

F6

F7

F13

F17

F18

F19

4,5
24k
5
4,5
4,5
5
4,5

2,3,4
2

2
2
5
2

3,4,5

1,2,3,4,5
1,2,3,4,5
1,2,5
1,2,3,4,5
1,2,3,4,5
2,5 (small)
1,2,3,4,5
1,2,3,4,5
1,2,3,4,5
1,2,3,4

3,4,5
4
5

1,2,3,4,5
1,2,3,5
1,2,3,4,5
1,2,3,4,5
1,2,3,4,5
2,3,4,5
1,2,3,4,5

1,2,3,4,5
1,2,3,4,5

3,4,5

1,2,3,4
1,2
1
1,2
1,2

4,5
4,5

5



2,5
2,4


4
4

5
1,2
1
1,2
2,4 (small)

4

4

Table 5
Symptoms for small faults

R0
R1
R2
R3
R4
R5
R6
R7
R8
R9

F1

F2

F3

F6

F7

F13

F17

F18

F19

5
2k
5
4,5
4,5
5
5

2,3
2

2
2
5
2

3,4,5

1,2,3,4,5
1,2,3,4,5
1,2,5
1,2,3,4,5
1,2,3,4,5
2,5 (small)
1,2,3
1,2,3,4
1,2,3,4,5
1,2,3,4,5

3,4,5
4
5

1,2,3,4,5
1,2,3
1,2,3,4,5
1,2,3,4,5
1,2,3,4,5
2,3,4,5
1,2,3,4,5

1,2,3,4,5
1,2,3,4,5

3,4,5

1,2,3
1,2
1
1,2
1,2

5


5


2,5
2,4

Physical value

fsmax

Fault strength

Normalised value
medium

big

0.25

0.5

0.75

fsmin

small

1.0

Fig. 15. Fault strength interpretation.

4. A comparative study with another observer-based

technique
The main purpose of this section is to perform a
comparative study regarding the application of the
proposed NF observer and another observer-based
technique (Witczak & Korbicz, 2004; Witczak, Patton,
& Korbicz, 2003) applied for the DAMADICS bench-


4
4

4

4

1,2
1
1,2
2

mark problem. The latter technique is based on the

state-space model developed with GP (Witczak et al.,
2002) and the so-called extended unknown input
observer (EUIO) (Witczak & Korbicz, 2004; Witczak
et al., 2003). In order to make this paper self-contained,
a short outline of the GP and the EUIO is given in the
sequel.
4.1. Design of state-space models with GP
GP belongs to the class of the stochastic optimisation
techniques that are widely known as evolutionary
algorithms (EAs) (Korbicz et al., 2004). EAs are
inspired by some biological processes, which allow
populations of organisms to adapt to their surrounding
environment. Such algorithms have been inuenced by
Darwins theory of natural selection, or the survival of
the ttest. In the GP algorithm, an individual is
represented by a tree. The nodes of such a tree are
formed with the so-called terminal and function sets
(Koza, 1992). The process of the evolution starts from a
randomly generated population of trees. These trees can,
of course, by created in many different ways (Koza,
1992) and hence they may constitute various initial
solutions to the problem being considered. The purpose

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710

of the GP algorithm is to evolve a population of trees in

such a way so as to get an optimal (in the sense of the
criterion chosen) solution. In order to realise such a
challenging task, the GP algorithm repeats the following
steps: application of genetic operators (usually crossover
and mutation), tness calculation (according to the
predened criterion), and selection. A detailed description of the GP algorithm can be found in many journal
papers and monographs, e.g. Korbicz et al. (2004), Koza
(1992), Gray, Murray-Smith, Li, Sharman, and Wienbrenner (1998), Witczak et al. (2002).
Since an outline of the GP algorithm is given, let us
consider the non-linear discrete time system described
by the following equations:
xk1 Axk xk huk w1k ,
yk1 Cxk1 w2k1 ,

18

The diagonal matrix A and the vector function h

consist of non-linear functions. An approximate model
of (18) can be
x^ k1 Ax^ k x^ k huk ,
y^ k1 C x^ k1 ,

19

where x^ k stands for the state estimate. In Witczak and

Korbicz (2004) and Witczak et al. (2002), it is proven
that the model (19) is globally asymptotically stable if
maxjai;i jo1, where ai;i is a diagonal entry of A. This
implies the following structure of these diagonal entries:
ai;i x^ k tanhsi;i x^ k ;

i 1; :::; n,

(20)

where tanh(  ) stands for the hyperbolic tangent function, and si;I  denotes a non-linear function that can be
obtained with the GP algorithm. In the case of applying
the GP algorithm to design the model (19), each entry of
A and h should be represented by a population of
trees. The details regarding an implementation of this
technique can be found in Witczak and Korbicz (2004),
Witczak et al. (2002).
4.2. Design of an extended unknown input observer
Let us consider the following class of non-linear
systems:
xk1 gxk huk F 1;k f k E k d k ,
yk1 C k1 xk1 F 2;k1 f k1 ,

21

where g stands for a non-linear function, f k is the

fault, d k is an unknown input, F 1;k , F 2;k , E k are known
distribution matrices of faults and unknown input,
respectively. The structure of an observer dedicated to
the state estimation and residual generation of (21) is
given by
x^ k1=k gxk huk ,
x^ k1 x^ k1=k H k1 ek1=k K 1;k1 ek ,

22

where ek1=k yk1  C k1 x^ k1=k , and the residual is

ek yk  y^ k . The task of designing an observer reduces
to the problems of obtaining the matrix K 1;k , in such a
way so as to minimise the difference between x^ k and xk ,
as well as the matrix H k in such a way so as to decouple
the effect of an unknown input on the residual. The
details regarding an implementation of this observer can
be found in Witczak and Korbicz (2004), Witczak et al.
(2002). The main drawback related with the application
of the observer (22) to the system (21) is that it requires
the knowledge regarding the covariance matrices Qk and
Rk of process noise w1k and measurement noise w2k ,
respectively. The problem is that the system (21) is
deterministic which means that Qk and Rk should be
zero matrices. Unfortunately, such a setting of these
matrices may lead various computational problems as
well as to the divergence of the observer. In order to
overcome these difculties, the Lyapunov approach can
be utilised to establish the convergence condition of the
observer (Witczak & Korbicz, 2004; Witczak et al.,
2002). As a result, it can be shown that the matrices Qk
and Rk should be set as follows:
Qk b1 eTk ek I d1 I;

Rk b2 eTk ek I d2 I,

(23)

where I stands for the identity matrix, b1 , b2 are

sufciently large positive constants and d1 , d2 are
sufciently small positive constants.
The above parameters have to be selected empirically
as they are problem-dependent. On the other hand, the
values are not critical and the algorithm is not sensitive
for small changes of them.
4.3. Development and testing of the fault diagnosis
scheme
The rst step to develop the fault detection scheme for
the DAMADICS benchmark is to obtain the state-space
model with the GP approach. For the sake of
comparison with non-linear state-space model designed
with GP, the linear state-space model was obtained with
the use of MATLAB System Identication Toolbox. In
particular, the N4SID identication procedure was
employed for that purpose. In both the linear and
non-linear cases the order of the model was tested
between 2 and 8. Unfortunately, the relation between
the input (control value) and liquid ow cannot be
modelled by a linear state-space model. Indeed, the
modelling error was approximately 35%, thus making
the linear model not acceptable. On the other hand, the
relation between the input (control value) and the stem
displacement can accurately be modelled with the linear
state-space model. Bearing this in mind, the identication process was decomposed into two phases, i.e.:

derivation of a relation between rod displacement

and the input with a linear state-space model;

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derivation of a relation between juice ow and the input

with a non-linear state-space model designed by GP.

Experimental results showed that the best-suited

linear model is that of the second order. After the 50
runs of the GP algorithm performed for each model
order, it was found that the order of the model that
provides the best approximation quality is equal to 2.
The mean-squared output error for this model was
7.9
103. A comparison between the response of the
model and the system is given in Fig. 16.
The main differences between the behaviour of the
model and the system can be observed for the non-linear
model (juice ow) during the saturation of the valve.
In order to overcome this modelling inaccuracy, an
extended unknown input observer, described earlier,
was employed. An estimation of an unknown input
distribution matrix E k constitutes a very important part
of the observer design procedure. It is known that to
obtain this matrix it is necessary to estimate an
unknown input.
In a general case, the problem of unknown input
estimation can be perceived as a non-linear optimisation
task formulated as follows:

d^ k arg |{z}
min eTk1 ek1 .

(24)

^ q
d2<

It can be shown that solving Eq. (24) is equivalent to

solving the following set of linear equations:
C k1 d^ k ek1=k .

It should be clearly underlined that an exact solution

of (25) can be obtained if the rank of the matrix C k
equals n. Unfortunately, this condition is usually
impossible to attain. Eq. (25) can be solved efciently
using an orthogonal factorization of the matrix (Lawson
& Hanson, 1974). Note that the condition rank(C k ) m
can be relaxed and a singular value decomposition
(SVD) of matrix is then used instead of its orthogonal
factorization. More details about these techniques can
be found in (Lawson & Hanson, 1974). Knowing an
estimate of d k , k 1; . . . ; nd, the task of obtaining the
matrices E k and H k can be solved according to the
approach described in Chen and Patton (1999). Knowing the matrix H k it is possible to determine the
constants related with Eq. (23). A parameter choice
for the DAMADICS benchmark under consideration is
b1 10, b2 103 and d1 d2 0:01. The values of
these parameters were obtained empirically by many
computer simulations and they were selected in such a
way so as to ensure the convergence of the observer as
well as to provide its fast convergence. For such
observer parameters, the mean-square error was reduced
from 7.9
103 to 2.2
103. This increase in the
modeling quality can also be observed by comparing the
results shown in Figs. 16 and 17.
Since a robust residual generator is available, the
remaining problem boils down to determining a threshold for the purpose of fault detection. To tackle this
problem a constant threshold can be used but from the
authors experience it is known that better results can be
obtained with the technique of a simple adaptive

Flow

Rod displacement

(25)

711

Discrete time

Discrete time

Fig. 16. System (dotted) and model (solid) outputs (ow [left], rod displacement [right]).

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712

4.4. Comparison

4.4.1. Difficulty in designing the models

NFDFDS: The approach requires designing a NF
model resulting in a number of linear state-space models
that can relatively easily be obtained, i.e. the development of the software that has to be used for that purpose
is not complex and some existing routines can be
adopted.
EUIO with GP: The approach requires a non-linear
state-space model obtained with the GP approach, i.e.
the software required is very complex and specialized
and hence its appropriate development is very hard.
Superior approach: NFDFDS.

Since the simulation study has been performed using

both the techniques presented in this paper, i.e.
NFDFDS and EUIO with GP, a comparison can be
performed. In order to do this, appropriate criteria that
exhibit the drawbacks and advantages of the approaches
are established. Each of these criteria is accompanied by
a discussion regarding the performance of the approaches being considered. The criteria being considered
are as follows:

4.4.2. Computational design complexity

NFDFDS: The design complexity is adequately
illustrated by Fig. 2. Although the number of design
steps is relatively large, each of the steps does not
involve a large computational burden.
EUIO with GP: The design complexity is very hard as
it involves the GP algorithm that is extremely time
consuming (see (Koza, 1992) for a comprehensive
explanation), i.e. the computation of an adequate model

Flow

Rod displacement

polynomial threshold described in Witczak and Korbicz

(2004).
Table 6 shows the results of fault detection for a set of
abrupt faults (Bartys et al., 2005). It can be seen that
there are also some problems with few small and/or
medium faults. However, it should be pointed out that
all faults, which are considered as large can be detected.
Undoubtedly, a further improvement in fault detectability can be achieved by introducing more sophisticated decision methods.

Discrete time

Discrete time

Fig. 17. System (dotted) and observer (solid) outputs (ow [left], rod displacement [right]).

Table 6
Results of fault detection (Ddetectable, N)
Fault

F1

Small
Medium

D
D

F2

F7

F13

D
D

D
D

F17

F18

F19

D
D

D
D

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may even take a few days on a modern computers.

Moreover, the resulting model requires further simplication with the help of a symbolic computation
package like MAPLE or MATHEMATICA. The design
of EUIO is easy as it is designed for the nominal system
operating mode contrary to NFDFDS.
Superior approach: NFDFDS.
4.4.3. Free parameters that has to established by the user
NFDFDS: The main parameters that must be set by
the user can be categorised as follows.






Structure identication: Initial number of sub-models, sub-model orders, coefcient of fuzziness and
inputs.
Transformation into simplied TS NF model: Output
error and complexity tolerance.
Design of local optimal decoupling observers: Parameters regarding the instrumental matrices Q and R,
initial covariance matrix P, initial state.
Online collection of symptoms using NFDFDS:
Residual threshold.

A precise number of free parameters that must be set

by the user depends on the application.
EUIO with GP: The free parameters can be divided
into two distinct groups, i.e.:

The parameters regarding the GP algorithm: Crossover and mutation probabilities, population size, type
of initial model creation, a variance for parameter
estimation. (subtotal number: 5).
The parameters regarding the EUIO: Parameters
regarding the instrumental matrices Q and R (two for
each of the matrices), initial covariance matrix P,
initial state estimate (subtotal number: 6).

Thus, the total number of free parameters that must

be set by the user is 11.
Superior approach: NFDFDS.
4.4.4. Data sets required
NFDFDS: The approach requires data sets for both
normal and faulty behavior of the system. Moreover,
the data sets contain the subsets that correspond to
different operating modes of the systems. Please note
that the data for faulty operating mode may not be
available in practice, and this is the main drawback of
the approach.
EUIO with GP: A data set for normal operating mode
of the system is required. Such a data set is available
without any problems.
Superior approach: EUIO with GP.

713

4.4.5. Requirements regarding computational power for

on-line applications
NFDFDS: The main contribution to the computational complexity is due to the relatively large description of the system (8). Indeed, the size of the matrices (8)
is large and it requires a large amount of computer
memory to be implemented. On the other hand, some of
the matrices (8) are sparse and hence effective techniques
for sparse matrices can be used while implementing the
approach in practice. Undoubtedly, such techniques are
protable since the on-line computation of local
observers requires matrix inversion.
EUIO with GP: An on-line computation regarding the
approach is very simple and the main computational
burden is due to the matrix inversion required by the
observer.
Superior approach: EUIO with GP.
4.4.6. Robustness to model uncertainty
NFDFDS: Robustness to model uncertainty is realized by employing the concept of an unknown input
resulting in a number of unknown input distribution
matrices designed for different operating modes of the
system.
EUIO with GP: Similarly, robustness to model
uncertainty is realized by employing the concept of an
unknown input resulting in one disturbance distribution
matrix. Contrary to NFDFDS, the main drawback is
that the unknown input may change its behavior and
hence a single disturbance distribution matrix is not as
good as a set of such a matrices designed for different
operating modes.
Superior approach: NFDFDS.
4.4.7. Reliability of fault diagnosis in the context of the
DAMADICS benchmark
The comparison with respect to fault detection is
based on a selected set of abrupt faults that are given in
Table 6. This table presents the results of fault detection
obtained with EUIO. Whilst Tables 3 and 5 present
results of FDI obtained with NFDFDS.
For the convenience of the reader, we provide Table 7
that summarizes the results of fault detection.
NFDFDS: As can be seen in Table 7 The approach
provides reliable fault detection for a set of abrupt faults
being considered. Moreover, as can be seen in Tables
35, all the faults can be isolated as well.
EUIO with GP: Fault detection can reliably be
performed while perfect fault isolation is impossible.
This is mainly because the approach provides one
residual only that is not sufcient for fault isolation.
Superior approach: NFDFDS.
The criteria listed above provide a means for
estimating the practical applicability of NFDFDS and
EUIO. As a result of comparing the approaches with
respect to these criteria it can be said that the NFDFDS

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714

Table 7
Performance comparison regarding fault detection
Fault

F1

EUIO with GP
Small
Medium

D
D

NFDFDS
Small
Medium

DI
DI

F2

DI
DI

F7

F13

D
D

D
D

DI
DI

DI
DI

F17

DI
DI

F18

F19

D
D

D
D

DI
DI

DI
DI

Ddetectable, Iisolation possible.

has certain advantages over EUIO designed with GP.

Indeed, the EUIO is superior over NFDFDS with
respect to 4th and 5th criterion. The 4th criterion
concerns the availability of the data regarding the faultoperating mode that is required by NFDFDS while the
design of EUIO does not require such a data. On the
other hand, these data are required to perform the fault
isolation and this is the main reason (cf. criterion 7) why
EUIO is not able to provide fault isolation. This means
that NFDFDS can be designed only using data for
normal operating modes but, in this case fault isolation
is impossible. The EUIO is also superior with respect to
requirements regarding computational power for on-line
applications (cf. criterion 5). However, this superiority is
of less practical importance since modern computers can
easily tackle on-line computation regarding NFDFDS.
Further increase with respect to the efciency of on-line
computation can be achieved by applying techniques for
sparse matrices as well as in implementing a mechanism
for parallel computation regarding local observers (note
that they work independently).

5. Concluding remarks
In this paper a novel multiple-model fault detection
and isolation (FDI) scheme is presented for non-linear
dynamic systems called neuro-fuzzy and de-coupling
fault detection scheme, which is a hybrid technique
incorporating both neuro-fuzzy and model-based
methods. An application of FDI for an electro-pneumatic valve actuator in a sugar factory is presented. The
key issues of nding a suitable structure for detecting
and isolating nine realistic actuator faults are also
described.
The technique presented in Section 4 based on the
state-space model developed with genetic programming
and extended unknown input observer, was successfully
used for fault detection and particularly in determining
the faults that are detectable. Unfortunately, this
approach does not allow reliable fault isolation
therefore a realistic comparison was not possible.

Indeed, in this case, the NFDFDS is much better

choice. For fault isolation NFDFDS framework
proposes the use of data from different operating points
as shown in Tables 35.
In real applications the disturbances, noise and
modelling errors must all be taken into account.
NFDFDS employs locally optimal observers designed
according to minimum state estimation variance.
Through this approach the approximation and reasoning capabilities of neuro-fuzzy models are combined
with the de-coupling capabilities of optimal observers to
perform reliable FDI. The neuro-fuzzy model presented
here is a special form of the TS fuzzy model, which can
be used to represent the system by a fuzzy fusion of local
linear sub-models. The necessary condition for the
application of this FDI scheme is that the non-linear
system can be represented by this special form of the TS
model, which is true for many practical control loop
processes. It is shown that the powerful neuro-fuzzy
modelling techniques can be applied for identication of
non-linear dynamic systems for FDI. If all the local
models are stable and the sub-observers converge to the
local models it can be expected that the overall model is
stable and the global observer will converge, as
discussed in Section 2. This is veried by the results
obtained in Section 4.
As mentioned before computational limitations and
stability constraints are alleviated in the proposed
scheme, which makes the identication and FDI easier
and faster. This achievement can be attributed to the
fact that the global state estimation is not necessary for
FDI and hence there is no need for unnecessary global
feedbacks.
Generally speaking, the neural network and neurofuzzy based FDI approaches require large training data
sets, as the data for different fault strengths and
scenarios are usually needed. One of the advantages of
the proposed approach is that it de-couples certain subobservers from some fault directions and therefore these
faults with any magnitude are de-coupled provided they
do not change their distribution direction (with different
magnitudes). NFDFDS is expected to require much

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suggest the possibility of a number of faults. This might

be the case that the system has not operated in the
regions in which faults have any effect.

smaller data set (as the data for only one fault strength
value are sufcient). Moreover, the structure of the FDI
scheme is transparent as compared to the neural
network black box method and it can also deal with
non-linear systems in comparison to the model-based
methods.
The main drawback of using local optimal observers
is related to the restrictive assumptions concerning the
noise distribution. The noise sequences are generally
assumed to be zero-mean white noise processes with
Gaussian distribution. In practice, both deterministic
and stochastic errors are expected. In this approach it is
impossible to isolate two faults with the same distribution direction. In such cases other fault information e.g.
the frequency domain must be used to achieve isolability.
The proposed NFDFDS can be used online for
collecting the symptoms and performing fault isolation
by comparison with fault signatures. If a fault occurs,
and it happens that after some time enough symptoms
have not been collected, the proposed algorithm will

Acknowledgements
The authors acknowledge funding support under the
EC RTN contract (HPRTN-CT-2000-00110) DAMADICS. Thanks are expressed to the management and
staff of the Lublin sugar factory, Cukrownia Lublin SA,
Poland for their collaboration and provision of manpower and access to their sugar plant. Faisel Uppal
acknowledges funding support through an ORS (Overseas Research Scholarship) award, together with the
Hull Universitys Open Scholarship. The authors also
express many thanks to Assitant Professor Suzanne
Lesecq of Laboratoire dAutomatique de Grenoble,
UMR CNRS-INPG-UJF 5528 and Dr Letitia Mirea of
the University of Iasi for their important suggestions.

Appendix A
An example of a sub-model and fault distribution matrix:
2

x1k1

0:3523

7 6
6
6 x2k1 7 6 0:1016
7 6
6
76
6
6 x3k1 7 6 0:0031
5 4
4
x4k1
0:0191
2

0:4676

0:1744

0:0893 0:2229
0:1950

0:7409

0:4340 0:1960

0:1680
6
6 0:2571
6
6
6 0:0201
4
0:4542

0:7998

"

y1 k
y2 k

E1

0:7961

0:0395

0:0513

0:0007

0:6321

0:3573

0:0462

0:1663

0:2397

0:2491

0:4774 0:3039

0:5741

0:8545

0:2340

0:0394

0:1513

0:5093

0:0161

6
6 0:0050
6
6
6 0:0006
4
0:0037

0:0135
0:0882

32

0:0262

x1k

x1k

7
6
1:3618 6 x2k 7
6
7,
7
0:1438 6
4 x3k 5
x4k

0:0076

0:0175 0:0056

0:0537

0:0071

0:0689

0:0565

0:0168

0:0339

76
7
6x 7
0:1907 7
76 2k 7
76
7
6x 7
0:0332 7
54 3k 5
x4k
0:3517

0:0727

715

7
0:0125 7
7
7.
0:0468 7
5
0:0784

2
3 u1k
0:0347 6
76
6 u2k
0:2164 7
76
76
6 u3k
0:0150 7
56
6 u4k
4
0:3284
1

3
7
7
7
7
7,
7
7
7
5

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716

Pole-Zero Map

1
0.8
0.6

Imag Axis

0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
-1
-1

-0.8

-0.6

-0.4

-0.2

0
0.2
Real Axis

0.4

0.6

0.8

Fig. A.1. Pole positions of a stable linear sub-model.

It was veried that the local models obtained were

stable and as an example Fig. (A.1) shows the pole
positions of the rst sub-model.

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Further reading
Caudill, M., & Butler, C. (1992). Understanding neural networks:
Computer explorations. Massachusetts Institute of Technology.