The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that generates decisions and inputs improving the quality of detection is formulated as a dynamic optimization problem. As the optimal solution obtained by dynamic programming requires solving the Bellman functional equation, approximate techniques are employed to obtain a suboptimal active fault detector.
@article{bwmeta1.element.bwnjournal-article-amcv24i4p795bwm,
author = {Ivo Pun\v coch\'a\v r and Miroslav \v Simandl},
title = {On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems},
journal = {International Journal of Applied Mathematics and Computer Science},
volume = {24},
year = {2014},
pages = {795-807},
zbl = {1309.93148},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv24i4p795bwm}
}
Ivo Punčochář; Miroslav Šimandl. On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems. International Journal of Applied Mathematics and Computer Science, Tome 24 (2014) pp. 795-807. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv24i4p795bwm/
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