Title
Monte Carlo simulation for model-based fault diagnosis in dynamic systems
Abstract
Fault diagnosis requires the accurate estimation of the dynamic state of the system in real time. This can be pursued starting from a model of the system dynamics and on measurements related to the state of the system. In real applications, the nonlinearity of the model and non-Gaussianity of the noise typically affecting the measurement challenge the classical approximate approaches, e.g. the extended-Kalman, Gaussian-sum and grid-based filters, which often turn out to be inaccurate and/or too computationally expensive for real-time applications. On the contrary, Monte Carlo estimation methods, also called particle filters, can be very effective. Based on sequential importance sampling and on a Bayesian formulation of the estimation problem, these methods recursively approximate the relevant probability distributions of the system state by random measures composed of particles (sampled values of the unknown state variables) and associated weights.
Year
DOI
Venue
2009
10.1016/j.ress.2008.02.013
Reliability Engineering & System Safety
Keywords
DocType
Volume
Monte Carlo,Particle filtering,Fault diagnosis,Dynamic systems,Tank control system
Journal
94
Issue
ISSN
Citations 
2
0951-8320
7
PageRank 
References 
Authors
0.79
3
2
Name
Order
Citations
PageRank
Marzio Marseguerra139056.65
Enrico Zio274257.86