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Punčochář Ivo and Šimandl Miroslav : Active fault detection and dual control in multiple model framework . IFAC Proceedings Volumes (IFAC-PapersOnline), vol. 17, p. 7227-7232, International Federation of Automatic Control, [s.l.], 2008.

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The paper deals with active fault detection and dual control in the multiple model framework. A monitored and controlled system is described by a discrete-time linear stochastic model at each step of a finite time horizon. The model belongs to an a priori given set of models, and known transient probabilities describe switching between the models. The goal is to design an active detector and controller that processes all available information and generates decisions and inputs. The decisions inform whether a fault has occurred in the system, and the inputs should simultaneously control and excite the system. It is shown that both active fault detection and dual control can be solved using the Bellman principle of optimality, and a corresponding backward recursive equation is derived. The approximative solution of the backward recursive equation is discussed, and an algorithm based on an application of rolling horizon and nonlinear filtering techniques is presented.

Detail of publication

Title: Active fault detection and dual control in multiple model framework
Author: Punčochář Ivo ; Šimandl Miroslav
Language: English
Year: 2008
Type of publication: Papers in journals
Title of journal or book: IFAC Proceedings Volumes (IFAC-PapersOnline)
Číslo vydání: 17
Page: 7227 - 7232
ISSN: 1474-6670
Publisher: International Federation of Automatic Control
Address: [s.l.]
2011-03-15 16:21:32 / 2011-03-15 16:21:32 / 1


stochastic systems, active fault detection, dual control, optimal experiment design


 author = {Pun\v{c}och\'{a}\v{r} Ivo and \v{S}imandl Miroslav},
 title = {Active fault detection and dual control in multiple model framework},
 year = {2008},
 publisher = {International Federation of Automatic Control},
 journal = {IFAC Proceedings Volumes (IFAC-PapersOnline)},
 address = {[s.l.]},
 volume = {17},
 pages = {7227-7232},
 ISSN = {1474-6670},
 note = {DOI: 10.3182/20080706-5-KR-1001.2354
ALEPH ISBN 978-3-902661-00-5},
 url = {},