LAUSR

In this article, an integrated design diagram for a stable kernel representation (SKR)-based data-driven fault detection (FD) system and performance criteria is proposed for stochastic dynamic systems in the probabilistic sense. A new distributionally robust FD system is developed using input and output data in the absence of a system model and perfect probability distributions for noises and random faults. To be specific, an SKR-based data-driven primary residual generator is first constructed. By introducing the so-called mean-covariance based ambiguity sets, families of probability distributions of the primary residual in fault-free and the concerned multiple faulty cases are characterized. The FD system design is then formulated as a distributionally robust optimization problem in the sense of minimizing the missed detection rate (MDR) with a predefined upper bound of false alarm rate (FAR). With the aid of worst-case conditional value-at-risk, a matrix-valued distribution independent solution to the targeting FD problem is derived without posing specific distribution assumptions. The developed FD system is, thus, robust against the distributional uncertainties of noises and random faults. Simultaneously, a tighter upper bound of MDR for an identical FAR criterion is achieved in comparison with the vector-valued distributionally robust FD method. An experimental study on a laboratory setup of a three-tank system shows the applicability of the proposed method.