Approximate Bayesian State Estimation for Active Fault Diagnosis of Large-Scale Systems

Active fault diagnosis (AFD) of stochastic large-scale systems in multiple model framework involves two stages: offline and online. In the offline stage, an excitation input generator is designed based on a Bellman function. In the online stage, the generator is utilized together with an estimator of the model indices. A similar estimator is used in the offline stage for the Bellman function calculation using the value iteration technique. However, due to the high dimensions of information states of the associated perfect state information problem, the estimator in the offline stage must involve approximations. The paper provides the relations for the estimate calculation using the Bayesian recursive relations, proposes four algorithms, and studies effects of such approximations on the AFD decisions. In particular, the quality of the model index estimates is analyzed using a power network model.