Biblio

This paper presents a solution to a multiple-model based stochastic active fault diagnosis problem over the infinite-time horizon. A general additive detection cost criterion is considered to reflect the objectives. Since the system state is unknown, the design consists of a perfect state information reformulation and optimization problem solution by approximate dynamic programming. An adaptive particle filter state estimation algorithm based on the efficient sample size is proposed to maintain the estimate quality while reducing computational costs. A reduction of information statistics of the state is carried out using non-resampled particles to make the solution feasible. Simulation results illustrate the effectiveness of the proposed design.