归一化滑动窗格形滤波器──一种新的故障检测工具

The normalized sliding window covariance lattice filter ──An efficient fault detection tool

基于归一化滑动窗协方差算法导出一种新的递推最小二乘格形滤波器，并用它构造了一种新颖的故障检测器。首先，在Ｈｉｌｂｅｒｔ空间定义了信号向量和信号矩阵，描述了归一化残差向量和偏相关系数。然后，用向量空间的正交投影方法推导了ＮＳＷＣ格形滤波器算法方程，并通过对前向残差或后向残差的白色性检验，实现了实时故障检测。最后，用仿真例验证了这种故障检测方法的有效性。仿真结果表明这种故障检测器具有无需被监视系统的数学模型，计算量小、误报警率低等优点。

A new RLS lattice filter, which is based on the normalized sliding window covariance(NSWC)algorithm,is presented. And with the help of the filter, a novel fault detector is constructed. First of all, signal vector and signal matrix of Hilbert space are defined,and normalized residual vecrtors and partial correlation coefficient are described. Then,theequations of the filter algorithm are derived by use of the orthogonal projection approach invector space. By testing whiteness of the forward or backward prediction error, real timefault detection is carried out. Finally, simulation example is given to justify the effectivenessof this fault detection methodology. Simulation results show the fault detctor has many advantages such as the monitored system mathmatical model unnecessary, less computationand lower probability of wrongly alarming.