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Cap 2

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Wylliam Gongora
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© © All Rights Reserved
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Qualitative Fault Detection and Hazard Analysis Based on

Signed Directed Graphs for Large-Scale Complex Systems 15

x3

Qualitative Fault Detection and Hazard


Analysis Based on Signed Directed
Graphs for Large-Scale Complex Systems
Fan Yang1,2, Deyun Xiao1 and Sirish L. Shah2
1 Tsinghua University
2 University of Alberta
1 China
2 Canada

1. Introduction
Nowadays in modern industries, the scale and complexity of process systems are increased
continuously. These systems are subject to low productivity, system faults or even hazards
because of various conditions such as mis-operation, equipment quality change, external
disturbance, and control system failure. In these systems, many elements are interacted, so a
local fault can be propagated and probably spread to a wide range. Thus it is of great
importance to find the possible root causes and consequences according to the current
symptom promptly. Compared with the classic fault detection for local systems, the fault
detection for large-scale complex systems concerns more about the fault propagation in the
overall systems. And this demand is much close to hazard analysis for the system risks,
which is a kind of qualitative analysis in most cases prior to quantitative analysis.
The signed directed graph (SDG) model is a kind of qualitative graphical models to describe
the process variables and their cause-effect relations in continuous systems, denoting the
process variables as nodes while causal relations as directed arcs. The signs of nodes and arc
correspond to variable deviations and causal directions individually. The SDG obtained by
flowsheets, empirical knowledge and mathematical models is an expression of deep
knowledge. Based on the graph search, fault propagation paths can be obtained and thus
certainly be helpful for the analysis of root causes and sequences (Yang & Xiao, 2005a). And
with development of the computer-aided technology, graph theory has been implemented
successfully by some graph editors, some of which, like Graphviz (2009), can transform text
description into graphs easily. Hence the SDG technology can be easily combined with the
other design, analysis and management tools.
The SDG definition and its application in fault diagnosis were firstly presented by Iri et al.
(1979). Ever since then, many scholars have contributed to this area, including modeling,
inference, software development and applications. Many efforts have been particularly
made to implement the methods and to overcome the disadvantages, such as spurious
solutions. Here we recognize some representatives among them. Kramer & Palowitch (1987)

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16 Fault Detection

used rules to describe SDG arcs, which shows that expert systems can be employed as a tool
in this problem. Oyeleye & Kramer (1988) took into account the qualitative simulation for
the SDG inference. Shiozaki et al. (1989) improved the SDG model by adding fault revealing
time. Yu et al. (Chang & Yu, 1990; Yu & Lee, 1991) introduced fuzzy information for arc
signs to describe the steady state gains. Maurya et al. (2003a, 2003b, 2006) described the
modeling method based on differential equations (DEs) and algebraic equations (AEs),
analyzed the initial and final responses based on SDGs, and studied the description and
analysis of control loops. SDG method has been combined with other data-driven methods
to improve the diagnosis accuracy (Vedam & Venkatasubramanian, 1999; Lee et al., 2006).
At first, the inference is based on single fault assumption, but multiple fault cases attract
more and more attention (Vedam & Venkatasubramanian, 1997; Zhang et al. 2005; Chen &
Chang, 2007). Up to now, SDG method has been implemented in some software tools
(Mylaraswamy & Venkatasubramanian, 1997; McCoy et al. 1999; Zhang et al., 2005) and
applied in various industrial systems.
Aiming at SDG applications in the area of fault detection and hazard analysis, the problems
of description and inference are most important. As the system extends, the time
consumption of graph search is heavy, so the single-level SDG model should be transformed
into hierarchical model to improve the search efficiency. The root cause can be searched in
this model level by level according to the initial response of the system. In control systems
and many other cases, cycles exist in the graph, resulting in the truncation or misleading to
the search. Thus the theoretic fundamentals and dynamic features of SDGs should be
studied. We have analyzed the fault propagation principles by operations of corresponding
qualitative matrices and obtained some typical rules of control systems.
Moreover, fault detection is performed based on sensor readings, thus the sensor location
strategy affects the performance of fault detection. Due to the economical or technical
limitations, the number of sensors should be limited while meeting the demands of fault
detection. This can be considered in the SDG framework. We analyze main criteria such as
detectability, identifiability and reliability in the framework of SDGs and presented
algorithms, in order to guarantee that the faults can be detected and identified, and to
optimize the fault detection ability.
This chapter is organized as follows: first, the SDG description is reviewed and hierarchical
model is indicated; then the fault propagation rules and inference approaches are
summarized to lead to the successful application of fault detection and hazard analysis;
some considerations about sensor location are introduced next; finally a generator set
process in a power plant is modeled and analyzed to illustrate the proposed model and
method.

2. Model Description of Signed Directed Graph


2.1 Basic Form of SDG Model
SDGs are established by representing the process variables as graph nodes and representing
causal relations as directed arcs. An arc from node A to node B implies that the deviation of
A may cause the deviation of B. For convenience, “+”, “-” or “0” is assigned to the nodes in
comparison with normal operating value thresholds to denote higher than, lower than or
within the normal region respectively. Positive or negative influence between nodes is

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 17

distinguished by the sign “+” (promotion) or “-” (suppression), assigned to the arc (Iri et al.,
1979). The definition is as follows:
Definition 1: An SDG model  is the composite (G, ) of (1) a digraph G which is the
quadruple ( N , A,   ,   ) of (a) a set of nodes N  {v1 , v2 ,, vn } , (b) a set of arcs
A  {a1 , a2 , , am } , (c) a couple of incidence relations   : A  N and   : A  N which make
each arc correspond to its initial node  ak and its terminal node  ak , respectively; and (2)
a function  : A  {, } , where  (ak ) (ak  A) is called the sign of arc ak .
Usually we use aij to denote the arc from vi to vj.
Definition 2: A pattern on the SDG model   (G , ) is a function  : N  {,0, } .  (v)
(v  N ) is called the sign of node v , i.e.
 (v)  0 for xv  xv   v
 (v)   for xv  xv   v
 (v)   for xv  xv   v
where xv is the measurement of the variable v , xv is the normal value, and  v is the
threshold.
Definition 3: Given a pattern  on a SDG model   (G, ) , an arc a is said to be consistent
(with  ) if  (  a ) (a ) (  a )   . A path, which is consisted of arcs a1 , a2 ,, ak linked
successively, is said to be consistent (with  ) if  (  a1 ) ( a1 ) (ak ) (  ak )   .

2.2 Modeling Methods of SDGs

2.2.1 SDG modeling by mathematical equations


In general, SDGs can be obtained either from operational data and process knowledge, or
mathematical models. If we have the differential algebraic equations (DAEs), then we can
derive the structure and signs of the graph by specific methods (Maurya, 2003a).
A typical dynamic system can be expressed as a set of DEs

 f i  x1 ,, xn 
dxi
(1)
dt

where x1 , , xn are state variables. By Taylor expansion near normal state, we get

 f i  x10 , , xn0    i x  x 0j 
dxi n
f
j 1 x j
j (2)
dt
x10 ,, xn0

where x10 ,, xn0 are normal states. Eq. (2) can be written as the following matrix form

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18 Fault Detection

 f1 f1 
 x1   f1  x1 ,, xn    x1
 
xn   x1  x10 

0 0

d   
         
 xn   f n  x1 ,, xn    f n  f n 
   
 (3)
 0
 xn  xn 
dt 0 0

 x1 xn  x0 ,, x0


1 n

The Jacobian matrix

 f1 f1 
 x  x 
 1 n

J    
 
(4)
 f n  f n 
 x1 xn 

can be described by an SDG whose signs of arcs are defined as

 f 
sgn  x j  xi   sgn  i 
 x j 
(5)
 x10 ,, xn0 

if the nodes correspond to the state variables. Thus the SDG actually describes the direct
influences or sensitivities between state variables.
In practical problems, the systems often have the following form as DEs:

an  d n x dt n     a2  d 2 x dt 2   a1  dx dt   a0 x  e (6)

where x is the state and e is the disturbance. When n  1 , it is a first-order system:

 d dt  x    a0 a1  x  1 a1  e (7)

The step response is shown as Fig. 1(a). An arc is constructed from the node e to x with a
sign sgn[1/a1] and a self-cycle on the node x with a sign -sgn[a0/a1]. For high-order systems,
simplification can be made because the corresponding DE includes different order
derivatives of the same variable, which can be avoided for the explicit physical meaning of
the model. They can be approximated as first-order systems with delays:

 d dt  x(t   )    a0 ' a1 ' x(t )  1 a1 ' e(t ) (8)

where  is the equivalent pure delay. Its step response is shown as Fig. 1(b). The method of
constructing SDGs is the same as the former one, and the delay can be embodied in dynamic
SDGs (Yang & Xiao, 2006a).

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 19

x x

0

0 t t
(a) (b)
Fig. 1. Step response of different systems. (a) First-order system, (b) High-order system

Algebraic equations are usually included in the mathematical models as constraints which
can also be transformed into SDGs (Maurya et al., 2003a) although they are noncausal in
nature. Because there may be multiple perfect matchings between equations and variables,
the corresponding SDGs may not be unique. Some treatment should be made to screen the
unsteady or spurious SDGs (Oyeleye & Kramer, 1988; Maurya et al., 2003a).
For example, a tank system is shown as Fig. 2(a) where L is the level in the tank, R is
resistance in the outlet pipe (can be manipulated by a valve), F1 and F2 are inlet and outlet
flowrates respectively. The system is described as following DAEs:


F2  L (9)
R
L  F1  F2
d
A (10)
dt

where A is the cross sectional area of the tank, and  is a constant. By the above method,
the SDG is set up as Fig. 2(b).

F1
F1 L F2 R
R
L F2

(a) (b)
Fig. 2. Tank system and its SDG. (a) Schematic, (b) SDG

2.2.2 SDG modeling by qualitative process knowledge


In more cases, the SDG is established by qualitative process knowledge and experience. Fig.
3(a) shows a tank with one inlet and two outlets with control. The arcs from F2 to V2 and L to
V3 in Fig. 3(b) describe the flowrate control and level control respectively. Each control loop
can be expressed by a negative cycle in SDG because of the negative feedback action. This
qualitative SDG can be obtained directly from process knowledge and does need the exact
mathematical equations. Sometimes the qualitative simulation and sensitivity experiments
may also help. The SDGs obtained by this method often include indirect causalities besides
direct ones, so the graph should be simplified and transformed so that all the arcs stand for
direct causalities. Some rules are summarized by Yang & Xiao (2005b).

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20 Fault Detection

V1 V1
FIC LIC
F1 F1
F2 F3
L
V2 V3 V2 F2 L F3 V3
(a) (b)
Fig. 3. Schematic and SDG of tank system with controlled flowrates. (a) Schematic, (b) SDG

Besides, P&ID diagrams and other flowsheets are very important topological process
knowledge expression that can be standardized in XML (extensible markup language)
format. It has been implemented in some commercial software products such as SmartPlant
P&ID from Intergraph. The topology or connectivity obtained here includes both material
flow and information flow, which are needed for SDG modeling. Although the granularity
is entity-based, which is not enough for the variable-based SDG modeling, this kind of
topological information is the fundamental of SDG and can be used as references as well
(Thambirajah et al., 2009).
The SDG set up by the above methods can be validated by process data. For example,
correlation is a necessary condition of causality, so the cross-correlation between every two
measured variables can be used to validate the arcs in SDGs, and the directions can also be
obtained by shifting the time series to find the maximal cross-correlation. Alternatively,
probabilistic measure such as transfer entropy can be used to obtain the causality and
directionality (Bauer et al., 2007).
In summary, the main steps of SDG modeling are: (1) Collect process knowledge, especially
P&ID diagram and equations. (2) Set up the material flow diagraph by connectivity
information between entities. (3) Choose the key variables and give them signs according to
the process knowledge. (4) Add control arcs on the diagraph to constitute the SDG skeleton.
(5) Add other variables and arcs to form the entire SDG. (6) Simplify and verify the SDG by
graph theory. (7) Validate the SDG with process data and sensitivity experiments.

2.3 Hierarchical SDG Description of Large-Scale Complex Systems


Based on the decomposition-aggregation approach, a single-level SDG model can be
transformed into a hierarchical model (Gentil & Montmain, 2004; Preisig, 2009). With this
model, it is clear and easy to understand the system inherently. As such, the fault analysis
method should also be modified from a centralized one to a distributed one.
The whole SDG model can be classified into 3 levels. If the scale of the whole system is too
large, then more levels can be established, but 3-level model is enough for most cases. So we
take it as a typical pyramid structure. The top level is called system level, where the system
is divided into several sub-systems. Sometimes a large-scale system may include several
independent sub-systems which can be dealt with separately. Also, in many cases, several
components are operated in sequence or in parallel, with no recycle or other kind of
interactions existed across the different components, then these components can also be
regarded as sub-systems. Of course, if the SDG of the whole system is connected and cannot
be separated, then it composes the only sub-system itself.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 21

In the middle level, each control system is regarded as a super-node and the relations
between control systems are expressed by arcs among controlled variables and a few
important manipulated variables or other variables. The signs of arcs are determined
according to the propagation rules to assure the consistency of the paths. The variables in
some control loop and not appeared in other part of the system are usually invisible here.
The SDG in this level is the backbone of the system which shows the main connectivity in
the system flowsheet.
The bottom-level SDGs are the SDG units of all the control systems. The description is the
most detailed qualitative expression because it shows the causalities between variables.
Since most of the control systems are based on feedback actions, each SDG in this level
usually contains at least a loop with various bias nodes attached on them.

2.4 Matrix Explanation of SDG Model


In this section, we look at the SDG model from another viewpoint. An SDG can be also
described as an adjacency matrix X with the element 1/0 denoting the direct adjacency and
direction between two variables. Actually it is the transpose of Jaccobian matrix in Eq. (4)
with unsigned elements. By matrix computations, reachability matrix R can be obtained
from X, which shows the directed reachability from one variable to another, in which the
element 1 means there are at least a path in the corresponding SDG (Jiang et al., 2008). It can
be observed that the computation is just another form of graph traversal.
By simultaneous permutation of row and column (with variable order changed), X can be
block triangulated as follows:

 A11 A1m 
 0 A2 m 
A12 

X '  TXT T  
A22 
   
(11)
 
 
 0 0  Amm 

Each block in the diagonal denotes a sub-system with a partial order meaning that the sub-
system with larger number can not reach the one with smaller number. It can also be
explained by the reachability matrix which is definitely also block triangulated with the
same order as:

 B11 B12  B1m 


 0 B22  B2 m 
R   X'  X' 2    X' n  
   
#
(12)
 
 
 0 0  Bmm 

where the sign # is the Boolean equivalent (Mah, 1989). If the intersection block Bij is a zero
matrix, then the corresponding two sub-systems are independent (no arcs between them),
otherwise they are in sequence. Thus we explain the decomposition between the top and
middle level.
When we look at the relationship among control systems, we take a control loop as a super-
node and add an arc from node i to node j, if the controller output of controller i can directly

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22 Fault Detection

affect the controlled variable of controller j without going through controller output of any
other nodes. This SDG as a part of the middle-level SDG is also named as control loop
diagraph (Jiang, 2008).
For a feedback control system, there exists a loop in the corresponding SDG. Thus according
to the controllability concept, all the variables within the loop are strongly connected, which
can be found in the reachability matrix as a block with all the elements are ones.
Let us look at the tank example as Fig. 3 and get the adjacency matrix and reachability
matrix by Eq. (12) as follows, both of which are block triangulated.

0 0 0 1
0 1  0 1
1 0 0 0 0 1 0 0 1 1
 0 0 0 0 0  0 0 0 1 1
0 0 0 1
   
0 0 1 0 0 0 1 1 1 1
X  0 0 1 0 0 0 1  , R  0 0 1 1 1 1 1 (13)
0 0 0 1
   
0 0 0 0 1 0 0 0 1 1
0 0 0 0 0 0 1 0 0 0 0 1 1 1
0 0  0 1
 0 0 0 1 0  0 0 0 1 1

where the variable order is V1, F1, V2, F2, V3, F3, L. They are divided into 3 groups: inlet (V1
and F1), one outlet with flowrate control (V2 and F2) and another outlet with level control
(V3, F3 and L). The elements of R22 and R33 are all ones because they are control loops, and
the elements of R23 are ones showing the flowrate controller influences the level controller.
Hence the control loop diagraph is consisted of two nodes corresponding to the two
controllers and an arc corresponding to the influence between them. Moreover, if the
variable order is changed to put V1 and V2 meaning the two controller outputs at the last,
the corresponding block is just the adjacency matrix of the control loop diagraph. This is a
useful property that links the concepts of SDG, control loop digraph and the matrices.
Matrix explanation helps us understand the SDG concept and its potential in applications. In
fact, some results, such as propagation rules, are derived from matrix description.

3. Inference Approaches Based on SDGs


3.1 Fault Propagation Rules
Based on the SDG description, the fault propagation can be described qualitatively. There
are two basic principles:
Proposition 1: The fault is propagated along the consistent paths.
Proposition 2: The node signs are determined by nodal balance, i.e. the sign on each node
must be equal to the net influence on the node:

 (v j )    (aij )  (vi ) (14)


i

where the qualitative operation rules are as Table 1. Due to the loss of quantitative
information, some signs can not be determined shown as ‘?’ in the table, which causes the
uncertainty in the solutions.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 23

No. sgn[x] sgn[y] sgn[x]+sgn[y] sgn[x]·sgn[y]


1 0 sgn[y] sgn[y] 0
2 ± sgn[x] sgn[x] +
3 ± -sgn[x] ? -
Table 1. Qualitative operation rules

The logic on a node in SDGs is OR in nature because any input deviation can result in the
node sign. In some cases, however, there are other types of logics, for example, the logic is
AND, XOR or high/low-selective, or arcs or nodes are conditional, some necessary logic
nodes should be added to the SDG (Yang & Xiao, 2007).
Proposition 1 can be easily understood. By testing the consistency one can find the fault
propagation paths based on the measurements, which form a sub-graph of the original SDG,
called cause-effect graph (Iri et al., 1979). On the other hand, one can predict the next step
response based on the measured and assumed variables.
Proposition 2, however, may have some limitations because it is only suitable for the
dynamic trends near the initial state. When a fault occurs, the response of variables can be
divided into three stages – initial, intermediate, and final responses. In large-scale complex
systems, the intermediate response is very complex, but in most cases, we concentrate only
on the initial and final stages. For stable systems with fixed input, the final response is a
steady state. Thus the input and exogenous disturbances are assumed as step functions to
show abrupt changes.
Initial response is the first response just after the exogenous input changes. In dynamic
systems expressed by DAEs, initial response is the nonzero response of system variables
predicted by propagation through all the shortest paths in the corresponding SDG if we
define the length of arcs in AE and DE portion by 0 and 1 respectively (Maurya, 2003a). Final
response is the steady states of variables obtained after the dynamic period ends. It can be
solved simply by setting the derivatives as zeros in DE portion of DAE. For the obtained
AEs, the final response can be predicted by propagation through all the directed (acyclic)
paths in the corresponding SDG. However, there may exist more than one perfect matching
between equations and variables, thus there may exist more than one SDG corresponding to
the AEs. If there is only one perfect matching, the above method is correct; otherwise, the
result may be wrong because the results based on different perfect matchings are
inconsistent. There is an exception, however, if an SDG corresponding to a perfect matching
contains only negative cycles, then any perfect matching (for which the SDG contains only
negative cycles) can be chosen and the final response can be decided using the above
method (Maurya, 2003a).

3.2 Control Action Influences on Fault Propagation

3.2.1 SDG description and fault propagation analysis of single control loop
Control actions should be considered particularly because they are forced actions that are
different from process property itself and they may cause the truncation or misleading of
fault propagation. We discuss this problem using the general methods and obtain some
special results (Maurya, 2003b, 2006).
In the bottom level, SDG models are established for all kinds of control systems among
which the most common and basic one is single PID loop shown as Fig. 4. The deviation e of

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24 Fault Detection

the set point r and the measurement xm of the controlled variable x, is inputted into the
controller whose output u goes to the actuator and thus effects the controlled plant through
the manipulated variable q. Hence they compose a closed loop. Because the controlled
variable may be affected by some disturbances or be coupled with other system variables,
the exogenous plant and variable xj are also added. Assume that controlled plant and the
controller are both linear amplifiers, i.e. proportion elements, with the positive gain k and kv
respectively. The control law of PID controller is:

u  uP  uI  uD

uP  kce
 d dt  uI  kc e  I
 (15)
u  k    de dt 
 D c D

where, kP is the positive proportion parameter,  I and  D are integral and differential time
constant respectively.

xj Exogenous
Plant
ub
+ + qb +
r e + u + q + x
Controller Controlled
Actuator Plant
+
– kc xmb + kv k
xm + Sensor
Fig. 4. Block diagram of a feedback control loop

According to the control law, the DAEs of the system are as follows:

xm  x  xmb (16)
e  r  xm (17)
u P  kc e
 d dt  uI  kce  I
(18)
(19)
uD  kc D  de dt (20)
u  u P  u I  uD  ub (21)
q  k v u  qb (22)
x  kq  a j x j (23)

where subscript ‘b’ denotes bias. There are two perfect matchings between the equations
and variables in AE portion, shown as Table 2, whose corresponding SDGs are shown as
Fig. 5, in which the nodes with shadow are deviation nodes, arrows with solid and dotted
lines denote signs “+” and “-” respectively. It is noted that the node de dt is an individual

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 25

node with special function, although it is the derivative of e. In applications, we generally


assume that all changes on nodes are step functions, because the SDGs are only used to
analyze the qualitative trends. Hence de dt can be also replaced by e , but its effect is
limited in initial response. Here the effect of de dt on uD is the same as the effect of e on
uP , but with shorter duration.

Matched variables in Matched variables in


Equations
perfect matching No. 1 perfect matching No. 2
(16) xm x
(17) e xm
(18) uP e
(20) uD uD
(21) u uP
(22) q u
(23) x q
Table 2. Perfect matchings between the AEs and variables

xj xj
qb q qb q x
x
u u
ub up ub up xm xmb
xmb
xm
uI uI
de/dt uD de/dt uD
0 e r 0 e r
(a) (b)
Fig. 5. Two SDGs of the PID control loop. (a) Case 1 (corrected), (b) Case 2 (spurious)

Eq. (23) describes the controlled plant, thus the arc direction should be from q to x according
to the physical meaning, which shows the cause-effect relationship, so the case of Fig. 5(b) is
removed. Moreover, if the plant shows some dynamic characteristic, for example, the left-
hand of the equation is dx dt , then the equation becomes a DE, hence there is only one
perfect matching, and the case of Fig. 5(b) does not exist any more. Using Fig. 5(a), the initial
response can be analyzed, for example, if the set point r increases, e, uP, u, q, x and xm will
become “+” immediately, and uI will become “+” gradually because the arc from e to uI is a
DE arc. This propagation path r→e→uP→u→q→x→xm is consistent with the actual
information transfer relations. Thus when we only consider the initial response of the
system, the SDG of this control loop is obtained by transforming the blocks and links in
block diagram into nodes and arcs while keeping the direction. However, in this example,
no matter whether the case of Fig. 5(b) is reasonable, the analysis results of initial response
by the two SDGs are the same because there are no positive cycles within them. We
summarize the following rule:

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26 Fault Detection

Rule 1: The fault propagation path of the initial response in a control loop is the longest
acyclic path starting from the fault origin in the path “set point → error → manipulated
variable → controlled variable → measurement value → error”, which is consistent with the
information flow in the block diagram.
Final response is easier. The left-hand side of Eq. (19) is zero, so e  0 in the steady state,
which can be obtained from the concept. Hence uP and uD are both zeros. The above DAEs
can be transformed into:

xm  x  xmb (24)
xm  r (25)
u  u I  ub (26)
q  k v u  qb (27)
x  kq  a j x j (28)

Now the perfect matching is exclusive and the corresponding SDG is shown as Fig. 6 that is
the simplification of Fig. 5(b). There are two fault propagation paths: r→xm→x→q and
xj→q→u→uI. If the set point r increases, then xm, x, q, u and uI will all increase in the steady
state as long as the control action is effective. However, if only xmb increases, then xm will
not be affected, but x will increase, that is the action of the control loop. We find that the Fig.
5(b) also makes sense for it reflects the information transfer relation in steady state. From the
viewpoint of physical meaning, when control loop operates, the controlled variable is
determined by the set point, and the controller looks like an amplifier with infinite gain,
whose input equals to zero and whose output is determined by the demands. This logical
transfer relation is opposite to the actual information relation.
xj
qb q x

u xm xmb

ub uI r
Fig. 6. Steady-state SDG of a PID control loop

Because the D action is only effective in the initial period, the fault propagation path of PI
control is the same as the above one. Because of I action, some variables show compensatory
response, for example, the response of xm due to xmb is limited in the initial stage. If there is
only P action, then e is not zero in the steady state, thus uI and related arcs in Fig. 5(a) are
deleted, and both the initial response and steady-state response can be analyzed with this
graph.
The rule of fault propagation analysis in steady state can be summarized as follows:

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 27

Rule 2: The fault propagation path of the steady-state response in a control loop is the path
“set point → measurement value → controlled variable → manipulated variable” and
“exogenous variable → manipulated variable”.
When control loop operates, the above analysis shows the fault propagation principles due
to the output deviation of sensor, controller, actuator and other exogenous variables. When
control loop does not operate, there are two cases: (1) structural faults, e.g. the failure of
sensor, controller or actuator causes the break of some arcs and the control loop becomes
open, (2) excessive deviation causes the controller saturation, leading to the I action cannot
eliminate the residual and let e  0 , which is similar with the P action case.

3.2.2 SDG description and fault propagation analysis of various control systems
Based on the above analysis of PID control loop, other control loops can be modeled as
SDGs by the extension, combination, or transformation of the above SDG. Fault nodes are
added according to the actual demands. Based on these models, fault propagation can also
be shown explicitly.
Feedforward control is a supplement of feedback control. It is very familiar in actual cases,
but it is easy to be treated according to the foregoing methods because it composes paths but
not cycles, not leading to multiple perfect matchings.
Split-range control means the different control strategies are adopted in different value
intervals. Here the sign of the arcs or even the graph structure may change with the variable
values, which is realized by several controllers in parallel connection. This case is very hard
for SDG to deal with. We have to do some judgments as making inference, and modify the
structure or use conditional arcs to cover all the cases (Shiozaki et al., 1989).
Cascade control can be regarded as the extension of single loop case. It can be solved
directly by AEs, or by the combination of two single loops. For example, the cascade control
system in Fig. 7 has the steady-state SDG as shown in Fig. 8, where the controlled variable of
the outer loop u1 is the set point of the inner loop r2.
xj2 Exogenous Exogenous
Plant No.2 xj1 Plant No 1
ub1 ub2 qb2
e1 q2
r1 Controller e2 Controller u2 Controlled Controlled x1
Actuator
No.1 No.2 Plant No.2 Plant No.1
- - kc2
kc1 kv2 k2 q1=x2 k1
u1=r2 xm2 xmb2
Sensor No.2
xmb1
xm1
Sensor No.1

Fig. 7. Block diagram of a cascade control system

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28 Fault Detection

xj2 xj1

q2 x2=q x1
qb2
xmb2
u2 xm2
xm1
u1=r xmb1
ub2 ub1
uI2 r1
uI1
Fig. 8. Steady-state SDG of a cascade control system

Similar control methods are ratio control, averaging control, etc. Fig. 9 is a dual-element
averaging control system whose objective is to balance two variables – level and flow, the
block diagram of which is shown as Fig. 10. Px=PL –PF +PS +c, where Px is the pressure signal
of the adder output, PL is the level measurement signal, PF is the flow measurement signal,
PS is a tunable signal of the adder. In the simplest case, flow process and its measurement
are both positive linear elements, and the level process is a negative linear element, so the
steady-state SDG is shown as Fig. 11. Although there are several perfect matchings, SDG has
only a negative cycle, thus we can analyze the fault propagation principle through the
directed paths.

F2
FC

F1

Fig. 9. A dual-element averaging control system

Thus we conclude:
Rule 3: The fault propagation path in a control system in steady state can be combined from
the ones of single-loop by combining the same nodes and adding arcs by transforming AEs.
In an industrial system, control systems play a special but important role. They compose
information flow cycles in initial response but result in different flow in steady state
response. Fig. 12 shows a system with a control loop. According to the above rules, the bias
in x1 propagates along the forward path (blue) in initial response while against the feedback
path in steady state response.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 29

F1 F2
r e +
u q F Level L
+ Flow
Controller Valve Process Process
+

Ps Measurement
Px PF
Adder
PL Measurement
Fig. 10. Block diagram of a dual-element averaging control system

F2
q F
L
u
Px
F1
uI r
Fig. 11. Steady-state SDG of a dual-element averaging control system

The bias in x2 propagates along two paths until x3 and x4 in initial response, while PV and
x4 restore to normal in the steady state because the steady state SDG changes the structure
and directionality of the graph and thus PV becomes a compensatory variable.

Initial response
Steady stae response
x1 x2 x2
x1

SP CV MV PV SP CV MV PV

x3 x4 x3 x4
(a) (b)
Fig. 13. Control system’s effect on fault propagation in a system. (a) Bias in x1, (b) Bias in x2

3.2.3 Example
In a boiler system, the three-element control of the boiler water level is widely used, in
which the main controlled variable is water level. If we take steam flow and inlet flow into
account, the control system is a feedforward-cascade system, as shown in Fig. 13. In the
initial stage of the disturbance, the SDG is shown as Fig. 14(a), which can be derived by
original DAEs. Certainly the initial fault influence follows this SDG. The control action,

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30 Fault Detection

however, is enrolled and some deviations are restored to the normal region after a complex
intermediate process. If the control action is successful, the fault may be blocked in the
control loop and does not spread any more. But for some kinds of faults, the situation is
different, because the control action makes the fault propagation path change. According to
the method in the foregoing sections, we can construct the backbone (ignoring the bias
nodes) of the steady-state SDG model as Fig. 14(b) which is quite different from Fig. 14(a).
Similar with Fig. 9, other fault nodes can be added to Fig. 14(b) and thus we can find the
steady-state fault propagation paths.

D
Sensor
ID
Hr W H
Controller Actuator Steam
I* Drum
- -
IW
Sensor
IH
Sensor
Fig. 13. Three-element control system

D
qW W=D H
Hr I* uW qW W H

IW IW IH
u

IH I* Hr
(a) (b)
Fig. 14. SDGs of the three-element control system. (a) Initial response, (b) Steady state

3.3 Inference Approaches


In safety area, fault diagnosis and hazard assessment, especially hazard and operability
analysis (HAZOP) are two different tasks. The former is to correctly find and identify the
fault origin that is the cause leading to the symptom when fault occurs. It is based on
measurements and is real-timed. While the latter, hazard assessment is to an off-line
analysis whose purpose is to find the possible hazards due to all various causes. For this
reason, we assume a series of departure nodes as fault origins, then analyze the possible
consequences that are all the triggered departure nodes. Both fault diagnosis and hazard
assessment need the interior mechanism of the system to express how the faults propagate.
Thus the SDG model can be employed.

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Qualitative Fault Detection and Hazard Analysis Based on
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3.3.1 Graph traversal approach


The most common algorithm for searching the fault origin is depth-first traversal on the
graph (Iri et al., 1979), which is a kind of efficient fault inference for both the single and
multiple fault origin cases (Zhang et al., 2005). Its theoretical basis is nodal balance in Eq.
(14). A depth-first traversal algorithm constructs a path by moving each time to an adjacent
node until no further arcs can be found that have not yet been visited, the implementation of
which is a recursive procedure.
For HAZOP purpose, forward traversal is applied from the assumed origin to predict all the
variables based on consistency, which is deductive reasoning (Venkatasubramanian et al.,
2000; Yang & Xiao, 2006b). For the fault detection purpose, backward traversal is applied
within the causal-effect graph to find the maximal strongly connected component (Iri et al.,
1979), which is abductive reasoning. Actually, the whole procedure includes two steps:
Step 1: Trace the possible fault origins back along the arcs.
Step 2: Make forward inference from these nodes to screen the candidates to choose which
one is the real or most probable fault origin.
The time complexity of a traversal search is O(n2) in which n denotes the node number in the
graph. When the system scale increases, the time for a traversal is too long to meet the
demands of fault detection. Thus the model structure should be transformed from a single-
level one to a hierarchical one. By this way, the search is first performed in the higher level
to restrict the fault origin in a sub-system. Then the search is performed in the sub-graph of
this sub-system.
For the hierarchical model, hierarchical inference from top to bottom is obtained naturally.
The graph traversal is performed firstly in the higher level finding the possible super-node
that includes the fault origin. Next perform the graph traversal in the lower level to restrict
the possible location of the root cause. Assume the sub-system contains m control systems,
and each control system contains k variables, then the time complexity of a traversal in a
single-level model is O(m2k2), and the time complexity in a 2-level model is
O(m2+k2)<<O(m2k2). Thus the fault analysis in a hierarchical model has much higher
efficiency.
Here the number of fault origin is assumed to be only one, that is, the reason that leads to
the fault is only one (Iri et al., 1979). This is reasonable because multiple faults seldom
appear at the same time (Shiozaki et al., 1985). For multiple fault origin cases, minimal cut
sets diagnosis algorithm was presented (Vedam & Venkatasubramanian, 1997), where all
possible combinations of overall bottom events should be input into the computer to explore
and those which make the top events appear are the cut sets. This algorithm has the distinct
disadvantage of low efficiency because of exponential explosion.

3.3.2 Other improved approaches


In order to utilize the system information more sufficiently, Han et al. (1994) used fuzzy set
to improve the existing models and methods, but their method is not so convenient for on-
line inference and is not applicable for dynamical systems. Some scholars introduced
temporal evolution information such as transfer-delay (Takeda et al., 1995; Yang & Xiao,
2006a) and other kind of information into SDG for dynamic description. Probability is also
proposed to model the system, which uses conditional probabilities of fault events to
describe causes and effects among variables (Yang & Xiao, 2006c). Hence the inference is
respect to the fault probability.

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32 Fault Detection

We can use Bayesian inference on the graph to calculate the probabilities; it is a direct
method. Suppose that the node set of the probabilistic SDG is V  E  F  H , in which E is
the subset of evidence nodes whose value or probabilities are known, F is the subset of
query nodes whose probabilities are to be computed, and H is the subset of hidden nodes
which is not cared about in the inference. The inference process of is to compute the
conditional probability of xF given the known xE .

p  xE , xF 
p  x F | xE  
p  xE 
(29)

where

p  x E , x F    p  x E , x F , xH  (30)
p  x E    p  xE , x F 
xH

xF
(31)

To solve this problem, Bayesian formula and its chain rule should be used adequately, and
also the junction tree algorithm can be used for multiple fault origin cases. This method
could be used where there are distinct random phenomenon, both for fault detection and
HAZOP (Yang & Xiao, 2006b), but the cycles in SDGs should be handled. The algorithm is
the combination of depth-first search and junction tree algorithm, written as pseudo code:

BEGIN
INTEGER i
PROCEDURE DFS(v,u); COMMENT v is the father of u
BEGIN
NUMBER(v):=i:=i+1
Calculate the probability of the father of v ; COMMENT junction tree algorithm
FOR v has a father w with the probability more than the threshold DO
BEGIN
IF w is not yet numbered THEN
BEGIN
DFS(w,v);
END;
END;
i:=0;
DFS(s,0) ; COMMENT s is an abnormal variable node
END;

On the other hand, rule-based inference (Kramer & Palowitch, 1987) is applicable when
expert system is available. This method can be used to improve the inference accuracy with
the appropriate rule description and operation. Rough set theory provides an idea of
handling vague information and can be used to data reduction, thus it can be introduced to
the fault isolation problem (a kind of decision problems) to optimize the decision rules. The

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Qualitative Fault Detection and Hazard Analysis Based on
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decision algorithm is proposed by Yang & Xiao (2008a), in which the generation and
reduction method of the rules are related to the structure of the SDG model. The main steps
are listed as follows:
(1) List all the possible rules as Table A (as Table 3), with each row denoting a rule
   , where  denotes the values of the condition attributes are assumed and 
denotes the decision to be obtained. For convenience, we can give each attribute value
a notion.

Attributes Q Condition attributes Decision attributes


Objects X C D

Table 3. The framework of a decision table

(2) Try to delete each condition attribute in turn and test the consistency of the formula
and obtain the reducts and the core. Delete all the elements except the cores and get
Table B. There are several methods to test the consistency. For example,
(a) Each condition class E  X|IND(C) has the same decision value.
(b) For each object x, the condition class covering x is contained in the decision class
covering x.
(c) For every two decision rules    and  '   ' , we have    '     ' .
(3) Calculate the reducts of each rule by use of Table B, and get Table C.
(4) Delete redundant rules and thus get Table D.
(5) Educe the rules and the decision algorithm according to Table D.
The authors combine the algebraic and logical expression ways to achieve the purpose.
Moreover, due to the convenience of expressing granularity, the decision algorithm is still
applicable when the types of the faults of concern are changed or reformed.

4. Sensor Location Problem Based on SDGs


4.1 Performance Criteria of Fault Detection

4.1.1 The dynamic SDG and fault reachability


In actual systems, the fault propagation needs time, which effects the fault detection
performance. So we take into account the fault propagation time for each branch and form
the dynamic SDG (Yang & Xiao, 2008b). If the variable denoted by the node n1 has a direct
influence on the variable denoted by n2, and after a time period for the fault propagation the
fault revealed, then we define this time period τ (n1, n2) as the fault propagation time
between n1 and n2, as shown in Fig. 15. Obviously, we have τ (n1, n2) ≥0. A path starting from
n1 and ending at nm (denoted as l (n1  nm)) holds the overall fault propagation time τ
(n1  nm) which is the summation of time τ (ni, nj) of each branch in this path, as shown in
Fig. 15. Note that this is a simplified treatment, which fits the case of pure propagation delay,
but when the dynamic properties are complex, the overall time may slightly decrease due to
the effects of intermediate transients (Yang & Xiao, 2006a).

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34 Fault Detection

n1 n2 nm
+ - - ... +
τt (n1, n2)
τt (n1 nm)
Fig. 15. Propagation time of a consistent branch and a consistent path
Because the nodes in SDGs are classified into two types – variables and fault origins, we
denote them as nis and fjs respectively. When a fault occurs, it is propagated along the
consistent paths together with the time progress.
Definition 4: Starting from the fault node f, after the time t, the set of nodes affected by f is

R ( f , t )  m : l ( f  m) and  ( f  m)  t (32)

where t is the fault propagation time. If n∈R(f, t), then we say, node n is reachable from fault f
in time period t. Obviously, when time proceeds, the set of affected nodes expands, thus R (f,
t1)  R (f, t2), if t1 < t2.
The basic criteria of fault detection are detectability and identifiability to assure the faults be
detected and identified from each other. The concepts here are the extension of the concepts
in the framework of the SDG.

4.1.2 Fault detectability and detection time


A fault should be detected by at least one sensor in a short enough time period. Below is the
definition.
Definition 5: If there exist at least one sensor located in the nodes of R (f, t) (measuring the
corresponding variables), then we say that the fault f is detectable in the time period t. The
time needed to detect a fault by these sensors is called the detection time TD (f).
For each sensor, the time needed to detect a fault f can be calculated by shortest path
algorithm. Among all these sensors, the shortest time is recorded as TD (f). The number of
nodes with sensors in R (f, t) is called the degree of detectability.
Based on the traditional SDG, only leaf nodes are needed to consider whether or not to
locate sensors (Raghuraj et al., 1999). Then we have the following theorem.
Theorem 1: Based on the SDG, disregarding the cases that some variables cannot be
measured, sensors need to be located only on the leaf nodes.
Corollary 1: In the framework of dynamic SDG with propagation time, the sensors need to
be located on only leaf nodes of R (f, t).

4.1.3 Fault identifiability and identification time


Different faults have different behaviors. Represented in the SDG, the reachable nodes are
different. So we must put sensors on these different nodes to identify the different faults.
Below is the definition.
Definition 6: If there exist at least one sensor on the nodes of R (f1, t) (measuring
corresponding variables), and these sensor nodes are not within the nodes of R (f1, t), in
other words, if there are sensors in the nodes of I (f1, f2, t) = R (f1, t)  R(f2, t) ﹣R (f1, t) ∩ R (f2, t),
then we say that the faults f1 and f2 are identifiable in the time period t. The time needed to
identify two faults by these sensors is called the identification time TI (f1, f2).

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Detectability and identifiability are two independent concepts. We can understand easily,
when two faults are both detectable, they may not be identifiable. On the other hand,
identifiability does not imply detectability generally, because we can place only one sensor
to identify them too. But usually we assume that only when the faults are detectable, they
can be considered for identifiability. Thus the identifiability condition is stronger. In
Definition 3, I (f1, f2, t), for two identifiable faults, must have more than one element. The
number of nodes with sensors in I (f1, f2, t) is called the degree of identifiability. Besides, we
have
Proposition 1: TI (f1, f2) ≥ max{TD (f1), TD (f2)}.
Proposition 2: The number of elements in I (f1, f2, t) is not necessarily increasing
monotonically with time t.
It should be noted that the signs of the nodes and branches can help identify different faults
because some sensors are not only able to activate the alarm, but also indicate the direction
of the departure from the normal values. For this case, we could change a node into two, one
shows the higher reading, another shows the lower reading (Wilcox & Himmelblau, 1994).
Then the above definition and the following rules can be applied.

4.1.4 Detectability and identifiability with multiple faults


Sometimes we also need to deal with the case of multiple simultaneous faults. It can be dealt
with by node set transformation.
Here we take two faults as an example. If the faults fi and fj occur at the same time, their
reachable node set is Ri  Rj, so we can take these Cn2 node sets to be considered besides the
sets of Ri, then the problem is transformed into the detectability and identifiability problems
with a single fault.
Obviously, if each fault can be identified, but when several faults occur at the same time,
they are not assured to be identified. How about the inverse proposition?
Theorem 2: If the case of n simultaneous faults can be identified, then the case of less than n
simultaneous faults can be also identified.

4.1.5 Fault detection reliability


Detectability and identifiability are necessary conditions for fault detection. However the
sensor readings are not always reliable, which affects the reliability of fault detection. Let Fis
(i=1, 2, …, n) and Sjs (j=1,2,…,m) denote system faults and process variables measured by
sensors individually. They can be shown as a bipartite graph with all the arcs directed from
the fault set to the process variable set as shown in Fig. 16. Based on the detectablity
criterion, there should be at least one arc departing from every fault node, and based on the
identifiability criterion, the connected sensor nodes of different fault nodes should be
different. The fault occurrence probabilities of the fault Fi is fi, while the sensor missed alarm
rate and false alarm rate of variable Sj is uj and vj. The influence relation from fault Fi to
sensor Sj is denoted by reachability dij (0 or 1) where 1 means reachable and 0 means
unreachable. Because of the causal relations between process variables, the reachability
includes direct and indirect influences.

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36 Fault Detection

u1, v1 u2, v2 um, vm

S1 S2 … Sm

F1 F2 F3 Fn

f1 f2 f3 fn
Fig. 16. Bipartite graph to show the relations between faults and sensors

As shown in Fig. 17, the confusion matrix reflects the true/false classification of alarms
(Izadi eta al. 2009). The entries in the matrix are the number of true alarms (TA), false alarms
(FA), missed alarms (MA) and true no-alarms (TN). These numbers can be obtained by
experiments. The missed alarm rate of sensor Sj is uj which can be calculated by
MA/(TA+MA), and false alarm rate of vj can be calculated by FA/(FA+TN). These rates are
determined by the sensor quality and the threshold selection.

True Class
Fault No fault
Hypothesized Class
Alarm

True Alarms False Alarms


(TA) (FA)
No alarm

Missed Alarms True No-alarms


(MA) (TN)

Fig. 17. Confusion matrix to show the terminology of missed alarms and false alarms

For each fault Fi, we should minimize its probability of not being detected. Because it is
propagated to many other variables on which the sensors can also detect it, the
undetectability of Fi occurs only when all the variables miss alarms. Besides, the redundant
sensors on the same variables are also helpful for the improvement. We define the
undetectability probability (Bhushan & Rengaswamy, 2002) of Fi as

U i  f i    u j  
 m dij x j 

 
(33)
j 1

where xj is the integer number of sensors put on the variable j. If there is no sensor on
variable j, xj is zero. Obviously, when xj with the corresponding nonzero dij increases, Ui
decreases. So adding sensors will increase the reliability.
On the other hand, we think about the false alarm problem. For the variable Sj, adding a
sensor with false alarm rate vj (with respect to fault Fi) will be accompanied with the
increase of the following false alarm probability

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Qualitative Fault Detection and Hazard Analysis Based on
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V j  v j   1  f i  ij 
 n d 

 i 1 
(34)

which means the sensor reading gives the alarm even though no faults occur.
The calculations of missed alarms and false alarms are dual problems that adding sensors
will reduce the undetectability whilst increasing the false alarm probability. Here the false
alarm probability reflects the influence of a sensor’s false alarm on the whole system.

4.2 Sensor Location Based on Fault Detectability and Identifiability


The purpose of the sensor location problem is to choose sensors and design the sensor
location to meet the demands of fault detection. Neglecting the reliability problem, here we
deal with the detectability and identifiability problems. In the framework of the static SDG,
the problem can be solved directly. But in the framework of dynamic SDG, the arising times
of various faults are various, and different faults may interact, so it is hard to analyze all the
cases of fault propagation or even solve the sensor location problem in advance. One
possible way is to embed the sensor location problem in the forward inference process as the
following algorithm:
(1) Add fault node fi to the evidence node set E and the reachable node set Ri. Set the
inference system time Tsys to zero.
(2) Check if the evidence node set is empty. If it is empty, then go to the end, otherwise
go on.
(3) From the evidence nodes, choose the nodes in the reachable node set for one forward
step, and add them to the reachable node set RE of the evidence nodes. Meanwhile,
update their detection time TD (fi) (detection time of the starting node of the branch
plus the propagation time on the branch).
(4) From the nodes in RE, choose one with the shortest detection time Tk and the nodes to
be updated, NTk , at time Tk.
(5) Tsys = Tsys + Tk. Make forward inference from all the nodes in NTk for one step.
(6) Add NTk to the evidence node set E and reachable node set Ri.
(7) If an evidence node whose one-step reachable nodes are all updated, then delete this
node from E.
(8) Placing sensors in the reachable node set Ri can assure the detectability of fault i, and
placing sensors in Ri  Rj ﹣Ri∩Rj can assure the identifiability of fault i and j.
(9) If a new fault has occurred, then add its corresponding node to the evidence node set
E, and set Tsys as the current time. Go to step (2).
Note that the treatment in step (3) is not accurate because the detection time is just
approximate. So we often increase the threshold of the degree of detectability and
identifiability to assure performance is optimal.

4.3 Sensor Location Based on Fault Detection Reliability


The two criteria, detectability and identifiability should be met at first when deciding the
sensor location. Besides above algorithm, Yang and Xiao (2008b) also proposed some useful
rules to solve this problem in consideration of the propagation time, which is a stricter

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38 Fault Detection

requirement than that mentioned above. The sensor location obtained has the minimum
number of sensors required for fault detection. Since the increase of sensors will not destroy
these criteria, the following optimization algorithm should be based on this location and try
to find the crucial variables for putting additional sensors.
In the trade-off between false alarms and missed alarms, missed alarms are often considered
to be more important because we do not want to lose a real fault. Thus the algorithm
handles this criterion first. Meanwhile, we hope the false alarm rates to be as small as
possible, so we integrate the treatment of false alarms into the whole algorithm.
If we consider all the faults, then we want to minimize the total undetectability probabilities
for all the faults, each one of which is a probability that no sensors give the alarm for the
corresponding fault. Thus we have the following optimization problem:

min  U i 
 n 
 i 1 
xj
(35)

This optimization problem cannot be solved at once (by branch and bound method or other
methods) for the following reasons. First, this problem does not have a continuous solution
space; instead it is an integer programming problem. Thus we should update the solution (xj,
j=1,…,m) once at an integer. Secondly, the problem has constraints. For example, putting a
sensor on a variable needs some cost, and the total cost should be limited within a range, so
we have

c x  C0
m

j j (36)
j 1

where cj is the cost to be paid when putting a sensor on variable j, and C0 is the cost limit.
Thirdly, the initial value of the problem is obtained according to the criteria of detectability
and identifiability, and the xjs should not be negative, which can be regarded as another
constraint. Sometimes we have more constraints such as the number limit of sensors. This
algorithm is just used to reduce the undetectability by adding sensors at critical location.
Thus the problem is solved by an iterative algorithm, and within each step we should only
add 1 to one of the xjs and check the constraints. This is a heuristic algorithm.
Besides, false alarm problem can also be formalized as an integer optimization problem:

min   x jV j 
 m 
 j 1 
xj
(37)

but this problem is accompanied with the undetectability optimization problem and is less
important for most cases. Thus we do not take it as an individual problem but as a
supplement to the above problem expressed by the following formulation

min  U i    x jV j 
 n m 
 i 1 
(38)
j 1
xj

where  is a constant coefficient.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 39

When trying to reduce the undetectability by adding a sensor, one is concerned not with the
total number of missed alarms but the number for each fault. Thus the summation in Eq. (35)
can be replaced by a weighted summation, where the weights correspond to the importance.
The weights are not impersonal or rational to obtain, so we can alternatively use the
maximization to deal with the bottleneck which is the fault with maximal undetectability.
Hence we have the following optimization problem as a combination of a minimaxization
and a linear minimization

min  max U i     x jV j 
 m

 
(39)
i 1
xj i

subject to

c x  C0 , x j  Z   0
m

j j (40)
j 1

If less attention is paid to the false alarm rate, we can take its optimization as a constraint
and just set a limit V0 instead of optimization. Then we get the simplified algorithm:
(1) Initialization:
(a) Get fi, uj and vj by a priori knowledge and measurements.
(b) Get dij from SDG or reachability matrix.
(c) Get the minimal xjs according to the criteria of detectability and identifiability as
the starting point.
(d) Calculate Vj by Eq. (34).
(e) Calculate V by summation of all the Vjs with xj is not 0.
(2) Calculate Ui and select the maximal one UI.
(3) Let the set of js with dIj is 1 as AI = max{j|dIj=1}.
(4) Select the maximal uJ from AI, i.e. uJ = max AI. If AI is empty, stop. If there is more
than one maximum element, select the one with smallest Vj.
(5) Put a sensor on variable J, xJ ← xJ +1.
(6) Update the false alarm rate V←V+Vj, and see if it is tolerable. If so, go on; if not,
delete J from AI and go to step (4).
(7) Check the constraints. If they are met, go on; if not, delete j from AI and go to step (4).
(8) Go to step 2 and update the undetectability.
The algorithm is illustrated as a flow chart in Fig. 18.

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40 Fault Detection

Start

Initialization

Calculate Ui

Select the maximum, UI

Y
Search space empty? End
N
Reduce the
Select the variable with the minimal missed alarm rate
search space from the variables reachable from FI

Y
Search space empty?
N
Y
Only one minimum?
N Reduce the
Select the one with smallest Vj search space

Add a sensor on selected variable

N
False alarm rate met?

Y
N
Constraints met?
Y
Fig. 18. Flow chart of the optimization algorithm.

5. Case Study
We take a 100 MW generator set process in a power plant as an example, which is composed
of a typical natural-circulation steam boiler and a turbine. The system is operated and
controlled by a DCS of MACS-II.
The process can be divided into several sub-systems such as water & steam system, coal &
air system, and turbine system. The core flowsheet is shown in Fig. 19.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 41

Main steam
~
Pressure cylinder
Generator
M M
Drum
Desuperheator

Superheater

Economizer
M
(a) M
Feed water

Coal

Deduster

Air preheater To
tunnel

Draught fan
Blower Air

Recycle tube
Coal scuttle Fine powder
separator

Coarse Coal bunker Hearth


powder Powder
separator Powder
Coal feeder distributor exhauster
Exhaust
M box Exhaust
Primary box nozzle
Primary
(b) burner
Mixer
Coal miling
machine Secondary fan
Primary fan
Air preheater

Hot air

Warm air
Cold air
Blower Air

Fig. 19. Generator set process schematic. (a) Boiler and turbine, (b) Coal and air

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42 Fault Detection

5.1 SDG Model Description of the Generator Set Process


As listed in Table 4, the major variables are controlled in separated systems. Note that the
control system of oxygen percentage in the smoke is not included here because it is so
complex that it is usually operated manually. And the control systems of water level of
condensator, deoxidizor and exchangers are also not included because they are operated in
independent single control loops that can be separated from the whole graph. Thus, the top-
level SDG model is composed of several super-nodes in which we are only concerned about
the major ones corresponding to the 5 controlled variables.
Control Controlled Tag Operating
Description
system variable name value
S1 Water level control by manipulating Water level of L1 0 mm
inlet water flow the top steam
drum
S2 Overheated steam flow control by Turbine torque M
throttle valve to maintain the turbine
rev
S3 Overheated steam temperature Overheated T1 535 oC
control by manipulating the cooling steam
water valve temperature
S4 Overheated steam pressure control Overheated P2 8.83 MPa
by manipulating the transducer steam pressure
frequency of coal powder distributor
S5 Hearth pressure control by Hearth pressure P0 -50 Pa
manipulating the fan baffle
Table 4. Controlled variables in the generator set process

The other variables in the process are listed as Table 5. We model the middle-level SDG of
the system shown as Fig. 20. In the bottom level, control systems in S2–S5 are single loops in
nature, whose SDGs are shown as Fig. 21(a)-(d).

L1

S1 F1
F3 M

S2

F2
S3 T1
P1 S4
P2 T7
T2

T3
S5 P0 T4 T5 T6

A T8
Fig. 20. Middle-level SDG model of the generator set process

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 43

Tag name Variable Operating value


F1 Inlet water flow 360 t/h
F2 Cooling water flow 10 t/h
F3 Overheated steam flow 370 t/h
F4 Exit smoke flow
P0 Furnace negative pressure
P1 Steam drum pressure 10 Mpa
P2 Superheated steam pressure
P3 Inlet water pressure 12 Mpa
P4 Cooling water pressure 12 Mpa
P5 Primary total air pressure 1.4 kPa
P6 Blower exit air pressure
P7 Coal powder exhauster exit air pressure
P8 Coal powder exhauster inlet air pressure
T2 Hearth temperature
T3 Exit smoke temperature 150 oC
T4 Primary air temperature
T5 Primary air exit temperature
T6 Primary air inlet temperature
T7 Coal milling machine exit air temperature 68 oC
T8 Inlet water temperature 215 oC
V1 Transducer frequency of coal powder distributor
V2 Turbine rev
N1 Turbine power 100 MW
N2 Turbine load 100 MW
A Oxygen percentage in the smoke 5.8 %
C1 Cooling water valve
C2 Primary fan baffle
C3 Blower baffle
C4 Coal powder exhauster baffle
C5 Draught fan baffle
C6 Inlet water valve
C7 Main throttle valve
Table 5. Other variables in the generator set process

In S1, the three-element control of the water level is used, in which the main controlled
variable is L1. If we take steam flow F3 and inlet water flow F1 into account, the control
system is a feedforward-cascade system, as shown in Fig. 22(a). In the initial stage of the
disturbance, the SDG is shown as Fig. 22(b), which can be derived by DAEs. Certainly the
initial fault influence follows this SDG.

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44 Fault Detection

M V2 P4
N2 C7 F3
Set point
C1 F2 T1
of T1
N1
(a) (b)

C4 P8 P7

Set point Set point C2 P0


V1 V2 T2 P5
of P2 P1 P2 of P0
C3 P6

C5 F4

(c) (d)
Fig. 21. Bottom-level SDGs of the generator set process. (a) S2, (b) S3, (c) S4, (d) S5

Sensor F3
F3 P3
Set point C6 F1 Steam L1
Controller Actuator
of L1 Drum Set point
C6 F1 L1
- - of L1
Sensor
Sensor
(a) (b)
Fig. 22. Three-element water level control system. (a) Block diagram, (b) SDG

By combing the above sub-SDGs, the whole SDG of the generator process is shown as Fig. 23
where the red arcs stand for the control actions (Yang, 2008).

5.2 Fault Analysis of the Generator Set Process


When fault occurs, symptoms can be explained by SDG inference. Typical faults and their
fault propagation paths are summarized as Table 6. Along the paths we can find the possible
fault origins.

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 45

L1 C7 N2

F3
C6 V2
M

F1 F2 T1
N1

P3 P2
C1
P4
T8
P1
T2
V1 A

T3
P0
F4

C5
P7 T4
P5
C2
P8 P6 T5
T7
C4 C3 T6
Fig. 23. Single-level SDG of the generator set process.

Fault propagation path in Fault propagation path in


Fault
middle level bottom level
Full of water in steam
S1 F1(+)→L1(+)
drum
Lack of water in steam
S1 F1(-)→L1(-)→C6(+)
drum
Too large of draught fan
S5 C5(+)→F4(+)→P0(-)
baffle
N2(+)→C7(+)→F3(+)
Increase of load S2
M(-)→V2(-)→N1(-)→C7(+)
S4→S5
Change of coal quality S4→T3 T2(+)→P1(+)→P2(+)
S4→S3→S2→S1
Table 6. Typical faults and their fault propagation paths

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46 Fault Detection

In the case of coal quality change, from the middle-level inference we find the fault origin is
located in S4. Thus we just go on to make inference in the SDG of S4 and ignore other
symptoms. If we make inference in a single-level SDG, then there are other paths (shown in
Fig. 22) that are all redundant for fault origin search:
T2(+)→P0(+)
T2(+)→T3(+)
T2(+)→T1(+)→C1(+)→F2(+)→F3(+)→M(+)→V2(+)→N1(+)
T2(+)→T1(+)→C1(+)→F2(+)→F3(+)→L1(-)→C6(-)
However these paths are useful for hazard analysis. In Fig. 24, some control arcs are deleted
compared with Fig. 23 because they are usually performed manually in the application.
From the propagation path, we find the hearth temperature T2 is the key variable, so adding
sensors on it can improve the fault detection reliability.

L1 C7 N2

F3
C6 V2
M

F1 F2 T1
N1

P3 P2
C1
P4

T8
P1
T2
V1 A

T3
P0
F4

C5
P7 T4
P5
C2
P8 P6 T5
T7
C4 C3 T6
Fig. 24. Fault propagation when coal quality changes

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Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems 47

6. Conclusion
In this chapter, after the introduction of the SDG concept and modeling methods, the
inference approaches aiming at the fault detection and hazard analysis, especially the SDG
description of control systems, have been analyzed from theory to practice.
The classical control methods on the basis of feedback idea are in common use, so the
modeling and analysis of the systems under these control methods, have been discussed.
When a control system is transformed into an SDG model, the direction of fault propagation
in steady state may differ from the direction in initial response because of the control action.
For a single-loop control system, the SDG is a directed path whose backbone is set point →
measurement value → controlled variable → manipulated variable → controller output,
which is also the fault propagation path and does not compose a loop. Based on this result,
SDGs and fault propagation paths of various control systems can be obtained by the
combination and connection of several single-loop control elements. Thus we do not have to
list all the system equations when analyzing the actual problem, but only need to construct
the local SDG for each separate control component and then combine them together, which
is convenient for actual use. After analyzing the fault propagation paths in control systems,
we can embed the resulted SDGs for initial response and final response into the SDG of the
whole system and analyze the propagation paths considering the truncated or changed
paths. This method enables the application of SDG method in large-scale complex systems.
It is to be noted that model description should meet the actual needs but does not need to be
too accurate. For example, the SDG-based qualitative analysis of the three-element control of
the boiler water level usually do not refer to the details, so usually we only construct a single
loop to describe the major problem and ignore the minor ones. In large-scale complex
systems, however, SDG models can be adopted to describe the interactions between
different parts and reveal the propagation for the use of fault analysis; it is the advantage of
SDG models.
In industrial systems, alarm monitoring design is a very important issue, among which the
trade-off between missed alarms and false alarms should be treated appropriately. We
should pay attention to two levels of design problems: In the local level, the threshold
selection, data filtering and alarm triggering are the key problems to be solved. In the
system level, topology expression and sensor location for alarm rationalization is essential.
In this chapter, we have described and solved the sensor location problem aiming at the
trade-off with the help of topology expressed by SDG. The optimization objective is
expressed as the minimization of all the fault undetectabilities in the system. The false alarm
rate is used as constraint as well as the cost limit.
Our future work may include: standard modeling method using XML-based process
knowledge, modeling and validation of SDGs using process data, and combination of
qualitative fault propagation and quantitative diagnosis.

7. Acknowledgment
The authors gratefully acknowledge the financial aid for this research by the National
Natural Science Foundation of China (No. 60736026, 60904044), China Postdoctoral Science
Foundation (No. 20080440386) and NSERC (Natural Sciences and Engineering Research
Council of Canada) – Suncor – Matrikon – iCORE Industrial Research Chair Program.

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48 Fault Detection

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www.intechopen.com
Fault Detection
Edited by Wei Zhang

ISBN 978-953-307-037-7
Hard cover, 504 pages
Publisher InTech
Published online 01, March, 2010
Published in print edition March, 2010

In this book, a number of innovative fault diagnosis algorithms in recently years are introduced. These
methods can detect failures of various types of system effectively, and with a relatively high significance.

How to reference
In order to correctly reference this scholarly work, feel free to copy and paste the following:

Fan Yang, Deyun Xiao and Sirish L. Shah (2010). Qualitative Fault Detection and Hazard Analysis Based on
Signed Directed Graphs for Large-Scale Complex Systems, Fault Detection, Wei Zhang (Ed.), ISBN: 978-953-
307-037-7, InTech, Available from: http://www.intechopen.com/books/fault-detection/qualitative-fault-detection-
and-hazard-analysis-based-on-signed-directed-graphs-for-large-scale-comp

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