The lecture will deal with the fault detection problem, which is a very important part of automatic control. Passive and active fault detection approaches that make it possible to increase safety and reliability and to reduce maintenance costs will be explained. The active fault detector, contrary to the passive one, generates not only decisions but also the input signal to the observed or controlled system. The stress will be laid on Active Fault Detection and Control (AFDC), which represents a challenging research topic and provides higher quality of detection and control compared to passive approaches.

The talk will start with a brief introduction to passive and active fault detection systems. A unified formulation of the active fault detection and control problem for discrete-time stochastic systems and its optimal solution will be proposed. The design of the active fault detector and controller is formulated similarly as in the stochastic optimal control problem, where controller design can be carried out using three different assumptions on measurements availability at individual time steps. These three assumptions, denoted as the Open Loop (OL), Open Loop Feedback (OLF) and Closed Loop (CL) information processing strategies, can be used equally well in AFDC. The general formulation includes several important special cases depending on how the detection and control aims are preferred. These special cases will be introduced as well.