Fault detection on manifolds of nonlinear dynamical systems with dual autoencoders

Abstract

Autoencoders are commonly used for unsupervised data-driven fault detection in nonlinear dynamical systems. Despite their widespread success and often favorable performance compared with traditional approaches, most applications rely on heuristic reconstruction of measured data using features learned from nominal training data, without explicit insight into the underlying nonlinear dynamics. This lack of interpretability limits the extension of autoencoder-based fault detection methods to higher levels of fault diagnosis, e.g., fault localization and quantification, and confines their use largely to application-oriented studies. To address this limitation, we propose a strategy for detecting parametric faults in nonlinear stochastic mechanical systems. A mathematical representation of the output data is developed using Koopman operator theory, which motivates their embedding on a manifold and its subsequent approximation with a two-stage autoencoder. Fault detection is formulated within a hypothesis-testing framework, in which new data are tested for consistency with a neighborhood of the manifold identified from nominal observations. The proposed method is validated through Monte Carlo simulations of a toy mechanical system with two types of nonlinearity and applied to two well-known real benchmarks, where it provides favorable fault-detection performance compared with standard autoencoders.