Fault Prediction for Nonlinear System Using Sliding ARMA Combined with Online LS-SVR

Abstract

A robust online fault prediction method which combines sliding autoregressive moving average (ARMA) modeling with online least squares support vector regression (LS-SVR) compensation is presented for unknown nonlinear system. At first, we design an online LS-SVR algorithm for nonlinear time series prediction. Based on this, a combined time series prediction method is developed for nonlinear system prediction. The sliding ARMA model is used to approximate the nonlinear time series; meanwhile, the online LS-SVR is added to compensate for the nonlinear modeling error with external disturbance. As a result, the one-step-ahead prediction of the nonlinear time series is achieved and it can be extended ton-step-ahead prediction. The result of then-step-ahead prediction is then used to judge the fault based on an abnormity estimation algorithm only using normal data of system. Accordingly, the online fault prediction is implemented with less amount of calculation. Finally, the proposed method is applied to fault prediction of model-unknown fighter F-16. The experimental results show that the method can predict the fault of nonlinear system not only accurately but also quickly.