Interpretable Recurrent Variational State-Space Model for Fault Detection of Complex Systems Based on Multisensory Signals

Abstract

It is necessary to develop a health monitoring system (HMS) for complex systems to improve safety and reliability and prevent potential failures. Time-series signals are collected from multiple sensors installed on the equipment that can reflect the health condition of them. In this study, a novel interpretable recurrent variational state-space model (IRVSSM) is proposed for time-series modeling and anomaly detection. To be specific, the deterministic hidden state of a recursive neural network is used to capture the latent structure of sensor data, while the stochastic latent variables of a nonlinear deep state-space model capture the diversity of sensor data. Temporal dependencies are modeled through a nonlinear transition matrix; an automatic relevance determination network is introduced to selectively emphasize important sensor data. Experimental results demonstrate that the proposed algorithm effectively captures vital information within the sensor data and provides accurate and reliable fault diagnosis during the steady-state phase of liquid rocket engine operation.