This paper is concerned with sensor fault diagnosis problems for multi-axis carving machine systems (MACMSs) with repetitive machining tasks. A novel fault diagnosis method that combines the multi-feature fusion technology and Gaussian mixture hidden Markov models (GMHMMs) is proposed, which is inspired by a data- and model-driven collaborative perspective. With fault-sensitive features first extracted from both the time domain and time–frequency domain, the composite health index (CHI) is constructed to facilitate the understanding of the time-varying evolution. Then, GMHMMs are established to characterize the probabilistic relationship between the hidden states and CHI. To achieve high-precision fault classification, a well-designed global objective function is adopted to dynamically optimize both the CHI construction and classifier model training in a closed-loop feedback mechanism. Specifically, the fusion coefficients with range and equality constraints are integrated as part of the model parameters into the global optimization objective function, thereby reducing the search range and improving convergence speed. Besides, the well-trained GMHMMs interact with each other to capture the correlation information between different faults, and are utilized for online fault diagnosis. Finally, experiments are conducted on a self-developed multi-axis carving machine platform. The results exhibit outstanding performance in comparison with existing methods, particularly attaining a diagnostic accuracy of 95.37%.
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