Using hidden non-Markovian Models to reconstruct system behavior in partially-observable systems

Many complex technical systems today have some basic protocol capability, which is used for example to monitor the quality of production output or to keep track of oil pressure in a modern car. The recorded protocols are usually used to detect deviations from some predefined standards and issue warnings. However, the information in such a protocol is not sufficient to determine the source or cause of the problem, since only part of the system is being observed. In this paper we present an approach to reconstruct missing information in only partially-observable stochastic systems based only on recorded system output. The approach uses Hidden non-Markovian Models to model the partiallyobservable system and Proxel-based simulation to analyze the recorded system output. Experiments were conducted using a production line example. The result of the analysis is a set of possible system behaviors that could have caused the recorded protocol, including their probabilities. We will show that our approach is able to reconstruct the relevant information to determine the source of non-standard system behavior. The combination of Hidden non-Markovian Models and Proxel-based simulation holds the potential to reconstruct unobserved information from partial or even noisy output protocols of a system. It adds value to the information already recorded in many production systems today and opens new possibilities in the analysis of inherently only partiallyobservable systems. Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. To copy otherwise, to republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. SimulationWorks 2010 March 15–19, Torremolinos, Malaga, Spain. Copyright 2010 ICST, ISBN 78-963-9799-87-5.