The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gau...

we focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of it¨o type, in particular, parabolic equations. the main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

Stochastic computational elements, which perform computation based on stochastic bit streams, have several advantages compared to deterministic computational elements, such as high fault-tolerance and low hardware cost. Additionally, researchers have shown that a linear Finite State Machine (FSM) can be used to compute some functions stochastically, such as the exponentiation and tanh functions...

This paper compares fault position and Monte Carlo methods as the most common methods in stochastic assessment of voltage sags. To compare their abilities, symmetrical and unsymmetrical faults with different probability distribution of fault positions along the lines are applied in a test system. The voltage sag magnitude in different nodes of test system is calculated. The problem with the...

A mathematical framework for the testing and diagnosis of sequential machines is developed. A very general fault model is used in which a faulty machine is represented as a sequential machine, possibly with state and output sets different from those of the good machine. A deterministic finite automaton, called observer, describes the process by which one gains information from the observation o...

in this paper, we propose a new method for solving the stochastic advection-diffusion equation of ito type. in this work, we use a compact finite difference approximation for discretizing spatial derivatives of the mentioned equation and semi-implicit milstein scheme for the resulting linear stochastic system of differential equation. the main purpose of this paper is the stability investigatio...