Maano ek healthy system ko predictor y^ se model kiya gaya hai. True measurement y ke liye:
r=y−y^
Ye kaam kyun karta hai, first principles se: agar model accha hai aur system healthy hai, toh y^≈y, isliye r≈0 (sirf sensor noise bachta hai). Ek fault physics change karta hai, toh y^ (jo healthy physics pe built hai) y se match nahi karta, aur r badh jaata hai. Hum r monitor karte hain, y ko directly nahi — ye known dynamics cancel out kar deta hai aur sirf "surprise" bacha rehta hai.
Socho tumhare dost ko school jaane mein hamesha lagbhag 20 minute lagte hain. Wo "20 minute" tumhara model hai. Ek din unhe 40 lagte hain — woh fark (residual) ek surprise hai, toh tum guess karte ho kuch galat hua (fault detection). Aur agar tumne unhe kaafi dino dekha aur rule figure out kiya "time = distance ÷ speed," tum ne abhi data se system identify kiya, bajaye rule bataye jaane ke. Airplanes pe computers exactly yahi karte hain vibrations aur temperatures ke saath.
Fark r=y−y^ measured output aur model prediction ke beech; healthy hone pe near zero, faults mein badh jaata hai.
Raw sensor values ki jagah residuals kyun monitor karte hain?
Residuals known/expected dynamics subtract kar dete hain, sirf "surprise" bacha lete hain, taaki normal operating variation ko fault na samjha jaaye.
Mahalanobis distance Σ−1 kyun use karta hai?
Ye har direction ki variability se rescale karta hai aur sensors ko de-correlate karta hai, woh faults pakadta hai jo inter-sensor relationships tod dete hain chahe har channel in-range ho.
SysID ke liye least-squares (normal-equation) estimate bolo.
θ^=(Φ⊤Φ)−1Φ⊤y.
Normal equations ek line mein derive karo.
∥y−Φθ∥2 minimize karo; ∂J/∂θ=−2Φ⊤y+2Φ⊤Φθ=0⇒Φ⊤Φθ=Φ⊤y set karo.
ARX model kya hota hai?
AutoRegressive with eXogenous input: yk=∑aiyk−i+∑bjuk−j, output ka ek linear model past outputs aur inputs se.
Zyada ARX terms kyun hurt kar sakte hain?
Overfitting — extra parameters noise fit karte hain, training error kam karte hain lekin generalisation kharab karte hain; validate karo / AIC/BIC use karo.
z∼N(0,1) ke liye, τ=3 common kyun hai?
P(∣z∣>3)≈0.27%, ek low per-sample false-alarm rate jo real deviations pakadta bhi rehta hai.