Patent ID: 8121818

Claim:
A method for computing diagnostic estimates for faults of an apparatus with condition sensors connected to a computer; the method comprising: processing data from the condition sensors to obtain a set of parity parameters y reflecting apparatus condition deviation from normality at time period t, wherein the processing is performed by a processing module programmed for processing data from the sensors, collecting the parity parameters y over a moving horizon interval of time of a fixed maximal duration and ending at time period t in a data vector Y(t), wherein the collecting is performed by a collector module configured for collecting the parity parameters y, computing estimates of at least one fault condition and likelihood parameters for each of the at least one fault condition, wherein computing is performed using a computing module configured for computing estimates of fault conditions and likelihood parameters for each of the fault conditions, and transmitting the computed estimates of the fault conditions to the display device or to an automated decision and control system or storing the estimates in the memory, wherein the transmitting is performed using a transmitting module configured for transmitting the computed estimates of the fault conditions; wherein a fault condition k at time period t is characterized by fault intensity parameter x k (t); computing estimates of the fault intensity parameter x k (t) over the moving horizon interval of time and likelihood parameters p k for each fault condition k, said computation being done for one fault condition k at a time, said computation further being performed in two steps, the first step being a formulator step and the second step being an optimizer step, wherein the formulator step formulates a convex optimization program for a fault condition using the data vector Y(t), and the fault signature corresponding to the fault condition k, wherein the optimizer step numerically finds a solution of the convex optimization program encoded by the formulator step, the solution being computed with a pre-defined accuracy for fault condition k; and whereby the computed estimates for faults comprises estimates of fault condition intensity parameters x k (t) over the moving horizon interval of time computed as an optimal solution or as a transformation of the solution, and likelihood parameter p k computed as an optimum value of the program or as a transformation of the optimum value.