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Robust sensor correlation analysis for machine condition monitoring

  • US 7,769,561 B2
  • Filed: 11/27/2006
  • Issued: 08/03/2010
  • Est. Priority Date: 12/01/2005
  • Status: Expired due to Fees
First Claim
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1. A method for machine condition monitoring, comprising the steps of:

  • in a machine condition monitoring system processor, determining a robust correlation coefficient ρ

    xy between pairs of sensors using data from a group of samples (xi, yi) from the pairs of sensors, the robust correlation coefficient ρ

    xy being determined by;

    initializing a weight wi for each sample (xi, yi), wherein 0≦

    wi

    1 and Σ

    wi=1, each weight wi being proportional to an inverse of a distance between the sample (xi, yi) and a sample mean;

    estimating a mean μ and

    covariance matrix Ω

    of the sample as
    μ



    wizi and Ω



    wi(zi

    μ

    )(zi

    μ

    )T,wherein zi=[xiyi]T;

    updating the weight wi for each observation (xi,yi) as

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