Actuator fault detection and isolation on multi-rotor UAV using extreme learning neuro-fuzzy systems

Undetected partial actuator faults on multi-rotor UAVs can lead to system failures and uncontrolled crashes, necessitating the development of accurate and efficient fault detection and isolation (FDI) strategy. This paper proposes a hybrid FDI model for a quadrotor UAV that integrates an extreme learning neuro-fuzzy algorithm with a model-based extended Kalman filter (EKF). Three FDI models using Fuzzy-ELM, R-EL-ANFIS, and EL-ANFIS are compared based on training, validation performances, and sensitivity to weaker and shorter actuator faults. They are also tested online for linear and nonlinear incipient faults by measuring their isolation time delays and accuracies. The results show that the Fuzzy-ELM FDI model exhibits greater efficiency and sensitivity, while Fuzzy-ELM and R-EL-ANFIS FDI models demonstrate better performance than a conventional neuro-fuzzy algorithm, ANFIS.

The role of artificial intelligence in developing a banking risk index: an application of Adaptive Neural Network-Based Fuzzy Inference System (ANFIS)

Banking risk measurement and management remain one of many challenges for managers and policymakers. This study contributes to the banking literature and practice in two ways by (a) proposing a risk ranking index based on the Mahalanobis Distance (MD) between a multidimensional point representing a bank's risk measures and the corresponding critical ratios set by the banking authorities and (b) determining the relative importance of a bank's risk ratios in affecting its financial standing using an Adaptive Neuro-Fuzzy Inference System. In this study, ten financial ratios representing five risk areas were considered, namely: Capital Adequacy, Credit, Liquidity, Earning Quality, and Operational risk. Data from 45 Gulf banks for the period 2016-2020 was used to develop the model. Our findings indicate that a bank is in a sound risk position at the 99%, 95%, and 90% confidence level if its Mahalanobis distance exceeds 4.82, 4.28, and 4.0, respectively. The maximum distance computed for the banks in this study was 9.31; only five out of the forty-five banks were below the 4.82 and one below the 4.28 and 4.0 thresholds at 3.96. Sensitivity analysis of the risks indicated that the Net Interest Margin is the most significant factor in explaining variations in a bank's risk position, followed by Capital Adequacy Ratio, Common Equity Tier1, and Tier1 Equity in order. The remaining financial ratios: Non-Performing Loans, Equity Leverage, Cost Income Ratio, Loans to Total Assets, and Loans to Deposits have the least influence in the order given; the Provisional Loans Ratio appears to have no influence.