An information-theoretic measure for anomaly detection in complex dynamical systems

This paper presents information-theoretic analysis of time-series data to detect slowly evolving anomalies (i.e., deviations from a nominal operating condition) in dynamical systems. A measure for anomaly detection is formulated based on the concepts derived from information theory and statistical thermodynamics. The underlying algorithm is first tested on a low-dimensional complex dynamical system with a known structure-the Duffing oscillator with slowly changing dissipation. Then, the anomaly detection tool is experimentally validated on test specimens of 7075-T6 aluminum alloy under cyclic loading. The results are presented for both cases and the efficacy of the proposed method is thus demonstrated for systems of known and unknown structures. (C) 2008 Elsevier Ltd. All rights reserved.