In fusion plasma devices, fast particles i.e. suprathermal ions generated by heating systems and fusion born a particles must be well confined, until they have transferred their energy to the plasma bulk. Signicant loss of these ions may reduce drastically the heating eficiency and, in addition, may cause damage to plasma facing components in the vacuum vessel, if it is suficiently intense and localized. A detailed knowledge of the underlying physics in particular in the presence of magnetohydrodynamic (MHD) instabilities is of crucial importance, since these instabilities can lead to an enhancement of the outwards fast ion radial drift. The development of a new diagnostic for the study of fast particle-wave interactions in the ASDEX Upgrade tokamak as well as the interpretation of the rst measurements have been the aim of this thesis. The design is based on similar diagnostics that have been operated in the TFTR tokamak and the W7-AS stellerator. The fast ion loss detector acts as a magnetic spectrometer, dispersing fast ions onto a scintillator, with the strike point depending on their gyroradius (energy) and pitch angle (angle between ion velocity and magnetic eld line). The emitted light pattern allows particle identification in the phase space with a high time resolution. The major new development for the diagnostic used on ASDEX Upgrade is the use of a very fast scintillator material that allows sampling rates up to 1 MHz, adequate to study time resolved interactions between MHD modes and fast particles. Fast Ion Losses (FIL) were found in the presence of different kinds of MHD instabilities: time resolved FIL due to Edge Localized Modes (ELMs) have been directly observed. They show a complex behavior of a great variety, depending on the ELM substructure. The influence of ELMs on escaping fast particles is appreciable in the whole lost particle phase space independent of the fast ion source. FIL could be measured in the presence of Toroidal Alfv´en Eigenmodes (TAEs) in ICRH heated discharges. Both species, fast hydrogen and deuterium ions are affected in a similar way by TAEs. A resonant process between the TAE frequency and the precession frequency of the lost ions has been identied by comparisons with HAGIS simulations as the loss mechanism. A new MHD perturbation has been observed for the first time during this thesis by means of its strong influence on the energetic deuterium ion population. The mode is localized deeply in the plasma core and dominates the uxes of lost fast deuterium ions in ICRH heated discharges. Finally, bursts of fast deuterium ions ejected by Neoclassical Tearing Modes have been detected in discharges with different heating systems. In pure NBI heated discharges, these ions have energies approximately equal to the full NBI injection energy and pitch angles corresponding to ions on passing orbits. A detailed study of the FIL signal together with Mirnov coil signals revealed that the losses are due to a diffusive process. According to this, simulations with the ORBIT code have proven that orbit stochasticity is a good candidate for the mechanism that causes the losses of these, in principle well confined, passing ions. These results revealed the high diagnostic potential of this method, opening new ways towards a better understanding of the fast ion physics and therefore will help to predict the behavior of fast ions in the presence of MHD instabilities for ITER.