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Zbl 1182.62187
Zufiria, Pedro J.
A formulation for fault detection in stochastic continuous-time dynamical systems.
(English)
[J] Int. J. Comput. Math. 86, No. 10-11, 1778-1797 (2009). ISSN 0020-7160; ISSN 1029-0265/e

Usually, Luenberger observers have been proposed in fault detection to provide state estimation to be used later for analytical redundancy purposes. In this work, assuming full state availability, one can separate the state estimation problem from the generation of consistency variables. In the second part, the paper addresses a comparative analysis of the two fundamental existing schemes for fault detection in continuous-time stochastic dynamical systems. Such schemes prove to be efficient when dealing with specific types of fault functions; on the other hand, they show very different performance sensitivities when dealing with new fault profiles and system noise.
[Constantin Vârsan (Bucureşti)]
MSC 2000:
*62M99 Inference from stochastic processes
90B25 Reliability, etc.
37N99 Applications of dynamical systems
62N05 Reliability, etc. (statistics)
62N99 Survival analysis and censored data

Keywords: fault diagnosis

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