Fault detection and diagnosis for singular stochastic systems via B-spline expansions

This paper deals with the problem of fault detection and diagnosis (FDD) for singular stochastic systems. The outputs of singular stochastic systems are described by probability density functions (PDFs) based on square root B-spline expansions. Then, two non-linear observers are designed for the FDD. The conditions of stability of the correlative error estimation systems are given by using linear matrix inequalities (LMIs). Finally, the simulation results are presented to indicate that the approach can detect faults and estimate the size of faults.