Stochastic change detection based on an active fault diagnosis approach

The focus in this paper is on stochastic change detection applied in connection with active fault diagnosis (AFD). An auxiliary input signal is applied in AFD. This signal injection in the system will in general allow to obtain a fast change detection/isolation by considering the output or an error output from the system. The classical CUSUM (cumulative sum) method will be modified such that it will be able to detect change in the signature from the auxiliary input signal in the (error) output signal. It will be shown how it is possible to apply both the gain as well as the phase change of the output vector in the CUSUM test.