Title :
The application of nonlinear filtering to fault detection in linear systems
Author_Institution :
Imperial College of Science and Technology, London, England
fDate :
4/1/1975 12:00:00 AM
Abstract :
Using nonlinear filtering theory, the equations satisfied by the optimal state estimator and fault detector for a linear system are derived. These suggest an implementable scheme based on reparametrization of the Kalman filter.
Keywords :
Fault diagnosis; Linear systems, stochastic; Nonlinear filtering; State estimation; Stochastic systems, linear; Calculus; Differential equations; Fault detection; Filtering theory; Linear systems; Nonlinear filters; Partitioning algorithms; Random variables; Riccati equations; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100908
