A modified Generalized Likelihood Ratio test for detection and isolation of multiple sequential faults

To solve the problem of diagnosis of multiple sequential faults, [16] have developed the Generalized Likelihood Ratio (GLR) test. After each detection and isolation of one jump, the treatment of another possible jump is obtained by a direct state estimate and covariance incrementation of the Kalman filter originally designed on the jump-free system. With this updating strategy, the rate of good decisions is not guaranted to be maximized. To solve this problem, the proposed active GLR test will be based on a reference model updated on line after each detection and isolation of one jump. An illustrative example shows the performance of the proposed approach.