An approach to failure detection in uncertain systems

A method is described for detecting failures in discrete-time linear systems for which the parameters of the state transition matrix are not precisely known. From an interval matrix description of the state transition matrix, we derive bounds on the region in which the coefficients of the corresponding ARMA models of the system lie. The detector then makes use of an identification scheme and declares failures when the identified coefficients of the ARMA model describing the observed input/output signals leave the permissible region.