• DocumentCode
    342904
  • Title

    Optimal stochastic fault detection filter

  • Author

    Chen, Robert H. ; Speyer, Jason L.

  • Author_Institution
    Dept. of Mech. & Aerosp. Eng., California Univ., Los Angeles, CA, USA
  • Volume
    1
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    91
  • Abstract
    Properties of the optimal stochastic fault detection filter for fault detection and identification are determined. The objective of the filter is to monitor certain faults called target faults and block other faults which are called nuisance faults. This filter is derived by keeping the ratio of the transmission from nuisance fault to the transmission from target fault small. It is shown that this filter approximates the properties of the classical fault detection filter such that in the limit where the ratio of the transmissions is zero, the optimal stochastic fault detection filter is equivalent to the unknown input observer if all invariant zero directions are included with the nuisance fault directions. Detection filter designs can be obtained for both linear time-invariant and time-varying systems
  • Keywords
    fault diagnosis; filtering theory; identification; linear systems; time-varying systems; fault identification; linear time-invariant systems; nuisance faults; optimal stochastic fault detection filter; target faults; unknown input observer; Aerospace engineering; Attenuation; Fault detection; Fault diagnosis; Filters; Mechanical factors; Monitoring; Redundancy; Stochastic processes; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1999. Proceedings of the 1999
  • Conference_Location
    San Diego, CA
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-4990-3
  • Type

    conf

  • DOI
    10.1109/ACC.1999.782746
  • Filename
    782746