DocumentCode
818159
Title
The application of nonlinear filtering to fault detection in linear systems
Author
Davis, M.H.A.
Author_Institution
Imperial College of Science and Technology, London, England
Volume
20
Issue
2
fYear
1975
fDate
4/1/1975 12:00:00 AM
Firstpage
257
Lastpage
259
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1975.1100908
Filename
1100908
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