• 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