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A formulation for fault detection in stochastic continuous-time dynamical systems. (English) Zbl 1182.62187
Usually, Luenberger observers have been proposed in fault detection to provide state estimation to be used later for analytical redundancy purposes. In this work, assuming full state availability, one can separate the state estimation problem from the generation of consistency variables. In the second part, the paper addresses a comparative analysis of the two fundamental existing schemes for fault detection in continuous-time stochastic dynamical systems. Such schemes prove to be efficient when dealing with specific types of fault functions; on the other hand, they show very different performance sensitivities when dealing with new fault profiles and system noise.
MSC:
62M99Inference from stochastic processes
90B25Reliability, availability, maintenance, inspection, etc. (optimization)
37N99Applications of dynamical systems
62N05Reliability and life testing (survival analysis)
62N99Survival analysis and censored data