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Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems. (English) Zbl 0625.93060
The general theory introduced by the first three authors [IEEE Trans. Autom. Control AC-32, 583-592 (1987)] is used to develop a procedure for detection and diagnosis of changes in the poles of a multivariable linear rational system with possibly time-varying zeros. The procedure, which is based on an instrumental variable test statistics, is used to solve a vibration monitoring problem. This type of problem is described in detail and numerical results obtained from artificially generated as well as real-life data are presented to illustrate the excellent performance that can be achieved.
Reviewer: P.Stoica

MSC:
93E10 Estimation and detection in stochastic control theory
93C35 Multivariable systems, multidimensional control systems
74H50 Random vibrations in dynamical problems in solid mechanics
93E12 Identification in stochastic control theory
Keywords:
time-dependent
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