A general formulation for fault detection in stochastic continuous-time dynamical systems
نویسنده
چکیده
In this work, a general formulation for fault detection in stochastic continuoustime dynamical systems is presented. This formulation is based on the definition of a pre-Hilbert space so that orthogonal projection techniques, based on the statistics of the involved stochastic processes can be applied. The general setting gathers different existing schemes within a unifying framework.
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