GLR tests for fault detection over sliding data windows, Report no. LiTH-ISY-R-2635
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چکیده
The Generalized Likelihood Ratio (GLR) test for fault detection as derived by Willsky and Jones is a recursive method to detect additive changes in linear systems in a Kalman filter framework. Here, we evaluate the GLR test on a sliding window and compare it to stochastic parity space approaches. Robust fault detection defined as being insensitive to faults in the signal space is also studied in the GLR framework.
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تاریخ انتشار 2004