Glr Tests for Fault Detection over Sliding Data Windows
نویسندگان
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. Copyright c ©2005 IFAC
منابع مشابه
GLR tests for fault detection over sliding data windows, Report no. LiTH-ISY-R-2635
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 i...
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