Abstract
Statistical methods are widely used in detecting changes in signals. The objective of Chap. 11 is the application of some basic statistic methods to the evaluation of residual signals delivered by a model-based residual generator. For this purpose, elementary statistical methods are first introduced with a focus on the GLR (generalized likelihood ratio) technique. It is followed by the application of the GLR technique to residual evaluation and threshold setting in the statistical framework.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Basseville, M.: Detecting changes in signals and systems – A survey. Automatica 24(3), 309–326 (1988)
Basseville, M.: Model-based statistical signal processing and decision theoretical approaches to monitoring. In: Proc. of IFAC Symp. SAFEPROCESS ’03 (2003)
Basseville, M., Abdelghani, M., Benveniste, A.: Subspace-based fault detection algorithms for vibration monitoring. Automatica 36, 101–109 (2000)
Basseville, M., Nikiforov, I.: Detection of Abrupt Changes – Theory and Application. Prentice-Hall, Englewood Cliffs (1993)
Gustafsson, F.: Adaptive Filtering and Change Detection. Wiley, New York (2000)
Huang, B.: Bayesian methods for control loop monitoring and diagnosis. J. Process Control 18, 829–838 (2008)
Lai, T.L., Shan, J.Z.: Efficient recursive algorithms for detection of abrupt changes in signals and control systems. IEEE Trans. Automat. Control 44, 952–966 (1999)
Lapin, L.L.: Probability and Statistics for Modern Engineering. 2nd edn. Duxbury, N. Scituate (1990)
Lehmann, E.: Testing Statistical Hypotheses. Wadsworth, Belmont (1991)
McDonough, R.N., Whalen, A.: Detection of Signals in Noise. Academic Press, San Diego (1995)
Zhang, Q., Basseville, M., Benveniste, A.: Early waring of slight changes in systems. Automatica 30, 95–114 (1994)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag London
About this chapter
Cite this chapter
Ding, S.X. (2013). Statistical Methods Based Residual Evaluation and Threshold Setting. In: Model-Based Fault Diagnosis Techniques. Advances in Industrial Control. Springer, London. https://doi.org/10.1007/978-1-4471-4799-2_10
Download citation
DOI: https://doi.org/10.1007/978-1-4471-4799-2_10
Publisher Name: Springer, London
Print ISBN: 978-1-4471-4798-5
Online ISBN: 978-1-4471-4799-2
eBook Packages: EngineeringEngineering (R0)