Abstract
The problem of failure detection and identification in stochastic linear timeinvariant systems is approached as a Min-Max Hypothesis Testing problem. A statistical test is proposed and a Min-Max testing technique is followed, leading to a linear transformation of the residual vector, which results in a new statistical decoupling of failure influences. The resulting problem is to detect a change of the mean in a gaussian vector sequence and to estimate the random time of failure occurrence.
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© 1990 Springer-Verlag
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Wahnon, E. (1990). A Min-Max testing approach to failure detection and identification. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systes. Lecture Notes in Control and Information Sciences, vol 144. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120071
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DOI: https://doi.org/10.1007/BFb0120071
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