GENERALIZED LIKELIHOOD RATIO APPROACH FOR FAULT-DETECTION IN LINEAR DYNAMIC-STOCHASTIC SYSTEMS WITH UNKNOWN INPUTS

Authors
KELLER JY SUMMERER L BOUTAYEB M DAROUACH M
Citation
Jy. Keller et al., GENERALIZED LIKELIHOOD RATIO APPROACH FOR FAULT-DETECTION IN LINEAR DYNAMIC-STOCHASTIC SYSTEMS WITH UNKNOWN INPUTS, International Journal of Systems Science, 27(12), 1996, pp. 1231-1241
Citations number
18
Categorie Soggetti
System Science","Computer Science Theory & Methods","Operatione Research & Management Science
Journal title
International Journal of Systems Science → ACNP
ISSN journal
00207721
Volume
27
Issue
12
Year of publication
1996
Pages
1231 - 1241
Database
ISI
SICI code
0020-7721(1996)27:12<1231:GLRAFF>2.0.ZU;2-#
Abstract
The generalized likelihood ratio (GLR) technique performs statistical tests on the innovations sequence of a Kalman filter state estimator. Using the results of these tests, sensor or actuator failures are dete cted and identified. In this paper, we generalize this strategy for li near dynamic stochastic systems with unknown inputs.