Closed-loop performance monitoring in the presence of system changes and disturbances

This paper addresses issues in closed-loop performance monitoring. Particul ar attention is paid to detecting whether an observed deviation from nomina l performance is due to a disturbance or due to a control relevant system c hange. This is achieved by introducing a novel performance measure that all ows feasible application of a standard CUSUM change detector. The paper inc ludes explicit results on the risk of mistaking a disturbance for a system change. The algorithm has been implemented in real time on a DSP and evalua ted on a DC motor. (C) 1998 Elsevier Science Ltd. All rights reserved.