The fault detection process is approximated with a disturbance attenua
tion problem, The solution to this problem, for both linear time-varyi
ng and time-invariant systems, leads to a game theoretic filter which
bounds the transmission of all exogenous signals except the fault to b
e detected, In the limit, when the disturbance attenuation bound is br
ought to zero, a complete transmission block is achieved by embedding
the nuisance inputs into an unobservable, invariant subspace. Since th
is is the same invariant subspace structure seen in some types of dete
ction filters, we can claim that the asymptotic game filter is itself
a detection filter, One can also make use of this subspace structure t
o reduce the order of the limiting game theoretic filter by factoring
this invariant subspace out of the state space. The resulting lower di
mensional filter will then be sensitive only to the failure to be dete
cted. A pair of examples given at the end of the paper demonstrate the
effectiveness of the filter for time-invariant and time-varying probl
ems in both full-order and reduced-order forms.