We address the problem of detecting faults modeled as changes in the eigens
tructure of a linear dynamical system. This problem is of primary interest
for structural vibration monitoring. The purpose of the paper is to describ
e and analyze new fault detection algorithms, based on recent stochastic su
bspace-based identification methods and the statistical local approach to t
he design of detection algorithms. A conceptual comparison is made with ano
ther detection algorithm based on the instrumental variables identification
method, and previously proposed by two of the authors. (C) 1999 Elsevier S
cience Ltd. All rights reserved.