Optimal statistical fault detection with nuisance parameters (Q2486092)
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scientific article; zbMATH DE number 2192823
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| English | Optimal statistical fault detection with nuisance parameters |
scientific article; zbMATH DE number 2192823 |
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Optimal statistical fault detection with nuisance parameters (English)
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5 August 2005
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The authors develop an optimal statistical approach to fault detection in a linear stochastic (dynamical) system with nuisance parameters, the latter being unknown and non-random. An optimality theorem gives a lower bound for the probability of non-detection. This result allows the solution of the problem of optimal residual generation and the evaluation of the impact of the nuisance parameters.
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fault detection
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stochastic systems
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decision theory
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0.8605353236198425
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0.7938281893730164
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0.7655518651008606
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0.7655518651008606
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0.7634559273719788
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