Optimal statistical fault detection with nuisance parameters

DOI10.1016/J.AUTOMATICA.2005.02.004MaRDI QIDQ2486092zbMATH OpenOpenAlexFDO

Authors Mitra Fouladirad, Igor Nikiforov

Publication date 5 August 2005

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2005.02.004

zbMATH Keywords

decision theoryfault detectionstochastic systems

Mathematics Subject Classification ID

Reliability and life testing (62N05) Survival analysis and censored data (62N99)

Review text

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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Cited in

(19)

• Optimal fault detection in a controlled object
• Robust detection of sensor faults by means of a statistical test
• Reliable detection of faults in measurement systems
• Sequential detection/isolation of abrupt changes
• scientific article; zbMATH DE number 6112560 (Why is no real title available?)
• scientific article; zbMATH DE number 4150056 (Why is no real title available?)
• Quickest Multidecision Abrupt Change Detection with Some Applications to Network Monitoring
• Robust Fault Detection With Statistical Uncertainty in Identified Parameters
• Influence of Sampling Period on a Class of Optimal Fault-Detection Performance
• An empirical likelihood-based CUSUM for on-line model change detection
• A statistical-based approach for fault detection in a three tank system
• On the detection of small parameter variations in linear uncertain systems
• A new method for studying some statistical failure detection algorithms
• Optimal fault detection with nuisance parameters and a general covariance matrix
• From Generalized Gauss Bounds to Distributionally Robust Fault Detection With Unimodality Information
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation
• Sequential detection of an unknown transient change profile by the finite moving average test
• Robust fault diagnosis for non-Gaussian stochastic systems based on the rational square-root approximation model
• A neural network approach for the real-time detection of faults

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