A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

DOI10.1016/J.AMC.2012.05.024zbMATH Open1278.62134OpenAlexW2092232945MaRDI QIDQ387663FDOQ387663

Authors: Pedro J. Zufiria 

Publication date: 23 December 2013

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://oa.upm.es/16809/

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zbMATH Keywords

fault diagnosiscontinuous-time dynamical systemsOrnstein-Uhlenbeck stochastic processquickest detection

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Nonlinear systems in control theory (93C10) Fault detection; testing in circuits and networks (94C12)

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Cited In (14)

• Fault detection and diagnosis for general stochastic systems using B-spline expansions and nonlinear filters
• Robust finite-time fault estimation for stochastic nonlinear systems with Brownian motions
• Fault detection for discrete-time linear systems based on descriptor observer approach
• Fault detection and prediction scheme for nonlinear stochastic distribution systems
• Detection and isolation of simultaneous additive and parametric faults in nonlinear stochastic dynamical systems
• Function based fault detection for uncertain multivariate nonlinear non-Gaussian stochastic systems using entropy optimization principle
• The new nonprobabilistic criterion of failure for dynamical systems based on convex models
• FDI algorithms of abrupt faults in controlled autoregressive processes
• Fault Detection Schemes for Continuous-Time Stochastic Dynamical Systems
• Diagnosis of unknown parametric faults in non-linear stochastic dynamical systems
• A formulation for fault detection in stochastic continuous-time dynamical systems
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• Generalized likelihood ratio approach for fault detection in linear dynamic stochastic systems with unknown inputs
• Drift detection and characterization for condition monitoring: application to dynamical systems with unknown failure modes

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