Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems

DOI10.1016/0005-1098(87)90077-XzbMath0625.93060MaRDI QIDQ580296

Michèle Basseville, Albert Benveniste, Anne Rougée, George V. Moustakides

Publication date: 1987

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Random vibrations in dynamical problems in solid mechanics (74H50)

Related Items (7)

Subspace-based fault detection robust to changes in the noise covariances ⋮ Subspace-based algorithms for structural identification, damage detection, and sensor data fusion ⋮ Information criteria for residual generation and fault detection and isolation ⋮ Detecting changes in signals and systems - a survey ⋮ Autoregressive and adaptive estimation with an application to hurricane track prediction ⋮ Subspace-based fault detection algorithms for vibration monitoring ⋮ Vibration data analysis for a commercial aircraft

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Process fault detection based on modeling and estimation methods - a survey
• Instrumental variable methods for system identification
• Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
• Cumulative sums for detection of changes in random process characteristics
• Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
• A survey of design methods for failure detection in dynamic systems
• Analysis of EEG signals with changing spectra using a short-word Kalman estimator
• Single sample modal identification of a nonstationary stochastic process
• Tests of Disorder of Regression: Asymptotic Comparison
• Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design
• Optimal instrumental variable estimates of the AR parameters of an ARMA process
• Detecting changes in the ar parameters of a nonstationary arma process
• Process Fault Diagnosis Based on Process Model Knowledge: Part I—Principles for Fault Diagnosis With Parameter Estimation

This page was built for publication: Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems