GLR tests for fault detection over sliding data windows, Report no. LiTH-ISY-R-2635

Abstract

The Generalized Likelihood Ratio (GLR) test for fault detection as derived by Willsky and Jones is a recursive method to detect additive changes in linear systems in a Kalman filter framework. Here, we evaluate the GLR test on a sliding window and compare it to stochastic parity space approaches. Robust fault detection defined as being insensitive to faults… (More)

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Cite this paper

@inproceedings{Trnqvist2004GLRTF, title={GLR tests for fault detection over sliding data windows, Report no. LiTH-ISY-R-2635}, author={David T{\"o}rnqvist and Fredrik Gustafsson and Inger Klein}, year={2004} }