liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Detection Limits for Linear Non-Gaussian State-Space Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0002-1971-4295
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2006 (English)In: Proceedings of the 6th IFAC Symposium on Fault Detection, Supervision and Safty of Technical Processes, 2006, 282-287 p.Conference paper, Published paper (Refereed)
Abstract [en]

The performance of nonlinear fault detection schemes is hard to decide objectively, so Monte Carlo simulations are often used to get a subjective measure and relative performance for comparing different algorithms. There is a strong need for a constructive way of computing an analytical performance bound, similar to the Cramér-Rao lower bound for estimation. This paper provides such a result for linear non-Gaussian systems. It is first shown how a batch of data from a linear state-space model with additive faults and non-Gaussian noise can be transformed to a residual described by a general linear non-Gaussian model. This also involves a parametric description of incipient faults. The generalized likelihood ratio test is then used as the asymptotic performance bound. The test statistic itself may be impossible to compute without resorting to numerical algorithms, but the detection performance scales analytically with a constant that depends only on the distribution of the noise. It is described how to compute this constant, and a simulation study illustrates the results.

Place, publisher, year, edition, pages
2006. 282-287 p.
Keyword [en]
Detector performance, Fault detection, Linear systems, Non-Gaussianprocess, Performance analysis, State-space models, Stochastic fault detection
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36181DOI: 10.3182/20060829-4-CN-2909.00046Local ID: 30416ISBN: 978-3-902661-14-2 (print)OAI: oai:DiVA.org:liu-36181DiVA: diva2:257029
Conference
6th IFAC Symposium on Fault Detection, Supervision and Safty of Technical Processes, Beijing, China, August-September, 2006
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2015-09-22

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Authority records BETA

Hendeby, GustafGustafsson, Fredrik

Search in DiVA

By author/editor
Hendeby, GustafGustafsson, Fredrik
By organisation
Automatic ControlThe Institute of Technology
Engineering and TechnologyControl Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 1018 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf