GLR Tests for Fault Detection over Sliding Data Windows
2004 (English)Report (Other academic)
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 in the signal space is also studied in the GLR framework.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2004. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2635
Fault detection, Statistical signal processing, Robust estimation, Parity space
IdentifiersURN: urn:nbn:se:liu:diva-56001ISRN: LiTH-ISY-R-2635OAI: oai:DiVA.org:liu-56001DiVA: diva2:316732