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Eliminating the Initial State for the Generalized Likelihood Ratio Test
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2006 (English)Report (Other academic)
Abstract [en]

Fault detection based on comparing a batch of data with a model of the system using the generalized likelihood ratio test is considered. Careful treatment of the initial state of the model is quite important, in particular for short batch sizes. There are two standard approaches to this problem. One is based on a parity space, where the influence ofinitial state is removed by projection, and the other on using prior information obtained by Kalman filtering past data. A new idea of anti-causal Kalman filtering in the present data batch is introduced and compared to the previous methods. An efficient parameterization of incipient faults is given. It is shown in simulations of torque disturbances on a DCmotor that efficient fault profile parameterization and using smoothed estimates of the initial state increase performance considerably.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2006. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2744
Keyword [en]
Fault detection, Linear systems, State-space models, Signal processing, State estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56096ISRN: LiTH-ISY-R-2744OAI: oai:DiVA.org:liu-56096DiVA: diva2:316837
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-02Bibliographically approved

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Törnqvist, DavidGustafsson, Fredrik

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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