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GLR Tests for Fault Detection over Sliding Data Windows
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.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2005 (English)Report (Other academic)
Abstract [en]

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, 2005. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2683
Keyword [en]
Fault detection, Statistical signal processing, Robust estimation, Parity space
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56026ISRN: LiTH-ISY-R-2683OAI: oai:DiVA.org:liu-56026DiVA: diva2:316918
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-02Bibliographically approved

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Törnqvist, DavidGustafsson, FredrikKlein, Inger

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
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  • Other style
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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