Abstract
The paper presents a new approach to model validation and fault diagnosis problems for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The new approach is developed by applying methods from linear quadratic optimal control theory. This leads to a method for model validation and fault diagnosis which is based around a robust Kalman filter type structure.
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Savkin, A.V., Petersen, I.R. New Approach to Model Validation and Fault Diagnosis. Journal of Optimization Theory and Applications 94, 241–250 (1997). https://doi.org/10.1023/A:1022676106903
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DOI: https://doi.org/10.1023/A:1022676106903