Input Design for Change Detection
The problem of detecting abrupt changes in dynamical systems has gained importance recently as the demand for fault tolerant and reliable engineering systems has increased. The detection of malfunctions and performance degradations in complex automatic systems is crucial to assure safe and low cost operation. This aspect of change detection is referred to as fault detection and diagnosis or instrument fault detection by many authors. The theory and many applications has been covered in books by Himmelblau (1978), Pau (1981), Patton et al. (1989) and Basseville & Nikiforov (1993) and also in survey papers by Willsky (1976), Mironovski (1981), Isermann (1984), Gertler (1988); Frank (1990a) and Patton (1997).
KeywordsFalse Alarm Change Detection False Alarm Rate Optimal Input Sequential Probability Ratio Test
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