A generalized least-squares fault detection filter

摘要

A fault detection and identification algorithm is determined from a generalization of the least-squares derivation of the Kalman filter. The objective of the filter is to monitor a single fault called the target fault and block other faults which are called nuisance faults. The filter is derived from solving a min-max problem with a generalized least-squares cost criterion which explicitly makes the residual sensitive to the target fault, but insensitive to the nuisance faults.