A survey of design methods for failure detection in dynamic systems

Abstract

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.