Asymptotic methods in statistical theory
Asymptotic methods in statistical theory
Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Early warning of slight changes in systems
Automatica (Journal of IFAC) - Special issue on statistical signal processing and control
Subspace-based methods for the identification of linear time-invariant systems
Automatica (Journal of IFAC) - Special issue on trends in system identification
Consistency and relative efficiency of subspace methods
Automatica (Journal of IFAC) - Special issue on trends in system identification
Automatica (Journal of IFAC)
Paper: A survey of design methods for failure detection in dynamic systems
Automatica (Journal of IFAC)
On-board Component Fault Detection and Isolation Using the Statistical Local Approach
Automatica (Journal of IFAC)
Process fault detection based on modeling and estimation methods-A survey
Automatica (Journal of IFAC)
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
Automatica (Journal of IFAC)
Order estimation for subspace methods
Automatica (Journal of IFAC)
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
Automatica (Journal of IFAC)
Brief Subspace-based fault detection algorithms for vibration monitoring
Automatica (Journal of IFAC)
Asymptotic properties of subspace estimators
Automatica (Journal of IFAC)
Consistency analysis of some closed-loop subspace identification methods
Automatica (Journal of IFAC)
On the ill-conditioning of subspace identification with inputs
Automatica (Journal of IFAC)
Hi-index | 22.14 |
The detection of changes in the eigenstructure of a linear time invariant system by means of a subspace-based residual function has been proposed previously. While enjoying some success in its applicability in particular in the context of vibration monitoring, the robustness of this framework against changes in the noise properties has not been properly addressed yet. In this paper, a new robust residual is proposed and the robustness of its statistics against changes in the noise covariances is shown. The complete theory for hypothesis testing for fault detection is derived and a numerical illustration is provided.