修正逐次確率比検定を用いた統計的故障検知システムの性能推定と設計法

抄録

Equations for evaluating the performances of a failure detection system, whose task is to detect changes of some parameters in an object system, are derived as functions of the design parameters in the detection system and a design method of the detection system based on the equations is proposed. This detection system consists of the Kalman filters and the Modified Sequential Probability Ratio Test. The usefulness of this design method is examined by means of numerical simulations for the parameter changes in a second order system and for the failure in an aircraft stability augumentation system.