Optimal Auxiliary Input for Fault Detection - Frequency Domain Approach -

抄録

In this paper, we derive the optimal auxiliary input for fault detection of stochastic linear system in the frequency domain based on the time average of Kullback discrimination information between the system models corresponding to the normal and the fault modes. Auto-covariance sequence of the optimal auxiliary input is obtained by solving a mathematical programming problem. Numerical simulation results indicate that the proposed auxiliary input reduces the mean detection time without making much effects on the original system behavior.