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Residual Generation in Linear Stochastic Systems - a polynomial approach

A polynomial design algorithm for innovation/residual generation for fault diagnosis is given. The class of systems considered is linear stochastic state-space and descriptor systems in both continuous and discrete time. A new class of residual generators based on stochastic models is defined and design algorithms are derived. The algorithms is based on standard operations such as null-space computation and spectral factorization of polynomial matrices for which numerically reliable implementations is readily available.

Erik Frisk

Proc. IEEE Conference on Decision and Control, 2001

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