DEADBEAT OBSERVER BASED DETECTION AND ESTIMATION OF A JUMP IN LTI SYSTEMS
Ichiro Jikuya* Michel Verhaegen**
* Systems and Control Engineering Division, Faculty of Applied Physics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands
** Control Laboratory, Faculty of Information Technology and Systems, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands
The generalized likelihood ratio (GLR) test has been studied for the detection and estimation of a jump in linear systems, where the choices of the window size for the online implementation and of the threshold have been recognized as key problems. This paper proposes a deadbeat observer based GLR test for linear time invariant (LTI) systems. The necessary window size is automatically determined and is not greater than the McMillan degree of the system. Assuming noninformative prior information for the size of the noise variance, a marginalized GLR test is also discussed as the offline procedure to overcome the difficulty in the choice of the threshold.
Keywords: state scintillation detectors, state monitoring, fault detection, fault identification, deadbeat observers, likelihood ratio test
Session slot T-Tu-A10: Fault Diagnosis Design I/Area code 7e : Fault Detection, Supervision and Safety of Technical Processes

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