A 2-ELLIPSOID OVERLAP TEST FOR ONLINE FAILURE-DETECTION

The problem of failure detection in dynamic systems is addressed. The approach is based on modelling and estimation methods and uses some known statistical tools as well as geometric arguments. A test decision. is derived which is based on the overlap between the confidence regions associated with two estimates, one obtained using online measurements and the other based on a priori information. The algorithm proposed here is suitable for on-line detection of ''abrupt'' changes and failures in the applications where ''fast'' on-line decisions are of importance. The implementation of a necessary and sufficient condition is shown to result in a scalar test which does not call for any optimization procedure and so offers the advantage of low computational expenditure.