An innovations approach to fault detecti
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R.K. Mehra; J. Peschon
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Article
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1971
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Elsevier Science
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English
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Sumnml'y--A general approach to fault detection, diagnosis and prognosis in systems describable by mathematical models is outlined. It is based on System Theory and Statistical Decision Theory. The special case of linear dynamic systems with Gaussian random inputs is considered and it is shown how t