CLOSED LOOP INFORMATION PROCESSING STRATEGY FOR OPTIMAL FAULT DETECTION AND CONTROL

A new unique general formulation and solution of the active fault detection problem for a discrete-time stochastic system are proposed. The optimal active detectors and the dual controller are designed by the appropriate criteria minimization using closed-loop information processing strategy. The considered formulation encompasses the following cases: active detection with an a priori given input signal generator, active detection, and finally dual control as active detection combined with control. The results are illustrated in the linear multiple models framework.