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In this paper, the fault isolation (FI) problem is investigated for nonlinear non-Gaussian systems with multiple faults(or abrupt changes of system parameters) in the presence of noises. By constructing a filter to estimate the states, the FI problem can be reduced to an entropy optimization problem subjected to the non-Gaussian estimation error systems. The design objective for the FI purpose is...
A new tracking filtering algorithm for a class of multivariate dynamic stochastic systems is presented. The system is represented by a set of time-varying discrete systems with non-Gaussian stochastic input and nonlinear output. New concept such as hybrid characteristic functions is introduced to describe the stochastic nature of the dynamic conditional estimation errors, where the key idea is to...
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