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A survey of design methods for failure detection in dynamic systems

A. Willsky

1975 · DOI: 10.1016/0005-1098(76)90041-8
at - Automatisierungstechnik · 2,487 Citations

TLDR

This paper surveys a number of methods for the detection of abrupt changes in stochastic dynamical systems, focusing on the class of linear systems, but the basic concepts carry over to other classes of systems.