Fault Detection for Singular Stochastic System with Unknown Disturbances
具有未知扰动的广义系统的故障检测

This paper focuses on the fault detection for singular stochastic systems with unknown inputs.Under the reasonable conditions,a reduced-order subsystem,which is decoupled from the unknown disturbances,is separated from the original system by using a state transform.For this stochastic subsystem,a stable filter is designed and the statistics of the output residual are given.Based on these results,the fault detection is realized.