Probabilistic Performance Analysis of Fault Diagnosis Schemes

References
[1] S. Asmussen and P. W. Glynn, Stochastic Simulation: Algorithms and Analysis,
Springer, New York, 2007.
[2] M. Basseville and I. V. Nikiforov, Detection of Abrupt Changes: Theory and Application,
PTR Prentice Hall, Englewood Cliffs, NJ, 1993.
[3] R. V. Beard, Failure Accommodation in Linear Systems Through Self-Reorganization,
Ph.D. Thesis, Massachusetts Intitute of Technology, 1971.
[4] J. O. Berger, Statistical Decision Theory and Bayesian Analysis, Springer-Verlag, New
York, 2nd ed., 1985.
[5] S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press,
New York, 2004.
[6] D. Carbaugh, D. Forsythe, and M. McIntyre, Erroneous flight instrument information,
AERO Magazine, 8 (1998), pp. 10–21.
[7] C.-T. Chen, Linear System Theory and Design, Oxford University Press, New York, 3 ed.,
1999.
[8] J. Chen and R. J. Patton, Optimal filtering and robust fault diagnosis of stochastic systems
with unknown disturbances, IEE Proceedings–Control Theory and Applications,
143 (1996), pp. 31–36.
[9] J. Chen and R. J. Patton, Robust Model-Based Fault Diagnosis for Dynamic Systems,
Kluwer Academic, Boston, MA, 1999.
[10] J. Chen, R. J. Patton, and H.-Y. Zhang, Design of unknown input observers and robust
fault detection filters, International Journal of Control, 63 (1996), pp. 85–105.
[11] J. Chen and S. Wang, Validation of linear fractional uncertain models: Solutions via
matrix inequalities, IEEE Transactions on Automatic Control, 41 (1996), pp. 844–849.
119