This book is downloadable from http://www.irisa.fr/sisthem/kniga/. Many monitoring problems can be stated as the problem of detecting a change in the parameters of a static or dynamic stochastic system. The main goal of this book is to describe a unified framework for the design and the performance analysis of the algorithms for solving these change detection problems. Also the book contains the key mathematical background necessary for this purpose. Finally links with the analytical redundancy approach to fault detection in linear systems are established. We call abrupt change any change in the parameters of the system that occurs either instantaneously or at least very fast with respect to the sampling period of the measurements. Abrupt changes by no means refer to changes with large magnitude; on the contrary, in most applications the main problem is to detect small changes. Moreover, in some applications, the early warning of small - and not necessarily fast - changes is of crucial interest in order to avoid the economic or even catastrophic consequences that can result from an accumulation of such small changes. For example, small faults arising in the sensors of a navigation system can result, through the underlying integration, in serious errors in the estimated position of the plane. Another example is the early warning of small deviations from the normal operating conditions of an industrial process. The early detection of slight changes in the state of the process allows to plan in a more adequate manner the periods during which the process should be inspected and possibly repaired, and thus to reduce the exploitation costs.

Detection of abrupt changes: theory and application

Fault detection, isolation, and reconfiguration (FDIR) is an important and challenging problem in many engineering applications and continues to be an active area of research in the control community. This paper presents a survey of the various model-based FDIR methods developed in the last decade. In the paper, the FDIR problem is divided into the fault detection and isolation (FDI) step, and the controller reconfiguration step. For FDI, we discuss various model-based techniques to generate residuals that are robust to noise, unknown disturbance, and model uncertainties, as well as various statistical techniques of testing the residuals for abrupt changes (or faults). We then discuss various techniques of implementing reconfigurable control strategy in response to faults.

A Survey of Fault Detection, Isolation, and Reconfiguration Methods

Detecting changes in signals and systems—a survey

Detection of Abrupt Changes: Theory and Applications.

The median and other rank-order operators possess two properties called the threshold decomposition and the stacking properties. The first is a limited superposition property which leads to a new architecture for these filters; the second is an ordering property which allows an efficient VLSI implementation of the threshold decomposition architecture. Motivated by the success of rank-order filters in a wide variety of applications and by the ease with which they can now be implemented, we consider in this paper a new class of filters called stack filters. They share the threshold decomposition and stacking properties of rank-order filters but are otherwise unconstrained. They are shown to form a very large class of easily implemented nonlinear filters which includes the rank-order operators as well as all compositions of morphological operators. The convergence properties of these filters are investigated using techniques similar to those used to determine root signal behavior of median filters. The results obtained include necessary conditions for a stack filter to preserve monotone regions or edges in signals. The output distribution for these filters is also found. All the stack filters of window width 3 are determined along with their convergence properties. Among these filters are found two which we have named asymmetric median filters. They share all the properties of median filters except that they remove impulses of one sign only; that is, one removes only positive going edges, the other removes only negative going edges, while the median filter removes impulses of both signs. This investigation of the properties of stack filters thus produces several new, useful, and easily implemented filters.

Stack filters

The purpose of this paper is to analyze the behavior of several jump detection algorithms when applied to the same real data (geophysical signals) and to compare these algorithms from different points of view: complexity, efficiency, robustness, and ability to characterize the detected jumps. Three types of algorithms are investigated: "filtered derivatives" detectors, cumulative sum (cusum) tests, and Willsky's generalized likelihood ratio (GLR) algorithm. A modified version of this last test is elaborated, and a new detector, mixing GLR and cusum tests, is presented.

M. Basseville

Papers

Desgin and comparative study of some sequential jump detection algorithms for digital signals