Detection and Localization of Faults in System Dynamics by IMM Estimator

1 Partially supported by the Bulgarian National Science Fund Contract No. I-808/98. * Supported by ONR via Grant N00014-97-1-0570, NSF via Grant ECS-9734285, and LEQSF via Grant (1996-99)-RD-A-32. Abstract—The cost-effective Interacting MultipleModel (IMM) algorithm is applied for rapid and reliable fault detection and localization in system dynamics. The paper also presents a new IMM approach for system parameter drift detection and estimation based on augmented state models.