On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that...