Active fault detection: A comparison of probabilistic methods

The paper deals with probabilistic methods for designing the active fault detectors that improve the quality of detection using an auxiliary input signal. Two probabilistic methods that assume a similar stochastic model of a monitored system are considered and compared with a special attention to various difficulties associated with active fault detector designs. The active fault detector design based on a general detection cost function is compared with the model sequence selection error minimization design in terms of assumptions and theoretical properties. Practical aspects of both methods are also considered and demonstrated through a numerical example.