B.S. Kim, I.S. Lee, D.Y. Lee, J.T. Kim, J.C. Park, J.W. Lee, Y.J. Lee, and K.Y. Kim (Korea)
Interacting Multiple Model, Fault Detection and Diagnosis, Colored Measurement Noise
An effective scheme to detect and diagnose multiple failures in a dynamic system is described for the case where the measurement noise is correlated sequentially in time. It is based on the modified interacting multiple model (MIMM) estimation algorithm in which a generalized decorrelation process is developed by employing the autoregressive (AR) model for the colored noise and applying measurement difference method.
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