Fault Detection and Diagnosis of Dynamic Systems with Sequentially Correlated Measurement Noise

An effective approach to detect and diagnose multiple failures in a dynamic system is proposed 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 correlated measurement noise. Numerical example for the nuclear steam generator is provided to illustrate the enhanced performance of the proposed algorithm.