EconPapers    
Economics at your fingertips  
 

Intermittent fault detection for linear discrete-time stochastic multi-agent systems

Li Sheng, Sen Zhang and Ming Gao

Applied Mathematics and Computation, 2021, vol. 410, issue C

Abstract: In this paper, the intermittent fault (IF) detection problem is investigated for a class of linear discrete-time stochastic multi-agent systems (MASs). By using the reduced-order observer method and introducing a sliding-time window, the truncated residuals are designed to detect the appearing time and disappearing time of the IF. Moreover, two sets of hypothesis tests are proposed to determine the detection and location thresholds of the IF, and the detectability of the IF is discussed in the framework of statistical analysis. Finally, a simulation example is provided to validate the feasibility and effectiveness of the proposed method.

Keywords: Intermittent fault; Fault detection and location; Multi-agent system; Reduced-order observer; Truncated residual (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300321005695
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:410:y:2021:i:c:s0096300321005695

DOI: 10.1016/j.amc.2021.126480

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:apmaco:v:410:y:2021:i:c:s0096300321005695