Abstract
The paper deals with active fault detection and control for stochastic systems. An input signal generator for a given detector is designed such that detection and control aims are pursued. The detection aim is to minimize the probability of a wrong decision at the end of a finite horizon, and the control aim is to maintain the price of control actions below a given limit and satisfy some other design requirements. Since the control aim and other design requirements are enforced as constraints a constrained optimization problem is solved using the open loop information processing strategy. The proposed approach is applied to active detection of the stuck air mixing damper of an air handling unit.
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