Auxiliary signal design for robust active failure detection: the general cost case

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Abstract A proper auxiliary signal is an input signal that guarantees the detection of failure based on input-output observations when both the normal and the failed behaviors of the process can be modeled as uncertain systems. The problem of designing optimal proper auxiliary signals had been considered where the cost was measured in terms of the energy of the auxiliary signal. In some applications, this measure is not satisfactory or even meaningful. This papers extends the theory to allow for more general cost functions.