Abstract

Model-based methods are widely used for the fault diagnosis of stochastic dynamic systems by simply using the input–output relationship of the system. Despite encouraging results and progress over past decades, developing a reliable and effective diagnostic method for systems with stochastic processes remains a significant challenge. In this paper, a comprehensive review on this topic is performed. Representative main approaches and results are analyzed and compared, and applications in some specific industrial processes are briefly reviewed. The perspectives on current challenges and potential opportunities of future work are discussed, hoping to shed some light on this active topic.

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