Abstract
A method for computing the intervals in which the outputs of a linear multivariable dynamic system with bounded parameter uncertainties and noise must lie has been developed. It utilizes Pontryagin's Maximum Principle and is recursive. Because of its computational efficiency it can be executed in real time and used for system and sensor failure detection in systems with parameter uncertainties. Failures are detected by testing if the measured outputs lie outside the computed intervals, indicating that the system cannot be described by the given model and the specified parameter uncertainty bounds. The method is illustrated by application to the longitudinal dynamics of the AFTI F-16 aircraft.
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