Abstract
This paper presents the concept of a fault detection system covering detection, diagnosis, and prognosis associ- ated with them. To this aim procedures of data analysis and exploration, based on the nonparametric method of kernel es- timators were applied. This method allows the useful characterization of probability distributions without arbitrary as- sumptions regarding their membership to a fixed class. The investigated system was proved to be effective with respect to both abrupt as well as slowly progressing symptoms of arising anomalies. This work has been aimed at the problem of fault detection in dynamical systems as objects of automatic control, although the general formula is universal and can be used for a wide range of tasks, also outside of engineering.
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