This chapter concerns detection of faults in systems. From the viewpoint of safety and security, fault detection schemes are essential for automation in industry, since quick alarms help to prevent the subsequent occurrence of complete failure of industrial machines and plants. Fault detection schemes based on subspace identification are promising since subspace identification algorithms are known as powerful tools for system identification. In this chapter, two fault detection schemes are briefly reviewed. One is to observe changes in system parameters by two recursive parameter estimation algorithms based on subspace identification in parallel. The other is a stochastic whiteness test on the so-called residual which is generated by a recursive subspace identification algorithm.
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