| Abstract: | This paper extends the problem of fault detection for linear discrete‐time systems with unknown input to the nonlinear system. A nonlinear recursive filter is developed where the estimation of the state and the input are interconnected. Unknown input which can be any type of signal was obtained by least‐squares unbiased estimation and the state estimation problem is transformed into a standard unscented Kalman filter (UKF) problem. By testing the mean of the innovation process, a real‐time fault detection approach is proposed. Simulations are provided to demonstrate the effectiveness of the theoretical results. |
