Necessary and Sufficient Conditions for Fault Diagnosability of Linear Open- and Closed-Loop Stochastic Systems Under Sensor and Actuator Faults

In this article, the diagnosability problem is investigated for open-loop and closed-loop stochastic systems under sensor and actuator faults. A novel quantitative fault diagnosability analysis method is developed to characterize the detectability and isolability for a given system without any predetermined fault diagnosis algorithm. By exploiting the Bhattacharyya distance, some novel indices are proposed to evaluate the difficulty degree of fault detectability and isolability. Necessary and sufficient conditions are established for the diagnosability of both open- and closed-loop stochastic systems undergoing sensor and actuator faults. In addition, the relationship between the fault detectability of open-loop systems and that of closed-loop ones is discussed.