Rilevazione di rotture in sistemi fisici a componenti aleatorie

Abstract

The work considers the problem of detecting a change (soft-failure) in the dynamic structure or in the input structure of a real input/output system. The system diagnostic is based on the ARMA representation of the real system, where only output data are available. Under the no-rupture hypothesis the statistical properties of the residuals or the so called innovation process are well known. In the present paper, through the definition of a general rupture model, the asymptotic properties of the residuals under rupture hypothesis are studied. Certain residual-based rupture tests are introduced, one of them is exact sized while the others are shown to be asymptotically normal. Their asymptotic behaviour under both hypotheses is studied by means of the introduced rupture model.