Improved Willsky generalized likelihood ratio method for fault detection

The GLR method in 1976 paper by Willsky et al is still in use with only some improvements made here and there. The authors, going somewhat beyond the research areas of their interest, are very pleased to find that concepts in signal processing can be fruitfully applied to improving the GLR method. The improvement, believed to be quite important, depends mainly on the authors' understanding that the process involved in computing GLR of Willsky can be considered as signal processing with a fault matching filter and then a square detector. The simplified model of an actual control system of a flight vehicle is taken as example. GLR sequence is computed with the method of Willsky and also with the authors' improved method. Digital results are given in Figs.2 (Willsky) and 3 (authors) respectively. It can be easily seen that faults can be more clearly detected with the authors' method, even though amount of computation needed is less by 50% compared with the traditional GLR method of Willsky.