Abstract: The fault detection approach based on the Tracy-Widom distribution is presented and applied to the aircraft flight control system. An operative method of testing the innovation covariance of the Kalman filter is proposed. The maximal eigenvalue of the random Wishart matrix is used as the monitoring statistic, and the testing problem is reduced to determine the asymptotics for the largest eigenvalue of the Wishart matrix. As a result, an algorithm for testing the innovation covariance based on the Tracy-Widom distribution is proposed. In the simulations, the longitudinal and lateral dynamics of the F-16 aircraft model is considered, and detection of sensor and control surface faults in the flight control system which affect the innovation covariance, are examined.
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