The object of this book is to present a systematic method for auxiliary signal design in fault detection and diagnosis. It covers systems that can be represented by linear or linearised multiple-input, multiple-output stochastic models. It is very illustrative since each new concept is demonstrated with simple examples and plots. Some fundamental problems in change detection have been investigated. A basic knowledge of probability theory, statistical inference, matrix and control theory is required. Postgraduates and researchers will find it an interesting reference to fault detection and...