A Rao-Blackwellised particle filter-based likelihood ratio approach to fault diagnosis for linear stochastic systems

Li P., Postlethwaite I., Kadirkamanathan V. and Chen M.Z.Q.

BibTex Entry

@Article{,

author = {Li P., Postlethwaite I., Kadirkamanathan V. and Chen M.Z.Q. },

journal = {the Proceedings of the European Control Conference},

title = {A Rao-Blackwellised particle filter-based likelihood ratio approach to fault diagnosis for linear stochastic systems},

year = {2009},

note = {To appear}

}