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WM and then the effectiveness of such an algorithm is validated in Section 4. Finally, in Section 5, the conclusion is summarized and the future work is discussed.

Notations. $\mathbb{R}$ and $\mathbb{N}^+$ represent the space of all real numbers and positive integers, respectively. $\mathbb{R}^n$ and $\mathbb{R}^{m \times n}$ stand for the $n$-dimensional Euclidean space and the set of all $m \times n$ real matrices, respectively. For any vector $x \in \mathbb{R}^n$, $|x|$ denotes the Euclidean norm of $x$. Additionally, for any nonnegative matrix $P \in \mathbb{R}^{n \times n}$, $|x|_P$ means the weighted norm of $x$ (i.e., $|x|_P = \sqrt{x^T P x}$).

2. PROBLEM FORMULATION

Consider the following nonlinear system with IFs

{x(k+1)=g(x(k))+w(k)+Ff(k)y(k)=h(x(k))+v(k)+Gf(k),(1) \begin{cases} x(k+1) = g(x(k)) + w(k) + Ff(k) \\ y(k) = h(x(k)) + v(k) + Gf(k), \end{cases} \quad (1)

where $x(k) \in \mathbb{R}^{n_x}$, $y(k) \in \mathbb{R}^{n_y}$ and $f(k) \in \mathbb{R}^{n_f}$ are the state vector, measurement output and IF signal, respectively. $w(k) \in \mathbb{R}^{n_x}$ and $v(k) \in \mathbb{R}^{n_y}$ are mutually uncorrelated zero-mean Gaussian white noises with respective covariance matrices $R_w$ and $R_v$. $F$ and $G$ are known matrices with appropriate dimensions. $g(\cdot)$ and $h(\cdot)$ are known nonlinear functions.

The intermittent fault $f(k)$ is assumed to satisfy the following form

f(k)=s=1(Θ(kks,1)Θ(kks,2))ms(k),sN+,(2) f(k) = \sum_{s=1}^{\infty} (\Theta(k - k_{s,1}) - \Theta(k - k_{s,2}))m_s(k), \quad s \in \mathbb{N}^{+}, \quad (2)

where $k_{s,1}$ and $k_{s,2}$ are the sth unknown appearing time and disappearing time of IF $f(k)$, respectively. $\Theta(\cdot)$ is a function satisfying $\Theta(i) = 1$ ($i \ge 0$) and $\Theta(i) = 0$ ($i < 0$). $m_s(k)$ is the sth unknown fault magnitude. Define $d_{s,1} = k_{s,2} - k_{s,1}$ and $d_{s,2} = k_{s+1,1} - k_{s,2}$ as the sth active duration time and inactive duration time of $f(k)$. In this paper, we suppose that there exist two known constants $\bar{d}_1 > 0$ and $\bar{d}2 > 0$ satisfying $d{s,1} \le \bar{d}1$ and $d{s,2} \le \bar{d}_2$ ($s \in \mathbb{N}^+$), where $\bar{d}_1$ and $\bar{d}_2$ are respectively called the lower bounds of fault active duration and fault inactive duration.

If a residual $r(k)$ satisfies the following two conditions:

(1) there exists a constant $0 \le \tau_1 < \bar{d}1$ such that $r(k) \ge J{\text{th},1}$ holds for all $k \in [k_{s,1} + \tau_1, k_{s,2})$ ($s \in \mathbb{N}^+$), where $J_{\text{th},1}$ is the detection threshold for the appearing time and $k_{s,1} + \tau_1$ is the sth appearing time detected by the residual $r(k)$;

(2) there exists a constant $0 \le \tau_2 < \bar{d}2$ such that $r(k) < J{\text{th},2}$ holds for all $k \in [k_{s,2} + \tau_2, k_{s+1,1})$ ($s \in \mathbb{N}^+$), where $J_{\text{th},2}$ is the detection threshold for the disappearing time and $k_{s,2} + \tau_2$ is the sth disappearing time detected by the residual $r(k)$,

it is said that IF $f(k)$ is detectable by the residual $r(k)$.

Remark 1. The core task for IF detection is to detect all appearing and disappearing times of IFs. If condition (1) is fulfilled, the designed residual $r(k)$ must be larger than the threshold $J_{\text{th},1}$ before fault $f(k)$ disappears, which means that there must exist a period of alarm time during $[k_{s,1}, k_{s,2})$ ($s \in \mathbb{N}^+$). Condition (2) shows that $r(k)$ can decrease below the threshold $J_{\text{th},2}$ before the next fault

Fig. 1. IF and the residual of EKF in the case of $f_a = 1$

Fig. 2. IF and the residual of EKF in the case of $f_a = 2$

$f(k)$ appears, which ensures that the sth disappearing time and the s+1th appearing time of IF $f(k)$ can be clearly distinguished. Combining the two conditions, it is easy to deduce that all appearing and disappearing times of IF $f(k)$ can be detected by the residual $r(k)$.

Example 1: Consider the nonlinear system with the following parameters

x(k)=[x1(k),x2(k)]T,g(x(k))=[g1(x(k)),g2(x(k))]T,g1(x(k))=0.89x1(k)+0.1x2(k)0.11sin(x1(k)x2(k)),g2(x(k))=0.9x2(k)0.2x1(k)+0.01cos(x22(k)),h(x(k))=0.5x1(k)+x2(k),F=[2,0]T,G=0,Rw=0.052I,Rv=0.052. \begin{align*} x(k) &= [x_1(k), x_2(k)]^T, & g(x(k)) &= [g_1(x(k)), g_2(x(k))]^T, \\ g_1(x(k)) &= 0.89x_1(k) + 0.1x_2(k) - 0.11 \sin(x_1(k)x_2(k)), \\ g_2(x(k)) &= 0.9x_2(k) - 0.2x_1(k) + 0.01 \cos(x_2^2(k)), \\ h(x(k)) &= 0.5x_1(k) + x_2(k), \\ F &= [2, 0]^T, & G &= 0, & R_w &= 0.05^2 I, & R_v &= 0.05^2. \end{align*}

The IF $f(k)$ is chosen as

f(k)={fa,k[50,70][85,105][120,150][165,203][215,243][255,270],0,otherwise. f(k) = \begin{cases} f_a, & k \in [50, 70] \cup [85, 105] \cup [120, 150] \\ & \cup [165, 203] \cup [215, 243] \cup [255, 270], \\ 0, & \text{otherwise}. \end{cases}

By means of EKF, the estimate $\hat{x}^*(k)$ can be derived. Then the residual is defined as $r(k) = y(k) - h(\hat{x}^*(k))$. The trajectories of $r(k)$ in the case of $f_a = 1$ and $f_a = 2$ are respectively depicted in Figs. 1 and 2.