@misc{Punčochář_Ivo_On, author={Punčochář, Ivo and Šimandl, Miroslav}, howpublished={online}, publisher={Zielona Góra: Uniwersytet Zielonogórski}, language={eng}, abstract={The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state.}, abstract={The design of an optimal active fault detector that generates decisions and inputs improving the quality of detection is formulated as a dynamic optimization problem. As the optimal solution obtained by dynamic programming requires solving the Bellman functional equation, approximate techniques are employed to obtain a suboptimal active fault detector.}, type={artykuł}, title={On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems}, keywords={active fault detection, non-linear stochastic systems, optimal input design, dynamic programming}, }