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Real-world applications modelled by time-dependent dynamical systems with specific properties such as long-range dependence or self-similarity are usually described by fractional Brownian motion. The investigation of the qualitative behaviour of its realisations is an important topic. For this purpose, efficient mappings from realisations of the dynamical system, i.e., time series, to a set of scalar-valued…

This paper proposes a novel approach to sensor and actuator integrity monitoring in a dynamic system. Multiple sensor and actuator faults can be detected. Furthermore, faulty sensors and actuators are isolated by contribution analysis. Most importantly, fault magnitudes can be correctly estimated and failed sensors or actuators outputs can be reconstructed. The proposed approach is…