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A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter

A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter and selecting an appropriate linear model for processing the output signals based on the input signals. The step of calculating utilizes one or more models of the dynamic system to obtain estimated signals. The method further includes calculating output error residuals based on the output signals and the estimated signals. The method also includes detecting one or more hypothesized failures or performance degradations of a component or subsystem of the dynamic system based on the error residuals. The step of calculating the estimated values is performed optimally with respect to one or more of: noise, uncertainty of parameters of the models and un-modeled dynamics of the dynamic system which may be a flight vehicle or financial market or modeled financial system.

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A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter

A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter and selecting an appropriate linear model for processing the output signals based on the input signals. The step of calculating utilizes one or more models of the dynamic system to obtain estimated signals. The method further includes calculating output error residuals based on the output signals and the estimated signals. The method also includes detecting one or more hypothesized failures or performance degradations of a component or subsystem of the dynamic system based on the error residuals. The step of calculating the estimated values is performed optimally with respect to one or more of: noise, uncertainty of parameters of the models and un-modeled dynamics of the dynamic system which may be a flight vehicle or financial market or modeled financial system. rvice call may occur, where m is smaller than or equal to p, and a corresponding port of said switch; pieces of identification information of each distributed call processing means to execute call process relating to each line which is to be a candidate for a destination party of said pilot number service call among a plural number P of the distributed call processing means are registered in said databases for each multihunting group; and said plural number P of distributed call processing means each sequentially acquire pieces of identification information registered in said databases in correspondence with a multihunting group of said pilot number service calls to become an object of the call process, and individually select a destination party by cooperating with a distributed call processing means signified by the acquired piece of identification information. 3. The exchange as claimed in claim 2, wherein: a combination of pieces of identification information for each multihunting group is registered only in databases belonging to distributed call processing means signified by the pieces of identification information included in combinations among said plural number P of distributed call processing means; and among said databases, said plural number P of distributed call processing means refer to a database adaptive for use in the procedure of said call process via a communication link or internal processing. 4. The exchange as claimed in claim 2, wherein: for each multihunting group, a combination of pieces of identification information of the multihunting group is registered only in databases belonging to distributed call processing means which execute a call process relating to a line that can be an originating party of said pilot number service call among said plural number P of distributed call processing means; and said the plural number P of distributed call processing means refer to a database adaptive for use in the procedure of said call process among said databases via a communication link or internal processing. 5. The exchange as claimed in claim 1, wherein said plural number P of distributed call processing means monitor the state of lines that are accommodated under said plural number P of distributed call processing means via said plural number p of interfacing means and are to have a call process executed for a call that has occurred, together with referring, in the call process, to a state information signifying the state or reporting the state information to a distributed call processing means that is in cooperation via a communication link. 6. The exchange as claimed in claim 2, wherein said plural number P of distributed call processing means monitor the state of lines that are accommodated under said plural number P of distributed call processing means via said plural number p of interfacing means and are to have a call process executed for a call that has occurred, together with referring, in the call process, to a state information signifying the state or reporting the state information to a distributed call processing means that is in cooperation via a communication link. 7. The exchange as claimed in claim 3, wherein said plural number P of distributed call processing means monitor the state of lines that are accommodated under said plural number P of distributed call processing means via said plural number p of interfacing means and are to have a call process executed for a call that has occurred, together with referring, in the call process, to a state information signifying the state or reporting the state information to a distributed call processing means that is in cooperation via a communication link. 8. The exchange as claimed in claim 4, wherein said plural number P of distributed call processing means monitor the state of lines that are accommodated under said plural number P of distributed call processing means via said plural number p of interfacing means and are to have a call process executed for a call that has occurred, together with referring, in the call process, to a state information signifying the state or reporting the state information to a distributed call processing means that is in cooperation via a communication link. 9. The exchange as claimed in claim 1, further comprising a plural number P of surveillance means for individually monitoring the degree of either or both the overload of said plural number P of distributed call processing means and the congestion of the lines accommodated under these plural number P of distributed call processing means via said plural number p of interfacing means, wherein said plural number P of distributed call processing means refer to the degree of either or both the overload and the congestion that are monitored by said plural number P of surveillance means or report the degree of either or both the overload and the congestion to a distributed call processing means that is in cooperation via a communication link. 10. The exchange as claimed in claim 2, further comprising a plural number P of surveillance means for individually monitoring the degree of either or both the overload of said plural number P of distributed call processing means and the congestion of the lines accommodated under these plural number P of distributed call processing means via said plural number p of interfacing means, wherein said plural number P of distributed call processing means refer to the degree of either or both the overload and the congestion that are monitored by said plural number P of surveillance means or report the degree of either or both the overload and the congestion to a distributed call processing means that is in cooperation via a communication link. 11. The exchange as claimed in claim 3, further comprising a plural number P of surveillance means for individually monitoring the degree of either or both the overload of said plural number P of distributed call processing means and the congestion of the lines accommodated under these plural number P of distributed call processing means via said plural number p of interfacing means, wherein said plural number P of distributed call processing means refer to the degree of either or both the overload and the congestion that are monitored by said plural number P of surveillance means or report the degree of either or both the overload and the congestion to a distributed call processing means that is in cooperation via a communication link. 12. The exchange as claimed in claim 4, further comprising a plural number P of surveillance means for individually monitoring the degree of either or both the overload of said plural number P of distributed call processing means and the congestion of the lines accommodated under these plural number P of distributed call processing means via said plural number p of interfacing means, wherein said plural number P of distributed call processing means refer to the degree of either or both the overload and the congestion that are monitored by said plural number P of surveillance means or report the degree of either or both the overload and the congestion to a distributed call processing means that is in cooperation via a communication link. 13. The exchange as claimed in claim 2, wherein said plural number P of distributed call processing means individually seize a line that is the candidate for a destination party of said pilot number service call among the lines accommodated under said plural number P of distributed call processing means via said plural number p of interfacing means, and release the line according to said call processing procedure. 14. The exchange according to claim 2, wherein, among said combinations of pieces of identification information registered in the respective databases, said plural number P of distributed call processing means transmit, to a communication link, a combination of pieces of identification information a distri