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Novelty detection requires models of normality to be learnt from training data known to be normal. The first model considered in this paper is a static model trained to detect novel events associated with changes in the vibration spectra recorded from a jet engine. We describe how the distribution of energy across the harmonics of a rotating shaft can be learnt by a support vector machine model of normality. The second model is a dynamic model partially learnt from data using an expectation-maximization-based method. This model uses a Kalman filter to fuse performance data in order to characterize normal engine behaviour. Deviations from normal operation are detected using the normalized innovations squared from the Kalman filter.
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Hayton et al. (2006) studied this question.
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