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This paper considers the problem of certifying the performance of a class of model-based fault detection schemes. The underlying plant is assumed to be a linear time-varying (LTV) system subject to a Markov-switching fault input. The fault detection scheme consists of two parts: an LTV component that produces a scalar residual and a static nonlinear function that infers the presence of a fault based on this residual. Probabilistic performance metrics are presented and the complexity ofdoi:10.1109/cdc.2011.6160786 dblp:conf/cdc/WheelerSPB11 fatcat:ermsq2gh5jbwlo5eyfhtth4csa