“…The faults enter equations linearly. After pulling together state equations ( 4), ( 5), ( 6) and observation equations ( 10), (11), (12), and (6) and adding noises ξ and η we obtain the linear model of the form (1), (2). In this model x, y, A, and C are given by ( 14), (16); the faults are defined by ( 15) and the fault-related matrices B, D in (1), (2) have the form (17).…”