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In this paper, the fault detection in uncertain multivariate nonlinear non-Gaussian stochastic systems is further investigated. Entropy is introduced to characterize the stochastic behavior of the detection errors, and the entropy optimization principle is established for the fault detection problem. The principle is to maximize the entropies of the stochastic detection errors in the presence of faults and to minimize the entropies of the detection errors in the presence of disturbances. In order to calculate the entropies, the formulations of the joint probability density functions (JPDFs) of the stochastic errors are presented in terms of the known JPDFs of both the disturbances and the faults. By using the novel performance indexes and the formulations for the entropies of the detection errors, new fault detection design methods are provided for the considered multivariate nonlinear non-Gaussian plants. Finally, a simulation example is given to illustrate the efficiency of the proposed fault detection algorithm

Function Based Fault Detection for Uncertain Multivariate Nonlinear Non-Gaussian Stochastic Systems Using Entropy Optimization Principle