The invention discloses a closed-loop
system tiny fault detection and
estimation method based on data driving, and mainly relates to the technical field of fault diagnosis. The method comprises the following steps: S1, selecting a plurality of working points for a
system; S2, calculating P *, T *, b *, [mu]*, [sigma]* and [
lambda]*, and selecting a principal component space; S3, determining a fault
detection threshold by using an approximate chi-square distribution
hypothesis; S4, performing initialization; S5, when a new sampling value is obtained, recording the new sampling value as xk + 1, n, calculating a mean value, and then calculating a
score vector value; S6, calculating a mean value and a variance update value of a
score vector; S7, calculating the KL distance Kn (tf, t*) of different
score vectors of the working point n; S8, estimating the fault amplitude of the working point n; S9, letting k = k+1, and returning to step S5; and S10, judging the fault type of each working point through
fuzzy clustering fault diagnosis. The plurality of working points of
system operation are fully considered, data in the
working range of the system are fully utilized to carry out fault diagnosis on each working point, and the accuracy and robustness of fault diagnosis are improved.