Abstract: To realize real time fault detection anddiagnosis when multi-sensors have faults simultaneously in the linear control system, aset of two-ellipsoid confidence regions was constructed based on two-ellipsoid overlapmethod. Each two-ellipsoid confidence region was used to detect the faults of theconcerned sensor. Two-ellipsoid overlap method can be applied to linear control systemswhere multi-sensors have faults simultaneously. This method can give the time the faultsoccur quickly and accurately, and find the faulty sensors. A method of choosing the degreeof confidence was studied which leads to a low degree of missing alarm.