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