SummaryFault diagnosis of closed‐loop systems is extremely relevant for high‐precision equipment and safety critical systems. Fault diagnosis is usually divided into 2 schemes: active and passive fault diagnosis. Recent studies have highlighted some advantages of active fault diagnosis based on dual Youla‐Jabr‐Bongiorno‐Kucera parameters. In this paper, a method for closed‐loop active fault diagnosis based on statistical detectors is given using dual Youla‐Jabr‐Bongiorno‐Kucera parameters. The goal of this paper is 2‐fold. First, the authors introduce a method for measuring a residual signal subject to white noise. Second, an optimal detector design is presented for single and multiple faults using the amplitude and phase shift of the residual signal to conduct diagnosis. Here, both the optimal case of a perfect model and the suboptimal case of a model with uncertainties are discussed. The method is successfully tested on a simulated system with parametric faults.