As one of the most key parts of wind power generation systems (WPGSs), the grid-connected converter plays a significant role for energy conversion. It is meaningful to ensure the stability and safety of converters in WPGSs. In this paper, a novel signal processing based approach is proposed to detect and locate power switch failures in grid-connected converters of WPGSs, which is completely different from existing current based approaches. Based on the proposed weighted sliding Hilbert transform (WSHT) algorithm, instantaneous amplitudes of the three-phase output current can be estimated online without effects of the boundary problem. At last, simulation results demonstrate the effectiveness for open-circuit faults in the grid-connected converters.