Optimal robust fault detection for linear discrete time systems

Authors:
Nike Liu;Kemin Zhou
Affiliations:
Department of Electrical and Computer Engineering, Louisiana State University, Baton Roug, LA;Department of Electrical and Computer Engineering, Louisiana State University, Baton Roug, LA
Venue:
Journal of Control Science and Engineering - Robustness Issues in Fault Diagnosis and Fault Tolerant Control
Year:
2008

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Abstract

This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as H-/H∞, H2/H∞, and H∞/H∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal) but useless fault-detection filters.