Brief paper: Optimal fault detection for linear discrete time-varying systems

Authors:
Maiying Zhong;Steven X. Ding;Eve L. Ding
Affiliations:
Department of Inertia Technology and Navigation Guidance Instrument, Beihang University, Beijing 100191, China;Institute for Automatic Control and Complex Systems, University of Duisburg-Essen, 47057 Duisburg, Germany;University of Applied Sciences Gelsenkirchen, 45877 Gelsenkirchen, Germany
Venue:
Automatica (Journal of IFAC)
Year:
2010

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Abstract

This paper deals with the problem of observer-based fault detection for linear discrete time-varying (LDTV) systems. A problem formulation is first proposed to address the optimization of the fault detection filter (FDF) design, which is expressed in terms of maximizing a finite horizon H"~/H"~ or H"-/H"~ performance index. This formulation can be applied to FDF design of LDTV systems subject to l"2-norm bounded unknown inputs or stochastic noise sequences. It is shown that a unified optimal solution to the FDF can be obtained by solving the discrete time Riccati equation and the optimal FDF is not unique. A numerical example is given to illustrate the proposed method.