Fault detection filter design for linear discrete time-varying systems with multiplicative noise

doi:
10.3969/j.issn.1004-4132.2011.06.015
Abstract:
The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter (FDF) as a residual generator,the design of the FDF is formulated in the framework of H∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati equation.The determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati equation.Numerical examples are given to illustrate the effectiveness of the proposed method.
作者
Author: Yueyang Li[1]    Maiying Zhong[2]
作者单位
  1. School of Control Science and Engineering, Shandong University, Jinan 250061, P. R. China
  2. Science and Technology on Inertial Laboratory, Beihang University, Beijing 100191, P. R. China
刊 名: 系统工程与电子技术(英文版)   EISCI
Journal: Journal of Systems Engineering and Electronics
年,卷(期) 2011, 22(6)
分类号 TN713 TN911.4
Keywords: fault detection filter (FDF) 知识脉络    linear discrete time-varying (LDTV) system 知识脉络    multiplicative noise 知识脉络    Riccati equation 知识脉络   
机标分类号 TP3 TN9
基金项目 the National Natural Science Foundation of China,the National High Technology Research and Development Program of China (863 Program),the Nationad Basic Research Program of China (973 Program),the Research Fund for the Doctoral Program of Higher Education of China
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