Fault detection in a mixed H/sub 2//H/sub /spl infin// setting

In this note, we study the problem of fault detection in linear time-invariant (LTI) systems which are simultaneously effected by two classes of unknown inputs: Noises having fixed spectral densities and unknown finite energy disturbances. This problem is formulated as a mixed H/sub 2//H/sub /spl in...

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Bibliographic Details
Published in:IEEE transactions on automatic control 2005-07, Vol.50 (7), p.1063-1068
Main Authors: Khosrowjerdi, M.J., Nikoukhah, R., Safari-Shad, N.
Format: Article
Language:English
Subjects:
Digital filters
Fault detection
Filtering
H infinity control
Kalman filters
Linear matrix inequalities (LMIs)
Noise generators
Noise reduction
Noise robustness
Riccati equations
robust fault detection
Symmetric matrices
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Summary:In this note, we study the problem of fault detection in linear time-invariant (LTI) systems which are simultaneously effected by two classes of unknown inputs: Noises having fixed spectral densities and unknown finite energy disturbances. This problem is formulated as a mixed H/sub 2//H/sub /spl infin// filtering problem. Necessary and sufficient conditions for local optimality are presented. Moreover, it is shown that suboptimal solutions can be computed by solving a convex minimization problem with a set of linear matrix inequality (LMI) constrains. A numerical example is given to illustrate the advantage of the mixed H/sub 2//H/sub /spl infin// approach as compared to existing techniques which are based on optimization of H/sub 2/ and H/sub /spl infin// criteria.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2005.851464