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 ...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.展开更多
基金supported by the National Natural Science Foundation of China (61174121,61121003)the National High Technology Researchand Development Program of China (863 Program) (2008AA121302)+1 种基金the National Basic Research Program of China (973 Program)(2009CB724000)the Research Fund for the Doctoral Program of Higher Education of China
文摘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.
