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On Designing H_{\infty } Fault Detection Filter for Linear Discrete Time-Varying Systems

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3 Author(s)
Maiying Zhong ; Department of Inertia Technology and Navigation Guidance Instrument, Beihang University, Beijing, P. R. China ; Donghua Zhou ; Steven X. Ding

This technical note deals with the problem of finite horizon H fault detection for linear discrete time-varying systems. Using an observer-based fault detection filter (FDF) with residual feedback as a residual generator, a new problem formulation of fault detection is first presented. Then the design of finite horizon H -FDF is converted into a minimum problem of certain quadratic form. Through building a relationship with Krein space projection and applying innovation analysis, a sufficient and necessary condition for the minimum is derived and a solution to the H -FDF is obtained by recursively computing Riccai recursions. Numerical examples are given to show the effectiveness of the proposed method.

Published in:

IEEE Transactions on Automatic Control  (Volume:55 ,  Issue: 7 )