Robust fault detection filter and its application in MEMS-based INS/GPS

Since any disturbance and fault may lead to significant performance degradation in practical dynamical systems, it is essential for a system to be robust to disturbances but sensitive to faults. For this purpose, this paper proposes a robust fault-detection filter for linear discrete time-varying systems. The algorithm uses H
∞
estimator to minimize the worst possible amplification from disturbances to estimate errors, and H
−
index to maximize the minimum effect of faults on the residual output of the filter. This approach is applied to the MEMS-based INS/GPS. And simulation results show that the new algorithm can reduce the effect of unknown disturbances and has a high sensitivity to faults.