Abstract:

This paper deals with the problem of optimal fault detection filter (FDF) design for a class of discrete-time switched linear systems under arbitrary switching. By using an observer-based FDF as a residual generator, the design of the FDF is formulated into an optimization problem through maximizing the H−/H∞ or H∞/H∞ performance index. With the aid of an operator optimization method, it is shown that a mode-dependent unified optimal solution can be derived by solving a coupled Riccati equation. A numerical example is given to show the effectiveness of the proposed method.