Journal of Systems Engineering and Electronics ›› 2011, Vol. 22 ›› Issue (6): 982-990.doi: 10.3969/j.issn.1004-4132.2011.06.015

• CONTROL THEORY AND APPLICATION • Previous Articles     Next Articles

Fault detection filter design for linear discrete time-varying systems with multiplicative noise

Yueyang Li1 and Maiying Zhong2,*   

  1. 1. School of Control Science and Engineering, Shandong University, Jinan 250061, P. R. China;
    2. Science and Technology on Inertial Laboratory, Beihang University, Beijing 100191, P. R. China
  • Online:2011-12-21 Published:2010-01-03

Abstract:

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.