Optimal Robust Fault Detection for Linear Discrete Time Systems

Abstract EN

This paper considers robust fault-detection problems for linear discrete time systems.

It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equatio n.

Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal) but useless fault-detection filters.