State Space Solution to the H-/H∞ Fault Detection Problem

In this paper we give a state space solution to the H<sub>-</sub>/H<sub>∞</sub> fault detection (FD) problem for linear time invariant dynamic systems. An H<sub>-</sub>/H<sub>∞</sub> FD filter minimizes the sensitivity of the residual signal to disturbances while maintaining a minimum level of sensitivity to faults. We provide a state space realization of the optimal filter in an observer form via the solution of linear matrix inequalities (LMIs). A numerical example is given to illustrate the algorithm

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