Fault detection: a quadratic optimisation approach

A fault detection filter is designed by minimising the response to confounding noises whilst keeping the fault response constant. A linear quadratic optimisation problem, related to /spl Hscr//sub 2/ and /spl Hscr//sub /spl infin// optimal control is used. The "Q" matrix of the associated Riccati equation is indefinite in contrast to the indefinite "R" matrix of /spl Hscr//sub /spl infin// control. We extend linear optimal control theory to solve the fault detection problem in this framework.

[1]  Tamer Başar,et al.  H1-Optimal Control and Related Minimax Design Problems , 1995 .

[2]  Graham C. Goodwin,et al.  Tradeoffs in multivariable filter design with applications to fault detection , 1996, Proceedings of 35th IEEE Conference on Decision and Control.

[3]  W. H. Chung,et al.  A game theoretic fault detection filter , 1998, IEEE Trans. Autom. Control..

[4]  Michel Kinnaert,et al.  Residual generator for sensor and actuator fault detection and isolation: a frequency domain approach , 1995 .

[5]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[6]  J. Doyle,et al.  Robust and optimal control , 1995, Proceedings of 35th IEEE Conference on Decision and Control.