A Game Theoretic Filter for Fault Detection and Isolation

Abstract The fault detection process is modelled as a disturbance attenuation problem. The solution to this problem leads to an H∞ filter which bounds the transmission of all exogenous signals save the fault to be detected. It is shown that this tranmission bound can be taken to zero, making the game filter into a fault detection filter. When specialized to time-invariant systems, the limiting filter is equivalent the well-known Beard-Jones Fault Detection Filter.