A fault detection scheme for linear discrete-time systems with an integrated online performance evaluation

This paper is concerned with the design of the fault detection systems, into which a residual generation, evaluation and threshold are integrated, for linear discrete time-varying processes over a finite horizon. In the proposed design scheme, the residual generation is realised in the context of H∞ fault estimation with a prescribed attenuation level. This attenuation level is minimised by using the Krein-space linear estimation theory and, subsequently, an H∞ fault estimator with the minimum attenuation level is designed in terms of the solution to a set of Riccati-like recursions. For the residual evaluation and decision making purpose, the false alarm rate and fault detection rate indicators are introduced in the norm-based framework, which is integrated into the decision making procedure. For the online computations of the false alarm rate and fault detection rate indicators, further estimates delivered by the H∞ fault estimator are applied without additional (online) computations. By means of checking the change in the false alarm rate and fault detection rate indicators, a decision is then made. In this way, the fault detection performance can be significantly improved. Finally, one application example is exploited to demonstrate the application of the proposed integrated fault detection and performance evaluation schemes.

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