Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 50, Issue 7, Pages 1063-1068Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2005.851464
Keywords
linear matrix inequalities (LMIs); mixed H-2/H-proportional to filtering; robust fault detection
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In this note, we study the problem of fault detection in linear time-invariant (LTI) systems which are simultaneously effected by two classes of unknown inputs: Noises having fixed spectral densities and unknown finite energy disturbances. This problem is formulated as a mixed H-2/H-infinity filtering problem. Necessary and sufficient conditions for local optimality are presented. Moreover, it is shown that suboptimal solutions can be computed by solving a convex minimization problem with a set of linear matrix inequality (LMI) constrains. A numerical example is given to illustrate the advantage of the mixed H-2/H-infinity approach as compared to existing techniques which are based on optimization of H-2 and H-infinity criteria.
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