Fault detection filter design for linear discrete time-varying systems with multiplicative noise

作     者：Yueyang Li Maiying Zhong 

作者机构：School of Control Science and Engineering Shandong University Jinan 250061 R R. China Science and Technology on Inertial Laboratory Beihang University Beijing 100191 E R. China 

基　　金：supported by the National Natural Science Foundation of China (61174121,61121003) the National High Technology Researchand Development Program of China (863 Program) (2008AA121302) the National Basic Research Program of China (973 Program)(2009CB724000) the Research Fund for the Doctoral Program of Higher Education of China 

出 版 物：《Journal of Systems Engineering and Electronics》 (系统工程与电子技术（英文版）)

年 卷 期：2011年第22卷第6期

页      码：982-990页

摘      要：The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt *** using an observer-based robust fault detection filter（FDF） as a residual generator,the design of the FDF is formulated in the framework of H ∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati *** determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati *** examples are given to illustrate the effectiveness of the proposed method.

主 题 词：fault detection filter(FDF) linear discrete time-varying(LDTV) system multiplicative noise Riccati equation. 

学科分类：0711[理学-心理学类] 07[理学] 081104[081104] 08[工学] 082503[082503] 0825[工学-环境科学与工程类] 0811[工学-水利类] 071102[071102] 081103[081103] 

核心收录：

D　O　I：10.3969/j.issn.1004-4132.2011.06.015

馆 藏 号：203180447...