Fault Detection in a Mixed H2/H-infinity Setting
نویسندگان
چکیده
In this paper, we study the problem of fault detection in linear time-invariant systems which contain two types of inputs: Inputs with fixed and known spectral densities and inputs with bounded power. It is shown that this problem can be formulated as a mixed H2/H∞ filtering problem where the filter gain is computed by solving a pair of coupled Riccati equations. Alternatively, it is shown that the filter gain may be computed by transforming the problem into a convex optimization problem with a set of Linear Matrix Inequality (LMI) constraints. The application of our results is illustrated by an example.
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تاریخ انتشار 2002