Journal of Control Science and Engineering 
Volume 2008 (2008), Article ID 829459, 16 pages
doi:10.1155/2008/829459
Research Article

Optimal Robust Fault Detection for Linear Discrete Time Systems

Nike Liu and Kemin Zhou

 Department of Electrical and Computer Engineering, Louisiana State University, Baton Roug 70803, LA, USA
Received 30 December 2006; Accepted 7 October 2007

Recommended by Jakob Stoustrup

Abstract

This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal) but useless fault-detection filters.