Li, Xiaobo; Zhou, Kemin A time domain approach to robust fault detection of linear time-varying systems. (English) Zbl 1154.93341 Automatica 45, No. 1, 94-102 (2009). Summary: This paper gives the optimal solutions to several robust fault detection problems such as \(\mathcal H_{-}/\mathcal H_\infty , \mathcal H_{2}/\mathcal H_\infty \) and \(\mathcal H_\infty /\mathcal H_\infty \) problems for linear time-varying systems in a time domain, which extends the previous results on linear time-invariant systems in a frequency domain. It is shown that all three problems have the same optimal detection filter and the filter is a simple observer obtained by solving a standard differential Riccati equation. Finally, an example is given to illustrate our results. Cited in 39 Documents MSC: 93B35 Sensitivity (robustness) 93C05 Linear systems in control theory Keywords:fault detection filter; linear time-varying systems; robustness; state estimation; optimization PDF BibTeX XML Cite \textit{X. Li} and \textit{K. Zhou}, Automatica 45, No. 1, 94--102 (2009; Zbl 1154.93341) Full Text: DOI References: [1] Chen, J.; Patton, R. J., Robust model-based fault diagnosis for dynamic systems (1999), Kluwer Academic Publishers: Kluwer Academic Publishers Boston · Zbl 0920.93001 [2] Chung, W. H.; Speyer, J. L., A game theoretic fault detection filter, IEEE Transaction on Automatic Control, 43, 2, 143-161 (1998) · Zbl 0907.93056 [3] Frank, P. M.; Ding, X., Survey of robust residual generation and evaluation methods in observer-based fault detection systems, Journal of Process Control, 7, 6, 403-424 (1997) [4] Ding, S. X.; Jeinsch, T.; Frank, P. M.; Ding, E. L., A unified approach to the optimization of fault detection systems, International Journal of Adaptive Control and Signal Process, 14, 725-745 (2000) · Zbl 0983.93016 [5] Green, M.; Limebeer, D. J.N., Linear Robust Control (1995), Prentice Hall: Prentice Hall Englewood Cliffs, New Jersey [7] Jaimoukha, I. M.; Li, Z.; Papakos, V., A matrix factorization solution to the \(\mathcal{H}_- / \mathcal{H}_\infty\) fault detection problem, Automatica, 42, 11, 1907-1912 (2006) · Zbl 1261.93040 [8] Liu, J.; Wang, J. L.; Yang, G. H., An LMI approach to minimum sensitivity analysis with application to fault detection, Automatica, 41, 11, 1995-2004 (2005) · Zbl 1087.93019 [10] Nagpal, K. M.; Khargonekar, P. P., Filtering and smoothing in an \(\mathcal{H}_\infty\) setting, IEEE Transaction on Automatic Control, 36, 2, 152-166 (1991) · Zbl 0758.93074 [11] Patton, R. J., Robustness in model-based fault diagnosis: the 1997 situation, IFAC Annual Reviews, 21, 101-121 (1997) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.