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线性离散马尔科夫跳跃系统最优故障检测

李岳场 钟麦英

李岳场, 钟麦英. 线性离散马尔科夫跳跃系统最优故障检测. 自动化学报, 2013, 39(6): 926-932. doi: 10.3724/SP.J.1004.2013.00926
引用本文: 李岳场, 钟麦英. 线性离散马尔科夫跳跃系统最优故障检测. 自动化学报, 2013, 39(6): 926-932. doi: 10.3724/SP.J.1004.2013.00926
LI Yue-Yang, ZHONG Mai-Ying. On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems. ACTA AUTOMATICA SINICA, 2013, 39(6): 926-932. doi: 10.3724/SP.J.1004.2013.00926
Citation: LI Yue-Yang, ZHONG Mai-Ying. On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems. ACTA AUTOMATICA SINICA, 2013, 39(6): 926-932. doi: 10.3724/SP.J.1004.2013.00926

线性离散马尔科夫跳跃系统最优故障检测

doi: 10.3724/SP.J.1004.2013.00926
基金项目: 

Supported by National Natural Science Foundation of China(61174121, 61121003, 61203083), the Research Fund for the Doctoral Program of Higher Education of China, and Doctoral Foundation of University of Jinan(XBS1242)

详细信息
    通讯作者:

    钟麦英

On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems

Funds: 

Supported by National Natural Science Foundation of China(61174121, 61121003, 61203083), the Research Fund for the Doctoral Program of Higher Education of China, and Doctoral Foundation of University of Jinan(XBS1242)

More Information
    Corresponding author: ZHONG Mai-Ying
  • 摘要: 本文研究线性离散马尔科夫跳跃系统的最优故障检测问题。通过设计基于观测器的故障检测滤波器作为残差产生器,将滤波器的设计问题归结为随机意义下H_/H或H/H性能指标优化问题。基于算子优化方法,通过解耦合Riccati方程得到上述问题的统一解。算例验证所提方法的有效性。
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出版历程
  • 收稿日期:  2011-04-18
  • 修回日期:  2012-08-31
  • 刊出日期:  2013-06-20

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