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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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关键词:
- 故障检测滤波器 /
- 线性马尔科夫跳跃系统 /
- 观测器 /
- 耦合Riccati方程
Abstract: This paper deals with the problem of fault detection for discrete-time Markovian jump linear systems (MJLS). Using an observer-based fault detection filter (FDF) as a residual generator, the design of the FDF is formulated as an optimization problem for maximizing stochastic H_/H or H/H performance index. With the aid of an operator optimization method, it is shown that a unified optimal solution can be derived by solving a coupled Riccati equation. Numerical examples are given to show the effectiveness of the proposed method. -
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