Multiplier-based, robust H∞ estimation with application to robust fault detection

This paper uses the Popov-Tsypkin multiplier (which has intimate connections to the mixed structured singular value theory) to design robust H_∞ estimators for uncertain linear discrete-time systems and considers the application of robust H_∞ estimators to robust fault detection. The key to estimator-based, robust fault detection is to generate residuals which are robust against plant uncertainties and external disturbance inputs, which in turn requires the design of robust estimators. The robust H_∞ estimation problem is formulated as a Riccati equation feasibility problem in which a cost function is minimized subject to a Riccati equation constraint. The robust H_∞ estimator framework is then applied to the robust fault detection of dynamic systems