Title :
Fault detection: a quadratic optimisation approach
Author :
Brinsmead, Thomas S. ; Gibson, J.S. ; Goodwin, Graham C. ; Lee, G.H. ; Mingori, D. Lewis
Author_Institution :
Dept. of Electr. Eng., Newcastle Univ., NSW, Australia
Abstract :
A fault detection filter is designed by minimising the response to confounding noises whilst keeping the fault response constant. A linear quadratic optimisation problem, related to ℋ2 and ℋ ∞ optimal control is used. The “Q” matrix of the associated Riccati equation is indefinite in contrast to the indefinite “R” matrix of ℋ∞ control. We extend linear optimal control theory to solve the fault detection problem in this framework
Keywords :
H∞ optimisation; Riccati equations; fault diagnosis; filtering theory; H∞ optimisation; Q matrix; Riccati equation; fault detection; filter energy ratio; optimal filtering; quadratic optimisation; Fault detection; Fault diagnosis; Noise measurement; Nonlinear filters; Optimal control; Riccati equations; Signal design; Signal processing; Time measurement; White noise;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.652484
