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马尔可夫跳变系统的鲁棒故障检测与时域优化
引用本文:牛尔卓,王青,董朝阳,王明明.马尔可夫跳变系统的鲁棒故障检测与时域优化[J].控制与决策,2014,29(2):379-384.
作者姓名:牛尔卓  王青  董朝阳  王明明
作者单位:北京航空航天大学a. 自动化科学与电气工程学院,b. 航空科学与工程学院,北京100191
基金项目:国家自然科学基金项目(61074027, 60974014).
摘    要:研究马尔可夫跳变系统(MJS) 鲁棒故障检测滤波器(FDF) 的设计与优化问题. 基于观测器构建残差发生器, 将相应的FDF 设计问题转化为H 滤波问题, 以LMI 的形式得到并证明了FDF 存在的充分条件及求解方法. 为进一步改善故障检测系统的性能, 采用一种时域优化方法对其进行优化, 并以矩阵Moore-Penrose 逆的形式给出了该优化问题的最优解. 数值仿真表明该方法具有较好的检测效果.

关 键 词:故障检测  马尔可夫跳变系统  观测器  时域优化
收稿时间:2012-10-25
修稿时间:2013/1/30 0:00:00

Robust fault detection and time domain optimization for Markovian jump system
NIU Er-zhuo WANG Qing DONG Chao-yang WANG Ming-ming.Robust fault detection and time domain optimization for Markovian jump system[J].Control and Decision,2014,29(2):379-384.
Authors:NIU Er-zhuo WANG Qing DONG Chao-yang WANG Ming-ming
Affiliation:a. School of Automation Science and Electrical Engineering,b. School of Aeronautical Science and Engineering, Beijing University of Aeronautics and Astronautics,Beijing 100191
Abstract:The problem of robust fault detection filter(FDF) design and optimization is studied for Markovian jump system(MJS). An observer-based residual generator is constructed and the corresponding FDF design problem is formulated as an H filtering problem. The solvable condition of the FDF and the solutions are obtained in terms of LMI. Furthermore, to improve the performance of the fault detection system, a time domain optimization approach is proposed. The solution of the optimization problem is given in the form of Moore-Penrose inverse of matrix. A numerical example is provided to show that the proposed approach has a good performance on detecting faults.
Keywords:fault detection  Markovian jump system  observer  time domain optimization
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