| 线性离散马尔科夫跳跃系统最优故障检测 |
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| 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[J].自动化学报,2013,39(6):926-932. |
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| 作者姓名： | 李岳场 钟麦英 |
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| 作者单位： | 1.济南大学自动化与电气工程学院 济南 250022; |
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| 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) |
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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 |
| 收稿时间： | 2011-04-18 |
On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems |
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| LI Yue-Yang,ZHONG Mai-Ying.On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems[J].Acta Automatica Sinica,2013,39(6):926-932. |
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| Authors: | LI Yue-Yang ZHONG Mai-Ying |
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| Affiliation: | 1.School of Electrical Engineering, University of Jinan, Jinan 250022, China;2.Science and Technology on Inertial Laboratory, Beihang University, Beijing 100191, China |
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| 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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| Keywords: | Fault detection filter Markovian jump linear system (MJLS) observer coupled Riccati equation |
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