A parameter-varying fault detection filter design approach for polytopic uncertain linear systems

This paper is concerned with the robust fault detection (FD) problem for a class of polytopic uncertain linear systems driven by a Wiener process. It is assumed that the state matrix is affinely depending on unknown but bounded time-varying parameters. A switching mechanism is introduced to construct the robust FD filter with variable gains and to improve the FD performances which are inherent in the traditional FD filter with fixed gains. Finally, the filter design problem is formulated as a feasibility problem in terms of solving linear matrix inequalities (LMIs), and an example is presented to illustrate the proposed methodology.