The design of a robust fault-detection filter: the LMI approach
一种基于LMI的鲁棒故障诊断滤波器设计

The design of a robust fault-detection filter(RFDF) for a class of linear systems with disturbances is studied. A performance index which includes both robustness against disturbances and sensitivity against faults is introduced. By using some results of H-infinity optimization, the RFDF design problem is formulated as an H-infinity optimization problem. The performance index is also optimized via the linear matrix inequality(LMI) technique. Moreover, the existence conditions for solutions are derived and the gain matrix of the above filter is determined. Finally, an example is given to demonstrate the effectiveness of the proposed approach.