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线性离散马尔科夫跳跃系统最优故障检测

DOI: 10.3724/SP.J.1004.2013.00926, PP. 926-932

Keywords: 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

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Abstract:

?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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