On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems

这份报纸为分离时间的 Markovian 处理差错察觉的问题跳线性系统(MJLS ) 。把一个基于观察员的差错察觉过滤器(FDF ) 用作一个剩余发电机， FDF 的设计为最大化随机的 H/H 或 H/H 表演索引作为一个优化问题被提出。在一个操作符优化方法的帮助下，一个统一最佳的解决方案能被解决 a coupled Riccati 方程导出，这被显示出。数字例子被给显示出建议方法的有效性。

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.