Evaluation function based fault detection for linear discrete-time stochastic systems

摘要：

　　This paper deals with the problem of fault detection for a class of linear discrete-time varying stochastic systems in the framework of minimizing a quadratic form.Instead of residual generation,we formulate the problem of fault detection as to find a minimum of quadratic form over unknown initial state.A sufficient and necessary condition to the minimum is then given in terms of Riccati recursion and the obtained solution delivers an efficient evaluation function of fault detection.Furthermore,strategies of statistic testing are also discussed and a numerical example is given to illustrate the proposed method.

关键词： Fault detection projection quadratic form Riccati recursion linear discrete-time varying system

作者: ZHONG Maiying CUI Jie ZHAO Yan

作者单位: School of Instrument Science and Opto-electronic Engineering,Beihang University,37 Xueyuan Road,Beijing 100191,P.R.China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 3277-3281

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）