Robust Fault Detection for Singular Stochastic Systems
-This paper deals with the problem of fault detection filter (FDF) design for singular stochastic systems . By using an observer-based FDF as a residual generator,the robust fault detection is formulated as a filtering problem. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a FDF such that, the filter residual system is sensitive to the fault but robust to the exogenous disturbance.Sufficient conditions are proposed to guarantee the stochastically mean-square stablility with an performance for the faulty detection system. The existence of a FDF for the system under consideration is achieved in terms of LMIS . Moreover, the expressions of desired fault detection filter are given.
A. Q. Zhang "Robust Fault Detection for Singular Stochastic Systems", Applied Mechanics and Materials, Vols. 128-129, pp. 276-279, 2012