Optimal Fault-Detection Filtering for Non-Gaussian Systems via Output PDFs

Optimal Fault-Detection Filtering for Non-Gaussian Systems via Output PDFs
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通过输出 PDF 对非高斯系统进行最佳故障检测滤波

DOI:
10.1109/tsmca.2008.2010137
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发表时间:
2009-03
影响因子:
--
通讯作者:
Guo, Lei
Guo, Lei
中科院分区:
--
文献类型:
--
作者:
Li, Tao;Guo, Lei

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针对一类非高斯随机系统随机分布系统,提出了一种新的最优故障检测问题。对于SDS,FD系统的可用信息可以是测量的输出概率密度函数。通过构造增广的李雅普诺夫泛函方法,给出了保性能滤波器存在的充分条件。为了提高检测灵敏度,提出了一种基于线性矩阵不等式约束的最小化检测阈值的优化算法。最后通过实例验证了该方法的有效性。
In this paper, a new optimal fault-detection (FD) problem is addressed for a class of non-Gaussian stochastic systems called stochastic distribution systems (SDSs). For an SDS, the available information for the FD system may be the measured output probability density function. A sufficient existence condition of guaranteed cost filters is presented by constructing an augmented Lyapunov functional approach. In order to improve the detection sensitivity performance, an optimization algorithm, with linear matrix inequality constraints, is presented to minimize the threshold value. An example is given to demonstrate the effectiveness of the proposed approach.
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影响因子: --
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