Robust Fault Detection in a Mixed Η2/Ηα Setting: The Discrete - Time Case

Abstract

Robust fault detection problem for discrete-time LTI systems is considered. Allowing stochastic white noises and bounded unknown deterministic disturbances to model system uncertainties, it is shown that this problem can be cast as a mixed norm H2/Halpha residual generation problem. An example is presented to illustrate the application of the results.