An LMI approach to robust fault detection filter design for discrete-time systems with model uncertainty

This contribution deals with the design of fault detection filter for discrete-time systems with both model uncertainty and disturbances. We propose an approach to the solution, which consists of two steps: a) selection of a stable weighting function matrix, optimized in the sense of the maximum sensitivity from the faults to residual signal; b) formulation of the design of fault detection filters as a model-matching problem and solving the optimization problem using the LMI technique. The achieved results are illustrated by a numerical example.