We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Fault detection filtering for Itô‐type affine nonlinear stochastic systems.
- Authors
Zhang, Tianliang; Deng, Feiqi; Zhang, Weihai; Chen, Bor‐Sen
- Abstract
This paper studies the mixed H−/H∞ fault detection filtering of Itô‐type nonlinear stochastic systems. Mixed H−/H∞ filtering combines system robustness to external disturbance and the sensitivity to the fault of the residual signal. First, for Itô‐type affine nonlinear stochastic systems, some sufficient criteria are obtained for the existence of H−/H∞ filter in terms of Hamilton‐Jacobi inequalities (HJIs). Second, for a class of quasi‐linear Itô systems, a sufficient condition is given for the existence of the H−/H∞ filter by means of linear matrix inequalities (LMIs). Finally, a numerical example is presented to illustrate the effectiveness of the proposed results.
- Subjects
NONLINEAR systems; LINEAR matrix inequalities; STOCHASTIC systems; H [infinity symbol] control; STOCHASTIC control theory
- Publication
Asian Journal of Control, 2021, Vol 23, Issue 2, p620
- ISSN
1561-8625
- Publication type
Article
- DOI
10.1002/asjc.2281