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Fault detection for linear stochastic systems with sensor stuck faults. (English) Zbl 1258.93098
Summary: This paper addresses the Fault Detection (FD) problem for Itô-type linear stochastic systems with a class of sensor stuck faults and reference inputs. Considering all the possible sensor stuck faults, the stochastic systems are modeled via multi-models, i.e. fault-free model and faulty models. The main contributions are that a novel FD scheme in stochastic setting is proposed that is valid for arbitrary small sensor stuck faults including outage cases (the stuck values are zero). In addition, convex conditions for characterizing fault sensitivity performance and disturbance attenuation performance in stochastic sense are presented and these conditions include some previous results on deterministic systems as a special case. Finally, two examples are used to demonstrate the method and its effectiveness.

93E03 Stochastic systems in control theory (general)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93C05 Linear systems in control theory
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