Fault detection for linear stochastic systems with sensor stuck faults.

*(English)*Zbl 1258.93098Summary: 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.

##### MSC:

93E03 | Stochastic systems in control theory (general) |

60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |

93C05 | Linear systems in control theory |

##### Keywords:

fault detection; reference inputs; Itô-type linear stochastic systems; sensor stuck faults; disturbance attenuation; faulty models; fault-free model; convex conditions
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\textit{X.-J. Li} and \textit{G.-H. Yang}, Optim. Control Appl. Methods 33, No. 1, 61--80 (2012; Zbl 1258.93098)

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