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arXiv · 1812.08316

Mixed $H_-/H_{\infty}$ Fault Detection Filtering for It\^o-Type Affine Nonlinear Stochastic Systems

Tianliang Zhang·Feiqi Deng·Weihai Zhang·Bor-Sen Chen
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Abstract

This paper studies the mixed $H_-/H_{\infty}$ fault detection filtering of It\^o-type nonlinear stochastic systems. Mixed $H_-/H_{\infty}$ filtering combines the system robustness to the external disturbance and the sensitivity to the fault of the residual signal. Firstly, for It\^o-type affine nonlinear stochastic systems, some sufficient criteria are obtained for the existence of $H_-/H_{\infty}$ filter in terms of Hamilton-Jacobi inequalities (HJIs). Secondly, for a class of quasi-linear It\^o systems, a sufficient condition is given for the existence of $H_-/H_{\infty}$ filter by means of linear matrix inequalities (LMIs). Finally, a numerical example is presented to illustrate the effectiveness of the proposed results.

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Tianliang Zhang, Feiqi Deng, Weihai Zhang, Bor-Sen Chen. 2018-12-20. Mixed $H_-/H_{\infty}$ Fault Detection Filtering for It\^o-Type Affine Nonlinear Stochastic Systems. https://arxiv.org/abs/1812.08316

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