A fault detection filter including an adaptive noise cancellation strategy
Résumé
This paper is concerned with the problem of Fault Detection and Isolation (FDI) in stochastic discrete time dynamic systems. In order to recover the whiteness property of optimal linear filters and the fault isolation property of detection filters, a full-order Kalman filter is designed under a state feedback decoupling constraint. The obtained detection filter includes an adaptive noise cancellation strategy based on the reduced output residuals decoupled from faults. Necessary and sufficient conditions for stability and convergence of the proposed filter are established.