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

arXiv1812.08316MaRDI QIDQ6311399FDOQ6311399

Authors: Tianliang Zhang, Feiqi Deng, Weihai Zhang, Bor-Sen Chen 

Publication date: 19 December 2018

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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