标题：Fault detection filtering for Ito-type affine nonlinear stochastic systems
作者：Zhang, Tianliang; Deng, Feiqi; Zhang, Weihai; Chen, Bor-Sen
作者机构：[Zhang, Tianliang; Deng, Feiqi] South China Univ Technol, Sch Automat Sci & Engn, Guangzhou, Guangdong, Peoples R China.; [Zhang, Weihai] Shandong U 更多
通讯作者地址：[Zhang, WH]Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Shandong, Peoples R China.
来源：ASIAN JOURNAL OF CONTROL
关键词：affine nonlinear systems; fault detection filtering; Hamilton-Jacobi; inequality; linear matrix inequality; stochastic systems
摘要：This paper studies the mixed H-/H-infinity fault detection filtering of Ito-type nonlinear stochastic systems. Mixed H-/H-infinity filtering combines system robustness to external disturbance and the sensitivity to the fault of the residual signal. First, for Ito-type affine nonlinear stochastic systems, some sufficient criteria are obtained for the existence of H-/H-infinity filter in terms of Hamilton-Jacobi inequalities (HJIs). Second, for a class of quasi-linear Ito systems, a sufficient condition is given for the existence of the H-/H-infinity filter by means of linear matrix inequalities (LMIs). Finally, a numerical example is presented to illustrate the effectiveness of the proposed results.