Robust H2 estimation with application to robust fault detection

The problem of robust H2 estimation for uncertain, linear discrete-time systems and its applications to the robust fault detection of dynamic systems is addressed. An upper bound for the H2 performance functional has been developed using a parameter-dependent bounding function approach in conjunction with the Popov-Tsypkin multiplier. The robust H2 estimation problem was formulated as a constrained parameter estimation problem. A continuation algorithm was developed to synthesize the estimator. The robust H2 estimation framework was then used in estimator-based fault detection of dynamic systems. Via consideration of a flight longitudinal system, it is shown that the robust fault detection methodology based on the robust H2 estimation framework is capable of significantly reducing false alarm rates. (CSA)