1997 European Control Conference (ECC)
1-4 July 1997, Brussels, Belgium
ROBUST H¥ / m FAULT DIAGNOSIS OBSERVER DESIGN
M. A. Sadrnia, R. J. Patton and J. Chen
Department of Electronic Engineering
The University of Hull, Hull, HU6 7RX, U. K.
fax: 44 1482 466006 email: r.j.patton@e-eng.hull.ac.uk
Keywords: Fault detection observer, modelling uncertainty,
robust H ¥ estimation
Abstract: This paper presents a new approach to the design
of a robust observer-based fault detection scheme for
diagnosing incipient faults, called the H¥/ m robust fault
detection observer (RFDO) which takes into account of the
robustness against disturbances and sensitivity to faults
simultaneously. The approach has originated from the robust
H ¥ / m estimator which minimises the effect of disturbance
on the estimation error and subsequently on the diagnostic
residual. The effect of faults on the diagnostic residual is
maximised by the proper selection of the performance bound
and the estimation weighting matrix of the H ¥ robust
estimator. Depending on the class of uncertainty modelling
considered, one or two Riccati equations are required for the
H ¥ estimator design. The H ¥ estimator can be designed to
be robust against; disturbance only, disturbance and
parameter uncertainty only, and disturbance and a large
variety of modelling errors. The m robust estimator assumes a
block diagonal structure for uncertainty and can produce less
conservative design. The approach has been applied to a
third-order system example chosen to demonstrate special
design features. The results show that the fault detection
scheme can detect incipient faults effectively even in the
presence of disturbances and modelling errors.
1. Introduction
During the last two decades, the so-called model-based
approach to fault detection and isolation (FDI) has received
increasing attention [1, 2]. Although model-based
approaches to FDI have powerful properties there are
significant challenges too. The use of models means that
modelling uncertainty is inevitable and this gives rise to a
robustness problem in FDI. This problem arises as the
uncertainty and faults both act upon the diagnostic signal -
residual. The discrimination between fault-induced changes
and the variations due to uncertainty is a large challenge to
those involved in model-based FDI designs. In an attempt to
solve this robust FDI (RFDI) problem investigators have
considered the use of eigenstructure assignment [3], robust
parity equations [2], unknown input observers [4], and H¥
robust estimation approaches [7-15]. The principle is to
make the FDI algorithm sensitive to faults and insensitive to
ISBN 978-3-9524269-0-6
modelling uncertainty. A robust FDI design should satisfy
these sensitivity-robustness requirements simultaneously.
Therefore, the RFDI problem is not equivalent to the robust
estimation problem (which is a dual of robust control) but
they do have a quasi-duality, which is described in this
paper. Ideally, even in the case where there are no
disturbances, sensitivity has to be required for a fault detector
- this is an aspect which has been very rarely considered in
the literature. There is a trade-off between sensitivity and
robustness that is a fundamental issue in this research.
This paper presents a new approach for designing optimal
residuals through H¥/m robust fault detection observer. The
basic idea is to estimate (reconstruct) the outputs of the
process, in the presence of model uncertainties, with the aid
of observers and to use the estimation error (or a function of
it) as a residual. In contrast to the state observer that is
needed in feedback control system design, in case of
incomplete measurement of the state vector, a diagnostic
observer is an output observer. The weighted difference
between the actual and estimated output is used as a
diagnostic residual for FDI. The approach proposed in this
paper is based on the H¥ robust FDI observer which has
originated from robust H ¥ estimation [10-13] and [17-21].
The diagnostic scheme optimally satisfies robustness and
sensitivity conditions required by FDI. This is achieved by
using the two degrees of freedom in the selection of the H¥
estimator performance bound and the estimation weighting
matrix. The most important contribution of this paper is the
maximisation of the fault effect on the residual. This is
different from all earlier studies on the H ¥ robust observer-
based FDI in which only the minimisation of the disturbance
effect is considered [10-12, 14, 15]. The minimisation of the
disturbance effect alone could de-sensitise the fault effects as
well. This problem is to be overcome via the design approach
proposed in this paper which involves the solution of one or
two coupled Riccati equations; this is relatively easy to solve
compared with the complicated factorisation methods used
by others [7-9]. An extensive simulated assessment has been
carried out using a simulated control system to verify the
effectiveness of the approach developed.
2. Problem Formulation of H¥ Robust Fault
Diagnosis Observer
The H¥ robust fault diagnosis problem can be illustrated by
1502
Fig. 1, where P is the nominal plant with model uncertainties Conditions (2) and (3) correspond to the requirements for
D and an estimator F. A large class of uncertainties, robust H¥ estimation and satisfying condition (3) will
including parametric uncertainties and uncertain dynamic guarantee that G rd ¥ < 1 , where all true exogenous inputs
e

models can be accounted for by this model [17, 18]. The state
except faults are represented by de = [d’ u’]’, [6, 7, 10,
space representation of this model is:
11, 18]. Whilst condition (3) represents the worst-case
robustness of the residual r to disturbances, condition (4)
ì x&( t ) = Ax( t ) + Qh( t ) + E 1 d ( t ) + Bu( t ) + R1 f ( t ) ( 1a )
ïe ( t ) = Sx( t ) + Th( t ) + Td ( t ) + Tu( t ) + Tf ( t ) guarantees a worst-case sensitivity of r to faults. The RFDO
( 1b ) can finally achieve the following conditions:
ïï
íe( t ) = Mx( t ) - Iz$( t ) ( 1c )
ï y( t ) = Cx ( t ) + R h( t ) + E d ( t ) + Du( t ) + R f ( t ) ( 1d ) G rf G rf
ï 2 2 ¥ >a & - >a (5)
1 2
ïîr( t ) = y( t ) - y$( t ) ( 1e ) G rd e G rd e
¥ ¥

D ( s)
where a1 > a 2 >0 are design parameters. The first condition
h e
d r illustrates the expected case of residual robust performance
d r
f P( s )
f
u
P(s)
and the second one illustrates the worst case of residual
z$ y
z$ y
robust performance or minimum fault detectability.
F(s)
F(s)

The transfer function matrix of the nominal plant and

Fig. 1, Left: Representation of the general transfer function of H¥ robust fault estimator (1) can be given as* :
diagnosis, P(s) nominal system, D(s) modeling errors and F(s) output observer.
Right: Modified robust performance problem (modeling error has been
éx& ù é A E 1a R1 0 ùé x ù
imbedded into the nominal system).
êeú ê S (6)
Ta T 0 ú êd a ú
ê ú=ê úê ú
Where x Î R is the state vector, u Î R is the control input
n r
êeú êM 0 0 - Iúê f ú
êy ú ê C ú
vector, y Î R m are the measured outputs, f Î R p represents ë û ë E 2a R2 0 û êë z$ úû

the faults, d Î R l denotes disturbances, h and e represent the

fictitious signals connecting the nominal plant and the
perturbation, e is the estimation error and M is a weighting
matrix. The so-called residual r is the output estimation error
and indicator of a fault. A, B, C, D, E1, E2, R1 and R2 are
known constant matrices of appropriate dimensions. Q, S, R
and T are known matrices transforming uncertainty transfer
function, h = De, into the state space form (1). Equation (1)
and Fig. 1 show that in the design of H¥ RFDO, the
perturbation output h can be treated as an additional
exogenous disturbance input and the perturbation input e as
an additional plant output. Appropriate frequency
dependence weightings of the uncertainty, disturbance and
fault can be introduced to model (1) [25].
The aim of the H¥ robust fault diagnosis observer design is to
find a stable observer that minimises effects of disturbances
on the residual in the H¥ -norm sense whilst maximising
effects of faults on the residual. The design objective is thus
to satisfy the following three performance criteria for any
D( s ) ¥ < 1 :
(a) A c = A - L ¥ C is stable,
(b) G r d : = sup s max [G r d ( jw )] < g
a ¥ a a a
w
where E1a=[Q E1 B], Ta = [T T T] and E2a = [R E2 D].
To incorporate neglected dynamics, it is usual to add some
additional states. Since the estimate z$ does not affect the
plant, there are zero entries in the fourth column of the
system dynamic equation, i.e. in fact the estimator, F(s), can
only affect the estimation error, e, not e in the closed-loop
system. Likewise, the zero entry in the third row is due to the
fact that the augmented input da does not enter into the error
definition. Note that use of the restriction Ta = [0 T T] or
Ta=0 in (6), [20, 21], allows only parametric uncertainties to
be handled.
3. Solution to the H¥ Robust Fault Diagnosis
Observer
Depending on the class of modelling uncertainties
(disturbances and modelling errors) involved in a system and
designer assumptions, the following summary shows possible
solutions to the H¥ RFDO via the H¥ estimator approach.
1. No uncertainty ® Kalman filter (H2 estimator) [11].
(2) 2. Disturbance only ® Standard H ¥ estimator
(3) (One Ric. Eq.) [19, 24]

(c) G rf ( jw) : = inf s min [G rf ( jw)] > b (4)

- w
*
In H ¥ control terminology a transfer matrix in terms of state-space data is
where ra = [e’ r’]’, da = [h’ d’ u’]’, and b > g >0. smax
denoted éA Bù .
and smax stands for the maximum and minimum singular -1
êC Dú : = C(sI - A) B + D
ë û
values, respectively.

1503
3. Disturbance & Parameter errors only ® Modified
standard H¥ estimator (One Ric. Eq.) [20, 21].
4. Disturbance & Large class of modelling errors ® Two
Ric. Eqs:
a) LTI systems only [17, 18]
Conservative ® Robust H ¥ estimator
Non-conservative®m Synthesis [17, 18]}
b) LTI & LTV systems ® Robust H¥ estimator [11,13].
Appleby and Mangoubi [17, 18, 11, 13] have shown that the
uncertain model (1) can be modified (by including
uncertainties into the nominal model) as follows:
ìx& = Ax + E1 d + R1 f
ï (7)
ïy = Cx + E 2 d + R 2 f
í design criterion (3) is also satisfied through the robust H ¥
ïe = Mx - z$
ïr = y - y$
î
Considering a large class of uncertainties (parameter errors,
unmodelled actuators or sensor dynamics, and errors due to
reduced-order plant models), an H¥ robust observer has the
following formulation [17, 18, 11, 13]:
x&$ ( t ) = Ax$ ( t ) + Bu( t ) + L¥ ( y( t ) - y$( t ))
y$( t ) = C x$( t ) + Du( t )
z$( t ) = Mx$( t )
e( t ) = z ( t ) - z$( t )
r ( t ) = y( t ) - y$( t )
Where the residual, r, must meet the robust FDI system
performance criteria. Since neglected dynamics naturally add
some additional states to the system, constant matrices ( A ,
B, C and D ) are not the same as system matrices. To design
a full order observer (8), the observer gain L ¥ ® L ¥ has to
be found such that conditions (5) are met.
The dynamic equations for state estimator
~
x( t ) = x(t ) - x$ ( t ) and the residual are
~
x& ( t ) = ( A - L¥C )x~( t ) + ( E1 - L¥ E2 )d ( t ) + ( R1 - L¥ R2 ) f ( t )
r( t ) = C x~( t ) + E d ( t ) + R f ( t )
2 2
r(t) = CM -1e(t ) + E 2 d(t) + R 2 f (t )
Besides faults; disturbances, control inputs and perturbations
affect the residual and this presents a great challenge to the
generation of robust residuals. The main contribution of this
paper is the generation of an optimal robust residual in the
¥-norm sense by compromising the effect of the exogenous
inputs (disturbance and control input) with the effect of faults
(maximisation of the effect of faults on the residual) through
a performance bound on the residual and by manipulating
the estimation weighting matrix, M.
If only parameter uncertainty is considered, the robust
estimator gain is given by L¥ = P¥C T which P¥ comes from
the following Riccati equation
AP¥ + P¥ A' + P¥ [ g -2 ( M' M + S' S) - C' C)]P¥ + (QQ' + E1E1' ) = 0
& g > 0; P¥ > 0 (11)
In the case of no parameter uncertainty (Q=S=T=R=0) the
above Riccati equation leads to the standard H¥ estimator
[19, 24]. The relationship between the residual r(t) and the
estimation error e(t) is:
r( t ) = CM -1 e(t ) + Rh(t ) + E 2 d(t ) + R 2 f (t ) (12)
Due to this relation and the satisfaction of G ed < 1 , the
e ¥
estimator design. The satisfaction of design criterion (4) and
the trade-off with the criteria (3) will be achieved by taking
the advantage of the freedom in choosing M and g. By
finding gmin, the robust H ¥ estimator designed is not suitable
for fault detection purposes. The appropriate choice of M and
the determination of the optimal gopt >gmin, via iteration , can
( 8 .a ) significant enhance the fault sensitivity.
( 8. b )
Appleby [17, 18] and Mangoubi [11, 13] describe a minimax
( 8. c ) form of estimator F(s) as Eq. (8), where
( 8. d )
( 8. e ) L ¥ = P¥ C T V -1 + E 1 E 2¢ V -1 , V = E 2 E 2¢ (13)
The observer is described in the Appendix in terms of
nominal and perturbation parameters.
The observer has more states than the system due to
neglected dynamics in the nominal system. It can thus, be
viewed as a dynamic observer which minimises effects of
disturbances on the residual and maximises effects of faults
error, on the residual in the H¥-norm sense in the whole range of
the modelling error.
( 9 .a ) 4. RFDO Design using m-Synthesis
( 9 .b )
(10) The H¥ RFDO design described in Section 3 was based on
the robust estimation through H¥ technique which can be
shown to be conservative as the structure of the uncertainty
block, D, is ignored. Appleby et al [17, 18] have shown that
the use of m and its tight upper bound, m ,are much less
conservative. In this Section, we modify the m estimator
designed by Appleby et al [17, 18] to fit into the RFDO
problem framework.
The weighting functions can be added in Figure 1 without
changing the system, as shown in Figure 2.
1504
 D (s ) D R ( s)
a2 and a3 vary in the range [0.2, 1.8], [0.4, 3.6] and [0.6,
D -L1 (s)
5.4]. The estimator is designed for a nominal plant
hd h e ed a 1 = 1, a 2 = 2, a 3 = 3 . M = C is found to give the best
D L (s ) D -1
R ( s)

da 1
d r
hd
da
ed residual performance indices as (5).
a
P(s) r
f f PD (s)

y$ y
y$ y
5.1 Frequency Domain Performance Assessment
F(s) F(s)
º The effect of sensor faults on residuals designed via a H ¥
Fig. 2 m observer design for robust fault diagnosis problem, as Fig. 1 with RFDO can be considered by testing G rf ¥ G rd e and
weighting functions added (without changing the system) ¥

G rf G rd e . To compare the robust fault detection observer

- ¥
These block diagonal weighting functions can be imbedded
designed with a non-robust design, an observer is designed
into P(s) as shown in Figure 2.b to form PD ( s) the weighted
using the pole placement gain selection, command “place”,
open-loop system. from the Control ToolBox of MATLAB.

éD -R1 (s)Ta D L (s) a -1D R-1 (s)T 0 ù For one Riccati approach g opt = 2 and
ê ú (14)
PD (s) = ê 0 0 - Iú é1.8799 0.3331 -0.7908ù
¢
L¥ = ê ú
give the best performance testing
êë E 2 a D L (s) -1
a R2 0 úû ë0.3331 1.3148 -0.0403û

ratios. By compromising in disturbance robustness, we can

From the definition of m , max m[ G D ( jw )] £ G D (s) where increase the fault sensitivity, by comparing a1 = 1, a 2 = 0.28
¥ w

G D ( s) = Fl ( PD ( s), F ( s)) and the equality holds for with a1 = 0.4, a2 = 0.18 , respectively. By choosing g opt = 2
¥ ¥
minimising the choice of weights D R ( s) and D L ( s) , and an optimal compromise on the effect of the disturbance and
minimising the choice of observer F(s). fault on the residual is achieved. The fault detection is much
worse even in the absence of modelling errors if g min = 1.486
The design objective is chosen.
min min
F ( s ) D R ( s ), D L ( s )
{max s[G ( jw)]} º max m[G ( jw)]
w
D
w
D
(15)
Figure 3 shows the effect of different values of g on the
performance testing ratios G rf ¥ G rd e and G rf G rd e for
- ¥ ¥
is difficult to solve since it is not convex for both F(s) and
two Riccati equations approach. The g opt = 50 and
D(s). The problem is convex, however, for F(s) and D(s) ¢
é 0.6926 -2.0616 11.9706 0.6926 -2.0616 11.9706ù give the best
separately. An iterative approach is therefore used that is L¥ = ê ú
ë-0.5781 5.5198 19.9907 -0.5781 5.5198 19.9907û
directly analogous to the D-K iteration of Doyle [23].
performance indices.
We are interested in an observer with dynamics as (8). The 2 3

observer gain is obtained as L m = P¥ C T V -1 + E1 E 2¢ V -1 , [17, g min = 0.1 2.5

1.5
g opt = 50
18]. The design algorithm is similar to the H¥ RFDO with 2

PD (s) replacing P(s). 1 1.5

1
0.5

5. A Design Example 0.5

0 0 -3
-3 -2 -1 0 1 -2 -1 0 1
10 10 10 10 10 10 10 10 10 10

Consider the following system with parameter uncertainties (a) (b)

Figure 3: Comparison of H ¥ robust estimator and H ¥ RFDO with Pole Place.
é 0 1 0 ù é1 ù é1 0 0 ù
s [G rf ( jw )] , lower: s- [G rf ( jw )] , x denotes the
x& ( t ) = êê 0 0 1 úú x( t ) + ê0 ú u( t ) + ê0 1 0 úd ( t ) designs (upper: H ¥ design
ê ú ê ú s [G rd ( jw )] s [G rd ( jw )]
êë-a1 -a 2 -a 3 úû êë0 úû êë0 0 1 úû
and o denotes pole placement design) with different performance bound, g.
é1 0 0 ù é1 0 ù é0 0.1 0 ù
y( t ) = ê ú x( t ) + ê0 1 ú f ( t ) + ê0 0 0.1ú d( t )
ë0 1 0 û ë û ë û Again comparison of results shows that via a compromise in
z(t ) = Mx( t ) residual robustness with respect to disturbance (accepting
higher performance bound for disturbances unlike the
Where u(t) is control input, d(t) represents the disturbance minimum one given by robust H ¥ estimator) residual
vector which involves the process noise with uncertain sensitivity to faults can be increased.
frequency spectrum and measurement noise. A sensor fault is
modelled by f(t) in the measurement y(t). The parameters a1, 5.2 Fault Detection Simulation

1505

The FDI system is simulated using the Simulink. An
incipient sensor fault is applied to the system. Figure 4 shows
the effect that the fault has on outputs is so small that it is
very difficult to notice. Thus, a fault detection system is
necessary.
Normal outputs (solid) and faulty output (dashdot)
0.5
0.4
The designed H¥ RFDO can pass the robust performance
criterion in the m sense, m < 1, [17, 18]. Thus, to see the
effectiveness of the m synthesis, the effect of disturbances on
the system is increased by 10 times as in the H¥ RFDO just
designed. Three D-K [31] iterations are needed before the
robust performance m < 1 can be satisfied. The corresponding
m observer gain
¢
é- 14.2941 111638
. 3.2157 -14.2941 111638
. 3.2157 ù .
L =ê
m ú
ë-75.9208 62.1115 15.9007 -75.9208 62.1115 15.9007 û

0.3

0.2 The residual generated by the H¥ RFDO under the new

0.1 disturbance situation are now considered. The results showed
0 that without considering the modelling errors structure, as m
-0.1 synthesis observer does, we are not able to establish a
-0.2 threshold. The residual generated by m RFDO (at the third
-0.3
0 5 10 15 20 25 30 35 40 45 iteration of m synthesis) under system perturbations (20%
Fig. 4 Normal and faulty output of the example system.
parameter variation) is shown in Fig. 6. It shows that the
residual generated through a reduction in conservatism in
By selecting, g opt = 2 for one and g opt = 50 for the two- uncertainty modelling (taking account of the structure D in
the m RFDO) can significantly improve the fault
Riccati equation approach, the optimal performance bound detectability. In this example H ¥ RFDO are totally useless
has led to a compromise between the effect of the fault and
in detecting faults.
the effect of the disturbance. Proper selection of the
weighting estimation error can significantly improve the
Perturbed system residual norm by mu synthesis
sensitivity-robustness property of the residuals. Now the H¥ 1

0.9
RFDO design is compared with an algorithm which is robust
0.8
with respect to perturbations only but non-robust in the FDI 0.7
concept, to see how two different approach of H¥ RFDO 0.6

designs improve the RFDI performance, Fig 5. 0.5 Threshold

0.4

Perturbed system residual norm by two different design 0.3

0.03
0.2 --- no fault

0.025 Residual norm 0.1

0
0 5 10 15 20 25 30 35 40 45
0.02 faulty Time (sec.)

0.015 Threshold Figure 6 Residual norm generated by the m RFDO for the perturbed system in
the presence of the fault and for the fault free system compared with the Pole
0.01 Placement residual generation.
no fault
0.005 ___ H_inf
--- P.P.
6. Conclusions
0
0 5 10 15 20 25 30 35 40 45
Time (sec.)

Fig. 5 Residual norm generated by the H ¥ RFDO through two Riccati
equations approach compared with the residual norm generated by pole
placement (the same as one Riccati approach) under system perturbations.
For the one Riccati equation approach the generated
residuals are the same as that of the pole placement design,
and they do not satisfy the strong fault detectability condition
[6]. However, for the two Riccati equations approach and
under the same modelling errors the generated residual norm
can be seen in Fig. 5. Compared with the one Riccati
approach (the same as pole placement results, dashed lines in
Fig. 5, Th = 0.015) the level of threshold, Th = 0.01, is not
only lower but also the residual sensitivity to the fault is
much higher and it is quite easy to detect the fault in less
than three seconds, Fig. 5 solid lines.
This paper describes an H¥/m robust fault diagnosis observer
(RFDO) design as a novel approach for the robust fault
detection problem. In the lack of perfect disturbance de-
coupling, optimal compromise between the effects of faults
and the effects of disturbances on the residuals can be
achieved. The design is based on the H¥ robust estimator
which minimises the estimation error to the disturbance over
the whole range of the uncertainty. However, it cannot
distinguish between the effect of the fault and the effect of
the disturbance on the residuals as the RFDI design requires.
The two degrees of freedom in H¥ robust estimator, the
performance bound and the weighting matrix, can be used to
provide the compromise between the effects of faults and the
effect of disturbances on the residuals. This paper introduces
two coupled ratios, G rf Grd > a1 and G rf G rd > a 2 , e
¥ e
¥ - ¥

through these the best performance bound and weighting

1506
matrix can be obtained. Depending on the class of
uncertainties assumed in the system, one Riccati solution
(only parametric uncertainty) or two Riccati solutions (both
parametric and non-parametric uncertainty) are used.
Regarding the structure of uncertainties, the m RFDO is
obtained from the H¥ RFDO.
A standard third order system with an incipient sensor fault
is taken to assess both approaches through the frequency and
time domain responses. The one Riccati equation solution for
H¥ RFDO generates robust residuals which are similar to
those of the pole placement design which the fault detection
is not possible under system perturbations. The solution
based on the use of the two Riccati equations gives an
observer with twice the number of states as the system but it
is easy to detect the fault shortly after it occurs under the
same system perturbations. The results also show the
superiority of the m RFDO over the H¥ RFDO technique.
Acknowledgement: The first author would like to thank
the Ministry of Culture and Higher Education of I. R. of Iran
for funding support for this research.
for linear systems: comparison of two approaches. The 13th IFAC World
Congress, San Francisco, f, 37-42.
[16] Hou M and Patton R J (1996). An LMI approach to H-/ H¥ observers,
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5th September.
[17] Appleby B. D. (1990), Robust state estimator design using the H¥ norm
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[18] Appleby B. D. Dowdle J. R. and VanderVelde W. (1991). Robust
estimator design using m synthesis, Proc. of the 30th IEEE CDC,
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[19] Shaked U. (1990), H¥-minimum error state estimation of linear stationary
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Appendix
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Systems, Theory and Application. Prentice Hall (Control Engineering
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[2] Gertler J. (1991), Analytical redundancy methods in failure detection and Appleby proved the following relations:
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1, 9-21. éA Bc_11K-1 (BTc_11X + DTc_11S) ù , é B K -1/ 2 ù ,
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[3] Patton, R. J. and Chen, J. (1991). Robust fault detection using ë 0 A + B c _11K ( BT
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c _11 û ë B c _11 K û
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2
ûú
c _11 c _ 11 úû
[4] Chen J., Patton R. J. and Zhang H. (1996). Design of unknown input
1 ù -1/ 2 , R = [R R 2 ]K
-1
observers and robust fault detection filters. Int. J. Control, 63, (1), 85- E 2 = éêR
2
E2 K 2
105. ë a ûú
[5] Chen J., Patton R. J. and Liu G. (1996). Optimal residual design for fault Scaling factor 1 a changes the desired performance gain G ed e < 1 into the
diagnosis using multi-objective optimisation and genetic algorithms. Int. J. ¥

of Systems Science, 27, (6), 567-576. G ed e < a . X comes from the first Riccati equation as follows
¥
[6] Chen, J. and Patton, R. J. (1994). A re-examination of fault detectability
and isolability in linear dynamic systems. IFAC Symposium
(A + B c _11 K -1 D Tc _11 S) T X + X( A + B c _ 11 K -1 D Tc _11S) ,
SAFEPROCESS’94, Finland, 590-596.
[7] Frank P. M. and Ding X. (1994). Frequency domain approach to + XB c _11 K -1 BTc _11 X + ST ( I + D c _ 11 K -1 D Tc _11 )S = 0
optimally robust residual generation and evaluation for model-based fault 1 ù 1 ù The estimator is given by
B c _11 = éêQ E ,D = éT T
diagnosis. Automatica, 30, (5), 789-804. ë a 1 ûú c _11 êë a ûú
[8] Ding X. and Frank P. M. (1990). Fault detection via factorisation éA - L ¥ C L¥ ù L¥ = P¥ CT V-1 + E1 E2¢ V-1
approach. Systems & Control Letters 14, (5), 431-436. F (s) = ê ú
[9] Qiu Z and Gertler J. (1994). Robust FDI systems and H¥-optimisation- ë M 0 û
Tall fault systems and example. Pre-prints of IFAC Symposium if there exists a solution P¥ > 0 to the second Riccati equation as follows
SAFEPROCESS’94, Finland, 1, 260-265.
[10] Mangoubi R., Appleby B. D. and Farrell J. (1992). Robust Estimation in [A + E 1S ( E 2¢ V C )]P¥ + P¥ [ A + E 1S-1 ( E 2¢ V -1C )]¢
-1 -1
where V = E 2 E 2¢ .
Fault Detection, Proc. of the 31st IEEE CDC, 2317-2322.
[11] Mangoubi R. (1995). Robust Estimation and Failure Detection for + E 1S -1 (I - E 2¢ V -1 E 2 S -1 )E 1¢ - P¥ [C ¢V -1C - M ¢M ]P¥ = 0
Linear Systems, Ph.D. Thesis, Department of Aero/Astro Eng., MIT. To extend the robust H¥ estimation solution for time-varying systems (time-
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(1995). A Robust Failure Detection and Isolation Algorithm, Proc. of the for the first Riccati equation by completing the square rather than spectral
34th IEEE CDC, 2377-2382. factorisation as Appleby [17, 18] solved Riccati matrix of Eq. (B.6).
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Interpretation of H ¥ and Robust Estimation. Proc. of the 33rd IEEE
CDC, Lake Buena Vista, FL. 3943-3948.
[14] Edelmayer A., Bokor J. and Keviczky L. (1994). An H¥ filtering approach
to robust detection of failures in dynamical systems. Proc. of 33rd IEEE
CDC. 3037-3039.
[15] Edelmayer A., Bokor J. and Keviczky L. (1996). H¥ detection filter design

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