Fault detection for linear discrete time-varying systems with measurement packet dropping (Q474526)

Summary: The fault detection (FD) problem for linear discrete time-varying (LDTV) systems with measurement packet dropouts is considered. The objective is to design a new observer-based fault detection filter (FDF) as a residual generator through employing packet dropout information on the measurement sequence. Based on some new defined input-to-output operators, the FD problem is formulated in a framework of maximizing stochastic or performance index. By introducing an adjoint-operator-based optimization method, the analytical optimal solution can be derived in terms of solving a modified Riccati equation. A numerical example is provided to demonstrate the effectiveness of the proposed approach.