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This paper presents a new robust fault diagnosis algorithm for uncertain linear systems. The model uncertainties are taken into account to synthesise an optimal model for a detection procedure. This model, optimal with respect to a H2 criterion, is developed for both black-box and grey-box modelling frameworks. A simulation example illustrates the ability of the proposed method to generate a residual...
The problem of robust filtering for linear time-invariant (LTI) continuous systems subject to parametric uncertainties is treated in this paper through transfer function and polynomial representations, and then in the state-space domain. The basic idea consists of introducing the gradient of the estimation error with respect to the uncertain parameters in the optimization scheme via a epsiv-contaminated...
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