Robust Fault Detection Observer and Fault Estimation Filter Design for LTI Systems Based on GKYP Lemma

This paper addresses the robust fault detection observer and fault estimation filter design issues for linear time invariant (LTI) systems with parameter uncertainties in a polytope and the systems are subject to unknown inputs as well. The observer and filter design are investigated in the H∞/H– index framework in the finite frequency interval by using the generalized KYP lemma. The threshold design and the worst undetectable fault size estimation are discussed. A numerical example is given to illustrate the effectiveness of the derived algorithms.