Optimal fault detection for a class of discrete-time switched linear systems

This paper deals with the problem of optimal fault detection filter(FDF) design for a class of discrete-time switched linear systems under arbitrary switching.By using an observer-based FDF as a residual generator,the design of the FDF is formulated into an optimization problem through maximizing the H /H∞ or H∞/H∞ performance index.With the aid of an operator optimization method,it is shown that a mode-dependent unified optima solution can be derived by solving a coupled Riccati equation.A numerical example is given to show the effectiveness of the proposed method.