Integrated algorithm for solving H2-optimal fault detection and isolation problems

The design problem of fault detection and isolation filters can be formulated as a model matching problem and solved using an H₂-norm minimization approach. A systematic procedure is proposed to choose appropriate filter specifications which guarantee the existence of proper and stable solutions of the model matching problem. This selection is integral part of a numerically reliable computational method to design of H₂-optimal fault detection filters. The proposed design approach is completely general, being applicable to both continuous- and discrete-time systems, and can easily handle even unstable and/or improper systems.