Numerically reliable methods for optimal design of fault detection filters

The design problem of fault detection and isolation filters is formulated as a model matching problem and solved using an H2-or H∞-norm optimization 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 numerically reliable computational methods to design of H2- or H∞-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.