Mixed H_/H∞ fault detection filter design based on probabilistic robustness

This paper presents fault detection filter design in mixed H_/H_∞ objective formulation based on probabilistic robustness theory. With the recently developed probabilistic robustness theory, fault detection filter is designed which is robust to model uncertainty without structural restriction. Normally, fault detection filter is designed to satisfy two objectives such as low sensitivity (H_∞) to disturbance but, high sensitivity (H_) to actual fault. An approach is developed to apply probabilistic robustness theory to mixed type filter design.