A Robust Fault Detection Filter for Linear Time-Varying System with Non-Gaussian Noise

Abstract: This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter, which may exhibit inadequate performance under non-Gaussian noise conditions. To mitigate this issue, a fault detection method employing the $H_{\infty}$ filter is proposed. The $H_{\infty}$ filter is first derived as the solution to a regularized least-squares (RLS) optimization problem, and the effect of faults on the output prediction error is then analyzed. The proposed approach using the $H_{\infty}$ filter demonstrates robustness in non-Gaussian noise environments and significantly improves fault detection performance compared to the original GLR method that employs the Kalman filter. The effectiveness of the proposed approach is illustrated using numerical examples.