Minimum System Sensitivity Study of Linear Discrete Time Systems for Fault Detection
Fault detection is a critical step in the fault diagnosis of modern complex systems. An important notion in fault detection is the smallest gain of system sensitivity, denoted asℋ−index, which measures the worst fault sensitivity. This paper is concerned with characterizingℋ−index for linear discrete time systems. First, a necessary and sufficient condition on the lower bound ofℋ−index in finite time horizon for linear discrete time-varying systems is developed. It is characterized in terms of the existence of solution to a backward difference Riccati equation with an inequality constraint. The result is further extended to systems with unknown initial condition based on a modifiedℋ−index. In addition, for linear time-invariant systems in infinite time horizon, based on the definition of theℋ−index in frequency domain, a condition in terms of algebraic Riccati equation is developed. In comparison with the well-known bounded real lemma, it is found thatℋ−index is not completely dual toℋ∞norm. Finally, several numerical examples are given to illustrate the main results.