Solving of the Modified Filter Algebraic Riccati Equation for H-infinity fault detection filtering

The objective of this paper is solving of the Modified Filter Algebraic Riccati Equation (MFARE) for calculating of the filter gain. The results are used for model-based fault detection filtering of faults in the air path of diesel engines. The Hinfinity optimization approach requires the solution of a linear-quadratic optimization problem that leads to the solution of MFARE. In our paper two basic concepts for solving MFARE are examined, namely the analytically implemented gamma-iteration and casting the problem as a convex optimization problem based on Linear Matrix Inequalities (LMIs).

The algorithms are implemented in MATLAB. Each algorithm has to ensure the condition for a global convergence and also has to deliver an optimal solution. Not at least, the computational cost has to be as small as possible.