<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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).</p><p>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.</p></abstract>

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.

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

School of Postgraduate Studies of Multidisciplinary Technical Sciences, Faculty of Technical Sciences

Department of Informatics Engineering, Faculty of Technical Sciences

Institute for Computer Science and Control, Hungarian Academy of Sciences

Acta Universitatis Sapientiae, Electrical and Mechanical Engineering

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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...

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

Publié en ligne: 19 janv. 2018

Pages: 57 - 77

Reçu: 29 sept. 2017

DOI: https://doi.org/10.1515/auseme-2017-0010

Mots clés
modified Filter Algebraic Riccati Equation, linear-quadratic optimization problem, H-infinity optimization, gamma-iteration, LMI

© 2017 Zsolt Horváth et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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

Publié en ligne: 19 janv. 2018

Pages: 57 - 77

Reçu: 29 sept. 2017

DOI: https://doi.org/10.1515/auseme-2017-0010

Mots clésmodified Filter Algebraic Riccati Equation, linear-quadratic optimization problem, H-infinity optimization, gamma-iteration, LMI

© 2017 Zsolt Horváth et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Mots clés
modified Filter Algebraic Riccati Equation, linear-quadratic optimization problem, H-infinity optimization, gamma-iteration, LMI