A fault detection and isolation filter for discrete linear systems

The problem of fault and/or abrupt disturbances detection and isolation for discrete linear systems is analyzed in this work. A strategy for detecting and isolating faults and/or abrupt disturbances is presented. The strategy is an extension of an already existing result in the continuous time domain to the discrete domain. The resulting detection algorithm is a Kalman filter with a special structure. The filter generates a residuals vector in such a way that each element of this vector is related with one fault or disturbance. Therefore the effects of the other faults, disturbances, and measurement noises in this element are minimized. The necessary stability and convergence conditions are briefly exposed. A numerical example is also presented.