Fault Diagnosis of Linear Discrete Time-Varying System with Multiplicative Noise Based on Parity Space Method

摘要

The paper is concerned with the fault diagnosis problem for linear discrete time-varying (LDTV) system with multiplicative noise. A new criteria represented by expectations of relevant matrices is presented to design the parity vector. The process of searching the optimal parity vector is transformed into solving a minimization problem. The optimal parity vector is confirmed as an eigenvector of two matrices whose expressions are also given. Based on Randomized Algorithms (RA), two kinds of methods to set appropriate threshold is discussed. Simulation result is given to demonstrate the effectiveness of the proposed method in the end.