Fault detection filter design for linear discrete time-varying systems with multiplicative noise ABSTRACT:The problem of fault detection for linear discrete time-varying systems with multiplicative noise is dealt with. By using an observer-based robust fault detection filter (FDF) as a residual generator, the design of the FDF is formulated in the framework of H∞ filtering for a class of stochastic time-varying systems. A sufficient condition for the existence of the FDF is derived in terms of a Riccati equation. The determination of the parameter matrices of the filter is converted into a quadratic optimization problem, and an analytical solution of the parameter matrices is obtained by solving the Riccati equation. Numerical examples are given to illustrate the effectiveness of the proposed method. Did you like this research project? To get this research project Guidelines, Training and Code... Click Here facebook twitter google+ linkedin stumble pinterest Mie series for electromagnetic scattering of chiral metamaterials sphere Controlling the probability density of quantum systems