Fault detection and isolation for uncertain linear systems: A robust moving horizon estimation scheme using LMIs

In this paper, a Fault Detection and Isolation (FDI) scheme based on moving horizon state estimation (MHE) ideas is analyzed for plants modeled as uncertain linear systems subject to actuator fault occurrences. The key point is to exploit the MHE approach to ameliorate the FDI capabilities of the diagnostic filter unit. The design is numerically accomplished via a semidefinite programming min-max optimization problem subject to H∞ requirements so that the robust MHE is in charge to cope with any source of uncertainties. The effectiveness of the proposed approach is then verified by considering a multi-area power system subject to anomalies on the power generation units.