研究线性时不变动态系统鲁棒故障检测滤波器设计问题.该问题一般被描述为非凸的双线性矩阵不等式(BMI),通过将BMI中可完全平方的非正定项的上界替代原非正定项,从而转化为一组线性矩阵不等式问题.提出一种叠代的LMI算法用于实现故障检测滤波器的最优设计.%This paper addresses robust fault detection filter design for linear-time-invariant dynamic system. This design problem is not convex and is formulated in terms of bilinear matrix inequality (BMI). Using the completing square into BMI to replace the non-positive terms by their upper bounds, an iterative LMI algorithm is then proposed for the optimal design of fault detection filter.
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