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Mixed Fault Detection Filtering for It\^o-Type Affine Nonlinear Stochastic Systems
This paper studies the mixed fault detection filtering of
It\^o-type nonlinear stochastic systems. Mixed filtering
combines the system robustness to the external disturbance and the sensitivity
to the fault of the residual signal. Firstly, for It\^o-type affine nonlinear
stochastic systems, some sufficient criteria are obtained for the existence of
filter in terms of Hamilton-Jacobi inequalities (HJIs).
Secondly, for a class of quasi-linear It\^o systems, a sufficient condition is
given for the existence of filter by means of linear matrix
inequalities (LMIs). Finally, a numerical example is presented to illustrate
the effectiveness of the proposed results