A Game Theoretic Fault Detection Filter

The fault detection process is modelled as a disturbance attenuation problem. The solution to this problem is found via differential game theory, leading to an H(sub infinity) filter which bounds the transmission of all exogenous signals save the fault to be detected. For a general class of linear systems which includes some time-varying systems, it is shown that this transmission bound can be taken to zero by simultaneously bringing the sensor noise weighting to zero. Thus, in the limit, a complete transmission block can he achieved, making the game filter into a fault detection filter. When we specialize this result to time-invariant system, it is found that the detection filter attained in the limit is identical to the well known Beard-Jones Fault Detection Filter. That is, all fault inputs other than the one to be detected (the "nuisance faults") are restricted to an invariant subspace which is unobservable to a projection on the output. For time-invariant systems, it is also shown that in the limit, the order of the state-space and the game filter can be reduced by factoring out the invariant subspace. The result is a lower dimensional filter which can observe only the fault to be detected. A reduced-order filter can also he generated for time-varying systems, though the computational overhead may be intensive. An example given at the end of the paper demonstrates the effectiveness of the filter as a tool for fault detection and identification.