Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005

ROBUST FAULT DETECTION FOR UNCERTAIN SYSTEMS WITH

TIME-DELAY IN STATE
CHONG-HONG WANG, HONG-RU WANG, HUI-JUN GAO
Space Control and Inertial Technology Research Centre, Harbin Institute of Technology, Harbin 150001, P. R. China

E-MAIL: hitwan@126.com, whrhit@163.com

Abstract:
This paper investigates the problem of robust fault
detection for a class of uncertain systems with time-delay and
unknown input. The objective is to minimize the difference
between the residual and the fault, and to enhance the
robustness to unknown inputs, control inputs and model
uncertainties. Attention is focused on formulating the design
of robust fault detection filters as H filtering problem. The
sufficient condition for the existence of the above filters is
established by means of linear matrix inequalities. A
numerical example is given to illustrate the effectiveness of the
proposed method.

model uncertainties, unknown inputs and control inputs.

The sufficient condition for the existence of the above
filters is established by means of the LMI. A simulation
example is given to illustrate the effectiveness of the
proposed method.
2.

Problem formulation

Consider a class of uncertain systems with time-delay

and unknown input as follows:
x ( t ) = ( A + A ) x ( t ) + ( Ad + Ad ) x (t d )
+ ( B + B )u (t ) + B d d ( t ) + B f f ( t ),

Keywords:
Uncertain system with time-delay; robust fault detection;
H filtering; linear matrix inequality; residual

1.

y (t ) = Cx (t ) + D d d ( t ) + D f f (t ),

(1)

x (0) = 0.

where x(t ) R n is the state; u (t ) R r is the control input;

Introduction

The basic idea of model-based fault detection and

isolation is to generate the residual, and based on this, to
determine the residual evaluation function compared with
the prescribed threshold. When the value of the evaluation
function is larger than the threshold, an alarm of fault is
generated. However, unavoidable model uncertainties and
external disturbances may seriously affect the performance
of fault detection and isolation systems. Therefore, the
problem of robust fault detection and isolation has received
much attention in recent years and a great number of results
have been reported in the literatures (see, e.g.
References[1-6]). However, these methods are used to
handle uncertain systems. To the best of the authors
knowledge, the problem of robust fault detection and
isolation for uncertain systems with time-delay has not been
fully investigated yet. This paper extends the H filter
method of [7] to the problem of fault detection and isolation
for time-delay uncertain systems. Attention is focused on
formulating the design of robust fault detection filter
(RFDF) as H filtering problem. The objective is to
minimize the difference between the residual and the fault
(or the weighted fault), and increase the robustness to

d (t ) R p is the unknown input; f (t ) R l is the fault to

be detected; y (t ) R m is the measured output. u (t ) ,

d (t ) and f (t ) are assumed to be L2 -norm bounded.
A, Ad , B are uncertain matrices but norm-bounded so
that

A = HF (t ) E1 , Ad = HF (t ) E2 , B = HF (t ) E3 .
where F (t ) is uncertain matrix and satisfies
F T (t ) F (t ) I .
Throughout this paper, all matrices are assumed to be
compatible if their dimensions are not explicitly stated, and
the system (1) is asymptotically stable.
The problem of observer-based fault detection is to
find an asymptotically stable filter as the residual generator,
and then determine whether or not the faults occur by
comparing the residual with the prescribed threshold.
For the system (1), construct the following fault
detection filter:

0-7803-9091-1/05/$20.00 2005 IEEE

1110

xF (t ) = AF xF (t ) + BF y(t ),
r(t ) = CF xF (t ) + DF y(t ).

(2)

Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005
where xF (t ) R n , r (t ) R s is the residual.
In order to enhance the sensitiveness of residual to
fault as well as the robustness to control inputs, unknown
inputs and model uncertainties, the fault is weighted as
f ( s ) = Q( s ) f ( s ) , where Q( s ) RH is a given weighted
function. The state-space realization of f (t ) is shown as:
xQ (t ) = AQ xQ (t ) + BQ f (t ),
(3)
f (t ) = CQ xQ (t ) + DQ f (t ).
where xQ (t ) R q , f (t ) R s .
Denote re (t ) = r (t ) f (t ) , then the overall dynamic system
can be written as the following augmented system:
(t ) = A (t ) + Ad (t d ) + BW (t ),
(4)
re (t ) = C (t ) + DW (t ),
where
(t ) = [ xT (t ) xFT (t ) xQT (t ]T , W (t ) = [u T (t ) d T (t ) f T (t )]T
A+ A

A = BF C
0

B + B

B= 0
0

D = 0

0
AF
0

Ad + Ad
Ad =
0

0 ,
AQ

Bf

BF Dd BF D f , C = DF C
BQ
0
DF Dd
DF D f DQ .

0 0
0 0 ,
0 0
CQ ,

(5)

The problem of robust fault detection and isolation can

be formulated as finding the parameter matrices
AF , BF , CF , DF such that the augmented system (4) is
asymptotically stable, and, under the zero initial condition,
satisfies the following H performance index
re 2
(6)
<
JI = sup
WL2 0 W
2
Definition 1. The H performance index of (6) is defined
as:
J I = sup

WL2 0

re
W

2
2

= sup
WL2 0

reT (t )re (t )dt

) (
1
2

W T (t)W (t )dt

1
2

After designing of FDF, the remaining important task

is to determine the threshold J th and the evaluation
function J (r ) . In this note, we choose the threshold as:
J th =

sup
d L2 , uL2 , f = 0

r (t )

2,T

t0 + T

t0

r T (t )r (t )dt

(7)

2,T

t0 +T

t0

r T (t )r (t )dt

(8)

where t 0 is the initial evaluation time, T denotes the

evaluation time window. The value of T is limited
because an evaluation of the residual over the whole time
range is impractical. Based on the above mentions, the
occurrence of fault can be detected by using the following
logical relationships:
J (r ) > J th faults alarm
J (r ) J th no fault
Remark 1. In the case of f ( s ) = Q( s ) f ( s ) , we call the
optimization problem (6) the robust fault detection (RFD)
problem, while the one with f ( s ) = f ( s ) the robust fault
identification (RFI).
Remark 2. In the following section, we will pay first
attention on the RFDF problem. The RFI problem is a
special case of RFDF with Q( s ) = I .
3.

Bd

CF

J (r ) = r (t )

Design for robust fault detection filter

Before designing the robust fault detection filter,

Lemma 1 and 2 are stated, which are necessary to show the
main result of this note.
[8]
Lemma 1
Consider the following uncertain system:
with time-delay in state:
x (t ) = Ax(t ) + Ad x(t d ) + Bw(t ),
(9)
z (t ) = Cx(t ) + Dw(t ).
where x(t ) R n is the state, w(t ) R q is the external
disturbance and L2 -norm bounded, z (t ) is the controlled
output, d denotes the constant time delay. For a given
> 0 , if there exit symmetric positive definite
matrices P and S such that
AT P + PA + S

PAd

0
<0
(10)
0

S
then the system (9) is asymptotically stable, and, under the
zero initial condition, satisfies z < w .
2
2
CT
DT
I
*

PB
I
*
*

Lemma 2[9] Suppose that D, E , F (t ) are compatible

and F T (t ) F (t ) < I , then there exits a scalar >0 such that
the following inequality holds:
DF (t ) E + ( DF (t ) E ) DDT + 1 E T E
T

The residual evaluation function J (r ) is determined by

1111

Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005

Theorem 1. For a given scalar > 0 the system (4) is

asymptotically stable, and, under the zero initial condition,
satisfies (6) if there exist symmetric positive definite
1 2
*
3

*
*

*
*
*
*

*
*
*
*

*
*

*
*
*
*

*
*

*
*

*
*

0
0

4
*
*
*
*
*
*
*
*
*
*

RB
XB
0
I + 3 E3T E3
*
*
*
*
*
*
*
*
*

RBd

RB f

6
VBQ

CDFT
CQT
0
DdT DFT
DTf DFT DQT
I
*
*
*
*
*
*

0
0
I
*
*
*
*
*

0
0
I
*
*
*
*

*
*
*

*
*
*

X R >0

where

(12)

1 = RA + AT R + T + S 2 + 1 E1T E1 ,
2 = RA + AT X + C T Z T + M T + S 2 + 1 E1T E1 ,
3 = XA + AT X + ZC + C T Z T + S 2 + 1 E1T E1 ,
4 = S1 + AQT V + VAQ , 5 = XBd + ZDd ,
6 = XB f + ZD f , 7 = C T DFT + N T .
Furthermore, the parameter matrices of RFDF are given by
(13)
AF = ( R X ) 1 M , BF = ( R X ) 1 Z , CF = N
Proof. Suppose that the augmented system (4) is
asymptotically stable and satisfies (6), using Lemma 1, then
there exist symmetric positive definite matrices
P R (2 n + q )(2 n + q ) , S R (2 n + q )(2 n + q ) such that (14) holds
AT P + PA + S

PB
I
*
*

CT
DT
I
*

PAd

0
<0
0

where A, B , C and D are defined as (5).

Denote A = A0 + A, Ad = Ad 0 + Ad , B = B0 + B
where
A
0
0
Ad 0 0

Ad 0 = 0 0 0 , A0 = BF C AF 0 ,
0
0 0 0
0 AQ

(14)

matrices R , X , V , T , S1 , S2 , S3 , matrices M , N , Z , DF and

scalars 1 > 0, 2 > 0, 3 > 0 such that
RAd
XAd
0
0
0
0
0
` S 2 + 2 E2T E2
*
*
*
*
*

0
0
0
0
0
0
0
0
S3
*

0
0
0
0
0
0
0
0
0
S1

*
*
*

*
*
*

RH
XH
0
0
0
0
0
0
0
0
1I
*
*

RH
XH
0
0
0
0
0
0
0
0
0
2 I
*

RH
XH
0

0
0

0
0 <0

0
0

0
0

3 I

B
Bd
A 0 0

A = 0 0 0 , B0 = 0 B F Dd
0
0 0 0
0

B 0 0
B = 0 0 0 .
0 0 0

Bf
BF D f
BQ

(11)

According to Lemma 2, yields:

AT P + P A 11 PHH T P + 1 E1T E1 ,
P B 31 PHH T P
0
0
,
T

0
0
3 E3T E3
B P
0

0
0
T
Ad P
where

0
0
0
0

0 P Ad 21 PHH T P

0
0
0

0
0
0

0
0
0

0
0
0
0

(15)

0
0

0
0
0
0

0 2 E2T E2

H = H T 0 0 , E1 = [ E1 0 0] , E2 = [ E2 0 0] .
Substituting (15) into (14) and using the Schur complement,
then (16) is equivalent to (14):
Denote
Bd
Bf
0
B
A
, B0 =
A0 =
,

BF C AF
0 BF Dd BF D f
BQ = 0 0 BQ , C0 = [ DF C CF ] .

1112

Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005

A0T P + PA0 + S + 1E1T E1T

PB0
CT
PAd
PH PH PH

T
T
*
0
0
0
0
I + 3 E3 E3 D

*
*
0
0
0
0
I

*
*
* S + 2 E2T E2 0
0
0 <0

*
*
*
*
0
1I 0

*
*
*
*
* 2 I 0

*
*
*
*
*
* 3 I

A0 0
B0
then A0 =
(17)
, B0 = , C = C0 C Q .

0 AQ
BQ
Without loss of generality, matrices P, S are selected as:

where

S
U 0
P=
, S=

0 V
0
T

S1

2 n 2 n

(18)
q q

0 <U =U R
, 0 <V =V R ,
T
2 n 2 n
0< S = S R
, 0 < S1 = S1T R q q .

Writing U and U 1 as the following matrices:

U12
Y12
U
Y
U = 11T
, Y = U 1 = 11T

U12 U 22
Y12 Y22
where U11 R nn , Y11 R nn .
I
S2 0
Y
I U11
denote J Y = 11T
JU = 0 U T S = 0 S
Y
0
12
3
12

T
n n
T
n n
where 0 < S 2 = S 2 R , 0 < S3 = S3 R .
Substituting (17) and (18) into (16), the new inequality is
given. Performing the congruence transformation to the
1 2
*
3

*
*

*
*
*
*

*
*
*
*

*
*

*
*

*
*

*
*

where

obtained inequality by diag{J Y , I , I , I , I } and introducing a

set of variables (19), (11) is given.
R = Y111 , Z = U12 BF , T = Y11T Y12 S3Y 12T Y111 , X = U11 ,
(19)
M = U12 AF S12T S111 , N = CF S12T S111.
U12 and Y12T are reversible because UY = I . Therefore
AF = U121 MY11 (Y12T ) 1 , BF = U121 Z , CF = NY11 (Y12T ) 1 .
Substituting AF , BF , CF and DF into the transfer function
of the fault detection filter (2) and performing some
standard matrix manipulations, we can obtain (13).
On the other hand, the positive definiteness of U and
Schur complement give (12).
The proof is completed.
The solution of RFI problem will be given in the
following Theorem.
Theorem 2. Given scalar >0, the RFI problem is
solvable if there exist symmetric positive definite matrices
R , X , V , T , S1 , S 2 , matrices M , N , Z , DF and scalars

1 > 0, 2 > 0, 3 > 0 such that:

RB

RBd

RB f

XB

I + 3 E E3

T
3

RAd

RH

RH

XAd

XH

XH

D D

D D

T
F

CD
0
T
d
T
f

T
F
T
F

S1 + 2 E E2

S2

1 I

2 I

X R >0

16

T
2

(21)

1 = RA + AT R + T + S1 + 1 E1T E1 ,

1113

RH
XH
0

0
0

0 <0
0

0
0

3 I

2 = RA + AT X + C T Z T + M T + S1 + 1 E1T E1 ,
3 = XA + AT X + ZC + C T Z T + S1 + 1 E1T E1 ,
4 = XBd + ZDd , 5 = XB f + ZD f ,

(20)

Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005

input u (t ) is the unit step function.

6 = C T DFT + N T .

Moreover, the parameter matrices of RFI are given: by

(22)
AF = ( R X ) 1 M , BF = ( R X ) 1 Z , CF = N .
The proof of Theorem 2 can be carried out along the
same line as those in Theorem 1.
Remark 3. Theorem 1 reduces the existence condition
of RFDF for uncertain system with time-delay to the
feasibility of a set of linear matrix inequalities. (11) and (12)
are LMIs not only over the matrix variables, the
scalars 1 , 2 , 3 , but also over the scalar . This implies
that the scalar can be included as one of the
optimization variables to obtain the minimum
noise-attenuation level bound. Then the RFDF with
minimum guaranteed cost can be readily found by solving
the following convex problem:
Problem 1. Minimize over R, X , V , T , S1 , S 2 , S3 , M ,
N , DF , 1 , 2 , 3 , subject to (11), (12). The minimum
guaranteed cost is given by * , where * is the optimal
value of .
Remark 4. Similar to RFDF problem, Theorem 2
formulates the RFI problem as the feasibility of the linear
matrix inequalities (20) and (21), which are not only over
the matrix variables, the scalars 1 , 2 , 3 , but also over the
scalar .Therefore we can include the scalar as the
optimization variables to obtain the minimum noise
attenuation level bound. Then the RFI with minimum
guaranteed cost can be easily found by solving the
following convex problem:
Problem 2. Minimize over R, X , V , T , S1 , S 2 , M , N ,
DF , 1 , 2 , 3 , subject to (20), (21). The minimum
guaranteed cost is given by * , where * is the optimal
value of .
4.

1 5 t 15
The fault to be detected f (t ) =
0 otherwise
By Theorem 1, the following results are obtained :
9.6093 1.8493
0.9511
, BF =
AF =
,

1.0295
1.0876 11.0486

CF = [ 0.4828 0.5221] , DF = 0.5003 ,

= 0.7212 , 1 = 1.0655 , 2 = 1.1080 , 3 = 1.2776 ,

Under the condition of the initial evaluation time t0 = 0 ,
we calculate the threshold J th =

sup
d L2 , uL2, f = 0

2,30

in the period of T = 30 . The simulation results indicate that

the evaluation function J (r ) = 0.6230 > J th when T = 6 . So
the appeared fault can be detected one second after its
occurrence.
The evolution of the residual evaluation function is
shown in Fig. 1, in which the dashed line is fault-free case,
the solid line is the case with fault.
Fig. 2 demonstrates the robustness of the residual to the
unknown input, the control input and model uncertainties
and sensitivity to the fault signal.

Numerical example

Figure. 1 Evolution of residual evaluation function

Consider the following system governed by (1) with

the parameters:
8 1
1 0
0.1
1
1
, Ad =
, Bd =
, B = , Bf = ,
A=

0 10
0.8 1
0.1
1
1

C = [1 1] , Dd = 0.1, D f = 1, H = [ 0.1 0.1] , E1 = [ 0.1 0.1] ,

T

E2 = [ 0.1 0.1] , E3 = 0.1, F (t ) = 0.5 .

The weighted function is supposed to be Q( s ) =

= 0.4909

5
,
5+ s

then AQ = 5, BQ = 5, CQ = 1, DQ = 0
Suppose that the unknown input d (t ) is random
noise whose amplitude is no more than 0.5 and the control

1114

Figure. 2 Residual signal

Proceedings of the Fourth International Conference on Machine Learning and Cybernetics, Guangzhou, 18-21 August 2005
5.

[3] Zhong M Y, Ding S X et al. An LMI approach to design

Conclusions

In this paper, the solution to the problem of robust

fault detection for a class of uncertain systems with
time-delay and unknown inputs is presented. We have
reduced it to H filtering problem by using fault detection
filter as the residual generator. The above filter design
approach has been investigated in terms of linear matrix
inequality. The fault detection filter has been designed by
means of the proposed approach. The simulation result has
shown the effectiveness and applicability of the obtained
results.
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