Abstract
A new optimal fault detection and diagnosis (FDD) scheme is studied in this paper for the continuous-time stochastic dynamic systems with time delays, where the available information for the FDD is the input and the measured output probability density functions (pdf's) of the system. The square-root B-spline functional approximation technique is used to formulate the output pdf's with the dynamic weightings. As a result, the concerned FDD problem can be transformed into a robust FDD problem subjected to a continuous time uncertain nonlinear system with time delays. Feasible criteria to detect and diagnose the system fault are provided by using linear matrix inequality (LMI) techniques. In order to improve FDD performances, two optimization measures, namely guaranteed cost performance and H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">infin</sub> performance, are applied to optimize the observer design. Simulations are given to demonstrate the efficiency of the proposed approach
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