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Published in IET Control Theory and Applications

Received on 11th November 2008
Revised on 17th February 2009
doi: 10.1049/iet-cta.2008.0517

ISSN 1751-8644

Robust fault detection for continuous-time

switched delay systems: an linear matrix
inequality approach
D. Wang1 P. Shi2,* W. Wang1
1
Research Center of Information and Control, Dalian University of Technology, Dalian 116023, People’s Republic of China
2
Department of Computing and Mathematical Sceinces, University of Glamorgan, Pontypridd CF37 1DL, UK
*School of Engineering and Science, Victoria University, Melbourne, Vic 8001, Australia
E-mail: wangdongandy@gmail.com

Abstract: This study addresses the robust fault detection problem for continuous-time switched systems with
state delays. The fault detection filter is used as the residual generator depending on the system mode.
Attention is focused on designing the filter such that, for the modelling errors, the unknown inputs and the
control one, the error between the residuals and the faults is minimised. The addressed fault detection filter
design is converted into an auxiliary H 1 filtering problem. By using the Lyapunov – Krasovskii functional
method and average dwell time approach, a sufficient condition for the solvability of this problem is
established in terms of linear matrix inequalities (LMIs). Two examples are provided to demonstrate the
effectiveness of the proposed method.

1 Introduction been presented to solve the robust FDI problem for

Fault detection and isolation (FDI) in dynamic systems has
been an active field of research during the past decades
because of an increasing demand for higher safety and
reliability standards [1 – 6]. The basic idea of the model-
based FDI is to use state observers or filters to generate a
residual signal and, based on this, to determine the residual
evaluation function compared with a predefined threshold.
When the residual evaluation function has a value larger
than the threshold, an alarm is generated. However, it is
ubiquitous that the unknown inputs and the faults to be
detected are coupled and the modelling errors are
unavoidable in many industrial systems, which is a source
of false alarms and can corrupt the performance of the FDI
system. This means that FDI systems have to be sensitive
to faults and simultaneously robust to the unknown inputs
and the modelling errors. Therefore it is of great
significance to design a robust FDI system that provides
both sensitivity to faults and robustness to the unknown
input and the modelling errors, that is, the robust FDI
issues, see for example, [1 – 3] and references therein.
Recently, an H1-filtering formulation of FDI problem has
Markovian jump linear system [7], linear time-invariant
systems [8] and networked control systems [9, 10].
On another research front line, there has been increasing
interest in the control problems of switched systems
because of their significance both in theory and applications
(see, for instance, [11 –18] and references therein). A
switched system is a hybrid dynamical system that consists
of a family of continuous-time or discrete-time subsystems
and a rule that orchestrates the switching between them.
Many methods have been developed in the study of
switched systems such as multiple Lyapunov functions
approach [15], average dwell time technique [16], switched
Lyapunov functional approach [18] and so on. Often, the
average dwell time technique has been recognised to be
more flexible and efficient in stability analysis of switched
systems [14, 16, 19– 21]. On the other hand, time delays
are the inherent features of many physical engineering
systems such as communication, electronics, hydraulic and
chemical systems. Their existence may induce instability,
oscillation and poor performance of systems. Therefore it is
of great significance to study switched systems with time

100 IET Control Theory Appl., 2010, Vol. 4, Iss. 1, pp. 100– 108
& The Institution of Engineering and Technology 2010 doi: 10.1049/iet-cta.2008.0517

delay. Meanwhile, it is also very difficult because of the
simultaneous existence of the switching property and time
delay. Very recently, a few results have been reported in the
literature (see e.g. [22 – 26] and references therein). Delay-
independent conditions for the existence of a robust fault
detection filter (RFDF) for discrete-time switched delay
systems under arbitrary switching signals are obtained by
using switched Lyapunov functional approach [22].
However, to the best of the authors’ knowledge, the
problem of FDI for continuous-time switched linear
systems with state delays has not been investigated yet.
This motivates us to study this interesting and challenging
problem, which has great potential in practical applications.
This paper deals with the problem of RFDF design by using
the Lyapunov – Krasovskii functional method and average
dwell time approach for continuous-time switched linear
systems with state delays. Firstly, the residual generator is
constructed based on the filter and the design of RFDF is
formulated as H1 filtering problem. The objective is to
make the difference between the faults and the residuals as
small as possible, and increase robustness of the residuals to
the unknown input and the modelling errors. Secondly, by
using the Lyapunov – Krasovskii functional method and
average dwell time approach, a sufficient condition on the
existence of such filters is established in terms of linear
matrix inequalities (LMIs). The parameterised matrices of
this filter are constructed by solving the corresponding
LMIs. Finally, a simulation example is presented to
demonstrate the effectiveness of the proposed method.
The rest of this paper is organised as follows. In Section 2,
system descriptions and definitions are presented. A
sufficient condition on the existence of a RFDF for
continuous-time switched systems with state delays is
derived in terms of LMIs, and the parameters of the
desired filter are constructed by solving the corresponding
LMIs in Section 3. To demonstrate the validity of the
proposed approach, an example is given in Section 4 which
is followed by a conclusion in Section 5.
Notation: The notation used in this paper is fairly standard.
The superscript ‘T’ stands for matrix transposition, Rn
denotes the n-dimensional Euclidean space. In addition, 
denotes the symmetric terms in symmetric block matrices and
diag{    } stands for a block-diagonal matrix. Matrices, if
their dimensions are not explicitly stated, are assumed to be
compatible for algebraic operations. P , 0 represents a
negative definite matrix P. I and 0 denote, respectively,
identity matrix and zero matrix.
2 Problem formulation
Consider a class of uncertain switched linear systems with
state delay
x_ (t) ¼ As x(t) þ Ad s x(t  d (t)) þ Es u(t) þ Bs w(t) þ Gs f (t)
IET Control Theory Appl., 2010, Vol. 4, Iss. 1, pp. 100 – 108
doi: 10.1049/iet-cta.2008.0517
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y(t) ¼ Cs x(t) þ Cd s x(t  d (t)) þ Fs u(t) þ Ds w(t) þ Js f (t)
x(u) ¼ f(u), u [ [  h2 , 0] (1)
where x(t) [ Rn is the state, y(t) [ Rr is the measured
output, u(t) [ Rp , w(t) [ Rq , f (t) [ Rs are, respectively,
the control input, the disturbance input and the fault
input which are assumed to belong to l2 [0, 1). The
piecewise constant function s denoting s(t) for simplicity :
[0, 1) ! P ¼ {1, . . . , p} is a switching signal to specify, at
each time instant t, the index s [ P of the active
subsystem, that is, s ¼ i means that the ith subsystem
is activated. p . 1 is the number of subsystems. The
ith subsystem is denoted by Ai , Adi , Ei , Bi , Gi , Ci , Cdi ,
Fi , Di , Ji , where Ai ¼ A i þ DAi (t), Adi ¼ A di þ DAdi (t),
Ei ¼ E i þ DEi (t). A i , A di , E i are known real constant
matrices that describe the nominal system. DAi (t), DAdi (t),
DEi (t) are time-varying matrices representing norm-
bounded uncertainties with
   
DAi (t) DAdi (t) DEi (t) ¼ Hi F (t) C i1 C i2 C i3
(2)
where Hi , C i1 , C i2 , C i3 are known real constant matrices,
whereas F (t) is unknown time-varying matrices satisfying
T
F (t)F (t)  I . d (t) is assumed to be the interval time-
varying delay satisfying either of the following two cases:
(C1) h1  d (t)  h2 , d_ (t)  d:
and
(C2) h1  d (t)  h2 :
where h2 . h1  0 are scalars representing the upper and the
lower bounds of the time delay, respectively.
Remark 1: The matrices Hi , C i1 , C i2 , C i3 capture the
structure of the uncertainty whereas F (t) represents
parametric uncertainty. The former specifies how the latter
affects the nominal matrices of system (1). The disturbance
input w(t) is arbitrary energy bounded and then it is not
necessary to obtain its exact knowledge such as the
statistics. The time-varying delay d (t) is differentiable and
bounded with a constant delay-derivative bound in (C1)
whereas it is continuous and bounded in (C2). Then, in
the sense, the criteria obtained under (C1) are less
conservative than those under (C2). However, if the
information of the derivation of time delay is unknown,
only (C2) can be used to deal with the situation.
An FDI system consists of a residual generator and a
residual evaluation stage including an evaluation function
and a threshold. For the purpose of residual generation, the
following fault detection filter is constructed as a residual
101
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generator
x_^ (t) ¼ Af s x^ (t) þ Bf s y(t)
r(t) ¼ Cf s x^ (t) þ Df s y(t)
where x^ (t) [ Rn and r(t) [ Rs are the state and the residual,
respectively. Afi , Bfi , Cfi , Dfi , 8i [ P are the parameterised
filter matrices to be determined.
Remark 2: The parameters of filter (3) depend on the
system modes, that is the residual generator is a switched
system as well. Filter (3) is switched synchronously by the
switching signal in system (1). This means that the
switched signal in filter (3) is the same as that in system (1).
For the purpose of fault detection, it is not necessary to
estimate the fault f (t). Sometimes one is more interested in
the fault signal of a certain frequency interval, which can be
formulated as the weighted fault f^ (s) ¼ Qf (s)f (s) with
Qf (s) being a given stable weighting matrix. A minimal
realisation of f^ (s) ¼ Qf (s)f (s) is supposed to be
x_ (t) ¼ AQ x (t) þ BQ f (t)
f^ (t) ¼ CQ x (t) þ DQ f (t)
where x (t) [ Rn is the state of the weighted fault, f (t) [ Rq
is the original fault and f^ (t) [ Rq is the weighted fault.
AQ , BQ , CQ and DQ are assumed to be known real constant
matrices with the appropriate dimensions.
Remark 3: Similar to [7, 10], the introduction of a stable
weighting matrix Qf (s) could limit the frequency ranges of
interest, but the system performance can be improved and
the frequency characteristics required to reflect the
emphases of different frequency ranges can be captured.
Denoting e(t) ¼ r(t)  f^ (t) and augmenting the model of
system (1) to include the states of (3), we can obtain the
augmented system as follows
x_~ (t) ¼ A~ s x~ (t) þ A~ d s K x~ (t  d (t)) þ B~ s w(t)
e(t) ¼ C~ s x~ (t) þ C~ d s K x~ (t  d (t)) þ D
~ s w(t)
~ (5)
where
2 3 2 3
x(t) u(t)
6 7 6 7
x~ (t) ¼ 4 x^ (t) 5, w(t)
~ ¼ 4 w(t) 5,
x (t) f (t)
2 3 2 3
Ai 0 0 Adi
6 7 6 7
A~ i ¼ 4 Bfi Ci Afi 0 5, A~ di ¼ 4 Bfi Cdi 5
0 0 AQ
102
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2 3
Ei Bi Gi
6 7
B~ i ¼ 4 Bfi Fi Bfi Di Bfi Ji 5,
0 0 BQ
(3)    
K ¼ I 0 0 , C~ i ¼ Dfi Ci Cfi CQ ,
 
C~ di ¼ Dfi Cdi , D
~ i ¼ Dfi Fi Dfi Di Dfi Ji  DQ
Now, the RFDF design problem to be addressed in this
paper can be transformed into an auxiliary H1 filtering
problem. What we need to do here is to develop the fault
detection filter (3) for switched delay system (1) such that
the resulting augmented system (5) is exponentially stable
under the switching signals with average dwell time and
the infimum of g is made small in the feasibility of
ke(t)k2
sup ,g (6)
kwk ~
~ 2 =0 w(t)k
k 2
for all non-zero w(t)
~ [ l2 [0, 1) and a given positive scalar g.
Remark 4: It is noted from (5) and (6) that the residual r(t)
(4) generated by filter (3) provides an estimate of the weighted
fault f^ (t). The stable weighting matrix Qf (s) is given. Thus,
detection and isolation of the fault f (t) can be achieved by
examining the values of the residual r(t). That is, the designed
filter not only detects the fault, but also can isolate it. This
method to detect the fault has been developed in [7, 8, 10],
but it is not extended to uncertain switched delay systems.
After designing the residual generator, the remaining
important task is to evaluate the generated residual. One of
the widely adopted approaches is to select a threshold and a
residual evaluation function. In this paper, the residual
evaluation function is chosen as
ð L 1=2
Jr (L) ¼ kr(t)k2,L ¼ r T (t)r(t) dt (7)
0
~ where L is the evaluation time window.
Once the evaluation function has been selected, we are able
to determine the threshold. It is reasonable to choose the
threshold as
Jth ¼ sup Jr (T ) (8)
w[l2 , u[l2 , f ¼0
where T is the maximum time window of the evaluation
function. It is clear that the computation of Jth involves the
determination of the unknown inputs w(t) and the control
0 inputs u(t) on the residuals r(t).
IET Control Theory Appl., 2010, Vol. 4, Iss. 1, pp. 100– 108
doi: 10.1049/iet-cta.2008.0517
 www.ietdl.org

Based on this, the faults can be detected by using the 8i [ P such that the following inequalities hold
following logical relationship
Pi  m Pj , Qik  mQjk , Zil  mZjl , 8i, j [ P (10)
Jr (L) . Jth ) Faults ) Alarm  
Jr (L)  Jth ) No Fault Vi Ri
,0 (11)
 Wi
Remark 5: In fact, L and T are limit not infinite since it is
desired that the faults will be detected as early as possible, and average dwell time satisfies
while an evaluation of the residual signals over the whole
time range is not practical. This is pointed out in [2, 3, 7, 8]. ln m
ta . ta ¼ (12)
a
Definition 1 [16]: For given scalars t . 0 and N0  0,
where
we have
2 3
tt wi11 wi12 wi13
Ns (t0 , t)  N0 þ  0 (9) 6
t Vi ¼ 4  wi22 wi23 7
5
2
  g I
where Ns (t0 , t) denotes the switching number of s during
(t0 , t). Then, t and N0 are called average dwell time and
(see equation at the bottom of the page)
the chattering bound, respectively. N0 should be at least
two in the case of ADT switching [11], however, we could 
Wi ¼ diag eah1 Qi1 eah2 Qi2
assume it to be zero for the simplicity of mathematic 1 1 1

manipulation. Ui I H20 Zi1 H21 Zi3 H21 Zi2
eah2  eah1 eah2  1
Remark 6: Switching signals with average dwell time means H21 ¼ , H20 ¼ , h21 ¼ h2  h1
a a
that the time interval of switching signals between
Ui ¼ h2 Z i1 þ h21 Z i2 , Z i3 ¼ Z i1 þ Z i2
consecutive switching is at least t on the average. This is a
kind of slowly switching signals, which is less conservative X
3
T
than arbitrary switching signals. wi11 ¼ Pi A~ i þ A~ i Pi þ K T Qil K þ K T Yi1 K
l ¼1

3 RFDF design þ K T Yi1T K þ aPi

In this section, sufficient conditions on the existence of wi12 ¼ Pi A~ di  K T Yi1 þ K T Yi2T þ K T Ti1  K T Li1
RFDFs can be given. Lemmas 1 – 3 are stated, which are
necessary to show the main result of this paper. wi22 ¼ (d  1)eah1 Qi3  Yi2  Yi2T þ Ti2 þ Ti2T  Li2  LTi2
wi13 ¼ Pi B~ i þ K T Yi3T , wi23 ¼ Ti3T  Yi3T  LTi3 ,
Lemma 1 [27]: Given symmetric matrix Y and matrices H,  
 then
C, B^ i ¼ Ei Bi Gi
T T
Y þ H T F (t)C þ C F (t)H , 0 Lemma 3 [21]: Given a . 0, g . 0, h2 . h1  0, and
m  1, system (5) with (C2) under switching signals with
T
for all F (t) satisfying F (t)F (t)  I , if and only if there exists average dwell time is exponentially stable and satisfies (6), if
a scalar 1 . 0 such that there exist symmetric and positive definite matrices
Pi , Zil , Qil and matrices Yik , Tik , Lik , k ¼ 1, 2, 3, l ¼ 1, 2,
T 8i [ P such that average dwell time ta satisfying (12) and
Y þ 11 H T H þ 1C C , 0:
the following inequalities hold
Lemma 2 [21]: Given a . 0, g . 0, h2 . h1  0, d and
m  1, system (5) with (C1) under switching signals with Pi  m Pj , Qil  mQjl , Zil  mZjl , 8i, j [ P (13)
average dwell time ta is exponentially stable and satisfies  

V Ri
(6), if there exist symmetric and positive definite matrices i ,0 (14)
Pi , Zil , Qik and matrices Yik , Tik , Lik , k ¼ 1, 2, 3, l ¼ 1, 2,  Wi

2 T
3
K T Li1 K T Ti1 K T AiT Ui C~ i K T Yi1 K T Ti1 K T Li1
6 7
Ri ¼ 6
4 Li2 Ti2 AdiT Ui
T
C~ di Yi2 Ti2 Li2 7
5
Li3 Ti3 B^ iT Ui ~ Ti
D Yi3 Ti3 Li3

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T
where w~ i12 ¼ CiT Ni2T  Ni1  A i Pi2  aPi2
2 3 w~ i22 ¼ Ni1 þ Ni1T þ aPi2
w i11 wi12 wi13
 6 7
Vi ¼ 4  w i22 wi23 5 w~ i33 ¼ Pi3 AQ þ AQT Pi3 þ aPi3
  g 2 I
w~ i14 ¼ Pi1 A di  Ni2 Cdi  Yi1 þ Yi2T þ Ti1  Li1
T X
2
w i11 ¼ Pi A~ i þ A~ i Pi þ K T Qil K þ K T Yi1 K w~ i24 ¼ Ni2 Cdi  Pi2 A di , w~ i15 ¼ Pi1 E i  Ni2 Fi þ Yi31
T

l ¼1
T T
T w~ i25 ¼ Ni2 Fi  Pi2 E i , w~ i45 ¼ Ti31  Yi31  LTi31
þK Yi1T K þ aPi
T
w~ i16 ¼ Pi1 Bi  Ni2 Di þ Yi32 , w~ i26 ¼ Ni2 Di  Pi2 Bi
w i22 ¼ Yi2  Yi2T þ Ti2 þ Ti2T  Li2  LTi2
T T
w~ i46 ¼ Ti32  Yi32  LTi32 , w~ i17 ¼ Pi1 Gi  Ni2 Ji þ Yi33
T

and Ri , Wi , wi12 , wi13 and wi23 are defined in Lemma 2. T T

w~ i27 ¼ Ni2 Ji  Pi2 Gi , w~ i47 ¼ Ti33  Yi33  LTi33
 
Based on Lemmas 2 and 3, we will present our main w~ Ti110 ¼ Ui A i 0 0 , w~ Ti210 ¼ Ui A di
results in this paper as follows.  T   T 
Yi3T ¼ Yi31 T
Yi32 T
Yi33 , Ti3T ¼ Ti31 T
Ti32 T
Ti33
   
Theorem 1: For system (1) with (C1) and given LTi3 ¼ LTi31 LTi32 LTi33 , C^ i ¼ Ni4 Ci Ni3 CQ
a . 0, g . 0, h2 . h1  0, d and m  1, the RFDF  
problem is solvable, if there exist positive definite and D^ i ¼ Ni4 Fi Ni4 Di Ni4 Ji  DQ
symmetric matrices Pik , Zil , Qik and matrices Yil , Til , Lil , 2 T T T
3
Yi3k , Ti3k , Li3k , Ni1 , Ni2 , Ni3 , Ni4 , k ¼ 1, 2, 3, l ¼ 1, 2, C~ i1 C~ i1 C~ i1 C i2 C~ i1 C~ i3
6 7
8i [ P such that (12) and the following inequalities hold Fi1 ¼ 6 4  C i2 C i2 C i2 C~ i3 7
T T
5,
T
  C~ i3 C~ i3
Pi1  Pi2 . 0, Pj1  Pj2 . 0 (15)
   
C~ i1 ¼ C i1 0 0 , C~ i3 ¼ C i3 0 0
Pi2  mPj2 , Pi1  Pi2  m(Pj1  Pj2 ), Pi3  mPj3 ,
 
FTi2 ¼ HiT Pi1 HiT Pi2 0 0 0 0 0 ,
Qik  mQjk , Zil  mZjl (16)
2 3  
~ þ 1f FTi3 ¼ 0 0 HiT Ui 0 0 0 0
V i i1 R~ i Fi2
6 7
4  Wi Fi3 5 , 0 (17) and Ui , Wi , wi22 are defined in Lemma 2. Moreover, if (15) –
  1I (17) have a feasible solution, the RFDF parameter matrices
can be constructed by
where
Afi ¼ Pi21 Ni1 , Bfi ¼ Pi21 Ni2 , Cfi ¼ Ni3 , Dfi ¼ Ni4
2 3
w~ i11 w~ i12 0 w~ i14 w~ i15 w~ i16 w~ i17 (18)
6  w~ i22 0 w~ i24 w~ i25 w~ i26 w~ i27 7
6 7
6 7 and average dwell time is given (12).
6   w~ i33 0 0 0 Pi3 BQ 7
6 7
~ 6 7
Vi ¼ 6    wi22 w~ i45 w~ i46 w~ i47 7 Proof: By Lemma 2, system (5) under switching signals with
6 7
6     g 2 I 0 0 7 average dwell time ta is exponentially stable and satisfies (6),
6 7
6 7 if (10) – (12) hold.
4      g 2 I 0 5
      g 2 I
We partition Pi , 8i [ P as
(see equation at the bottom of the page) 2 3
Pi1 Pi2 0
X
3
T
w~ i11 ¼ Pi1 A i þ A i Pi1  Ni2 Ci  CiT Ni2T þ Qil þ Yi1 Pi ¼ 4  Pi2 0 5 (19)
l¼1   Pi3

þ Yi1T þ aPi1 Since Pi . 0, we have Pi1 . 0, Pi2 . 0, Pi3 . 0 and (15).

2 3
K T Li1 K T Ti1 w~ i110 C^ iT K T Yi1 K T Ti1 K T Li1
6 7
R~ i ¼ 4 Li2 Ti2 w~ i210 CdiT Ni4T Yi2 Ti2 Li2 5
Li3 Ti3 B^ iT Ui D ^ iT Yi3 Ti3 Li3

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Note that from (10), by Schur complement, we can that (12), (15) and the following inequalities hold
obtain (16).
Pi2  mPj2 , Pi1  Pi2  m(Pj1  Pj2 ), Pi3  mPj3 ,
Defining
Qil  mQjl , Zil  mZjl (23)
Ni1 ¼ Pi2 Afi , Ni2 ¼ Pi2 Bfi , Ni3 ¼ Cfi , Ni4 ¼ Dfi 2 3
^ þF
V R~ i Fi2
i i1
(20) 4  Wi Fi3 5 , 0 (24)
  1I
Noticing the uncertainties satisfying (2) and substituting (20)
into (11), we have where
  2 3
~
V R~ i þ J
~ T F (t)J
~ þJ~ T F T (t)J
~ ,0 w^ i11 w~ i12 0 w~ i14 w~ i15 w~ i16 w~ i17
i
8 9 9 8 (21)
 Wi 6  w~ i22 0 w~ i24 w~ i25 w~ i26 w~ i27 7
6 7
6   w~ i33 0 0 0 Pi3 BQ 7
~ ¼  FT FT  and J ~ ¼ C~ C C~  0 0 0 ^
6 7
where J 8 i2 i3 9 i1 i2 i3 Vi ¼ 6
6    w i22 w~ i45 w~ i46 w~ i47 7
7
0 0 0 0. It follows from Lemma 1 that 6     g 2 I 0 0 7
6 7
  4      g 2 I 0 5
~
V R~ i þ 1J
~ TJ
~ 1 ~ T ~       g2 I
8 9 þ 1 J8 J9 , 0 (22)
i
 Wi
T X
2

Furthermore, by Schur complement, one can obtain (17).

Thus, if a solution to LMIs (15) – (17) exists, the
parameters of a admissible RFDF are given by (18). The
proof is completed. A
Remark 7: We can see from (11) that it is difficult to deal
with the problem of RFDFD because of the existence of Pi ,
which leads to some product terms between Pi and Afi , Bfi .
Therefore (11) is not of strict LMIs. To overcome the
difficulties, (19) is exploited such that these product terms
are decoupled and then sufficient conditions for the
solvability of such problems are derived and expressed in
terms of strict LMIs. The introduction of a block-diagonal
matrix Pi makes it tractable to cope with the problem of
RFDFD.
Remark 8: If m ¼ 1, which leads to Pil ; Pl , Zil ; Zl ,
Qik ; Qk , k ¼ 1, 2, 3, l ¼ 1, 2, 8i [ P by (10) and t ¼ 0
by (12), then the augmented system (5) possesses a
common Lyapunov functional and the switching signals
can be arbitrary. This implies that the problem of RFDFD
can be solvable under the arbitrary switching signals.
Remark 9: In the above criteria, the derivative of the
interval time-varying delay is known, that is (C1).
Unfortunately, in many engineering applications, it is
difficult to obtain the information, that is (C2). For (C2),
Theorem 1 is still applicable provided that the terms
containing Qi3 in Theorem 1 are removed. Owe to the
limitation of the length of this paper, we only extend
Theorem 1 to the case (C2) as follows.
Corollary 1: For system (1) with (C2) and given
a . 0, g . 0, h2 . h1  0 and m  1, the RFDF problem
is solvable, if there exist positive definite and symmetric
matrices Pik , Zil , Qil and matrices Yil , Til , Lil , Yi3k , Ti3k ,
Li3k , Ni1 , Ni2 , Ni3 , Ni4 , k ¼ 1, 2, 3, l ¼ 1, 2, 8i [ P such
w^ i11 ¼ Pi1 A i þ A i Pi1  Ni2 Ci  CiT Ni2T þ Qil þ Yi1
l¼1
þ Yi1T þ aPi1
and R~ i , Fi1 , Fi2 , Fi3 are defined in Theorem 1. Moreover, if
(15), (23) and (24) have a feasible solution, the RFDF
parameter matrices can be constructed by (18).
Proof: By using Lemma 3 and the approach of Theorem 1,
the proof can be easily obtained and thus omitted. A
Remark 10: There are two methods to obtain m: one is that
we first select a scalar as m, then solve some LMIs. If these
LMIs have no solution, a larger m will be selected to yield
a solution. On the contrary, a smaller m will be chosen. So,
a proper m could be obtained. The other is that we first
solve some LMIs, then find m according to the obtained
solution. This method may not lead to a suitable m.
Therefore, we utilise the former to obtain m in this paper.
Remark 11: Adaptive threshold can be designed as follows:
since (3) is selected as the residual evaluation function, we
obtain
kr(t)k2,T ¼ kru (t) þ rw (t) þ rf (t)k2,T (25)
where ru (t) ¼ r(t)jw¼0, f ¼0 , rw (t) ¼ r(t)ju¼0, f ¼0 , rf (t) ¼
r(t)ju¼0,w¼0 .
For the fault-free case, we can select the threshold as
Jth ¼ Jth,u þ Jth,w ¼ sup kru (t)k2,T
u[l2 [0,1)
þ sup krw (t)k2,T  kru (t) þ rw (t)k2,T (26)
w[l2 [0,1)
where Jth,w is constant and can be evaluated off-line, while

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doi: 10.1049/iet-cta.2008.0517 & The Institution of Engineering and Technology 2010
www.ietdl.org

suppose u is known on-line and Jth,u can be evaluated 2 3

" # 7:0836 1:1351 4:1463
real time by Jth,u ¼ gkru (t)k2,T , where g ¼ supu[l2 [0,1) kru A2f B2f 6 2:6643 15:2569
¼6 6:7083 7
7
(t)k2,T =ku(t)k2,T and can be determined by using Theorem C2f D2f 4 5
1. This implies that the threshold can be changing by 0:3462 0:0092 0:3433
calculated the control input u(t) on-line. In this sense, the
threshold is adaptive.
and the minimal average dwell time ta ¼ 0:3646 is given by
(12). This means that a desired filter under the switching
signals with average dwell time is developed by the
4 Illustrative examples proposed method. The switching signal is generated by
In this section, two examples are presented to check the choosing average dwell time ta ¼ 0:5. The generated
validates of the proposed algorithms. residual r(t) is shown in Fig. 1. The threshold can be
determined as Jth ¼ 2:5942 for T ¼ 20 s. Fig. 2 shows the
evolution of residual evaluation function Jr (t), in which the
Example 1: Consider system (1) consisting of two dashed line is fault-free case, the solid line is the case with
subsystems with parameters: h2 ¼ 0:6, h1 ¼ 0:2, d ¼ 1:4 the fault f (t). The simulation results show that
Jr (t) ¼ 2:6238 . 2:5942 when t ¼ 12 s, which means that
    the fault f (t) can be detected 6 s after its occurrence.
3 2 1 0
A 1 ¼ , A d 1 ¼
,
1 6 1 1
   
0 0:3 Example 2: As for (C2), consider system (1) with the
E1 ¼ , B1 ¼
1 0:5 parameters which are the same as those in Example 1. By
 T   Corollary 1, we can obtain the parameters of the RFDF as
G1 ¼ 0:9 0:7 , C1 ¼ 1 0 ,
   T
Cd1 ¼ 0 0 , H1 ¼ 0:1 0:01
   
C 11 ¼ 0:01 0:1 , C 12 ¼ 0:01 0:01 ,
J1 ¼ 0:6, Q1 ¼ 0:8, D1 ¼ 0:9, C 13 ¼ 0:1
     
2 1 1 0 1
A 2 ¼ , A d 2 ¼ , E2 ¼ ,
3 9 1 1 0
 
0  T  
B2 ¼ G2 ¼ 1 0 , C 2 ¼ 1 0 ,
0:1
   T
Cd2 ¼ 0 0 , H2 ¼ 0:1 0:1
   
C 21 ¼ 0:1 0:01 , C 22 ¼ 0:01 0:01 ,
D2 ¼ 0:9, J2 ¼ 0:4, Q2 ¼ 0:9, C 23 ¼ 0:1
Figure 1 Residual signals for (C1)
The weighted matrix of the fault is supposed to be Qf (s) ¼
5=(s þ 5) with the minimal realisation: AQ ¼ 5, BQ ¼ 5,
CQ ¼ 1:0, and DQ ¼ 0. To demonstrate the effectiveness
of the design, an unknown input d (t) is assumed to
d (t) ¼ 0:1 exp (  0:04t) cos (0:3pt). The control input
u(t) is the unit step function. The fault signal f (t) is
simulated as a square wave of unit amplitude occurred from
6 to 8(s). Hence, given a ¼ 0:5, m ¼ 1:2 and g ¼ 1:1, by
utilising the LMI Toolbox, it follows from Theorem 1 that
we can have a feasible solution. Furthermore, by (18), the
desired filter can be obtained with the parameterised
matrices as follows

2 3
" # 7:1413 3:2672 3:0186
A1f B1f 6 0:1400 13:2288
¼6 2:9322 7
7
C1f D1f 4 5
0:4156 0:1619 0:3638
Figure 2 Evolution of residual evaluation function for (C1)

106 IET Control Theory Appl., 2010, Vol. 4, Iss. 1, pp. 100– 108
& The Institution of Engineering and Technology 2010 doi: 10.1049/iet-cta.2008.0517
 www.ietdl.org

5 Conclusion
In this paper, we have investigated the problem of RFDF
design for continuous-time uncertain switched systems with
state delays. The filters are dependent on the original
switched systems, that is the switching signals are the same.
The suitable filters have been constructed under the
switching signals with average dwell time, which guarantee
sensitivity to the occurred fault and robustness to the
modelling errors, the control inputs and the unknown
inputs. Two examples have been provided to illustrate the
effectiveness of the proposed methods.

Figure 3 Residual signals for (C2)
6 Acknowledgments
The authors would like to thanks the reviewers for their
helpful comments and suggestions which have improved
the presentation of the paper. This work was partially
supported by the Science and Technology Project of
Liaoning Provincial Education Department and the
Engineering and Physical Sciences Research Council, UK
(EP/F029195).

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