DetectionFilterBuild:
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Algorithm to compute detection filter gains.
Create a detection filter for a fully measured system.
The filter is of the form:
y[k] = c*x[k]
x[k+1] = a*x[k] + D*(y[k] - c*x[k]) + b*u[k]
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Form:
d = DetectionFilterBuild( g, lambda )
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Inputs
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g (:) State space system
lambda (1,1) Inverse time constant
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Outputs
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d (:) Detection filter
.g plant
.d gain matrix
.t transformation matrix
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References: Meserole, J. S., "Detection Filters for Fault-Tolerant Control
of Turbofan Engines." MIT 1981.
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Children:
Estimation: FDIR/TMatrix