Summary
In this paper, a robust periodically time‐varying horizon finite memory fault detection filter (PTVHFM‐FDF) is proposed to generate residual signal for the purpose of system monitoring. The major advantage of PTVHFM‐FDF is that finite historical data can be sufficiently utilized to enhance the robustness of fault detection against model uncertainty and external disturbance. The analysis, design, and application of PTVHFM‐FDF consist of several steps. Firstly, a periodic time‐varying residual error system is constructed on the basis of augmented method and time domain partition method. Secondly, in facilitating robust stability and
H∞ performance analysis, the time‐varying residual error system is further transformed into a polyhedral time‐invariant system on the basis of time lifting technique. Thirdly, less conservative PTVHFM‐FDF analysis and design conditions are then obtained on the basis of Finsler relaxation lemma and slack variable structure definition. Fourthly, choices of memory window horizon parameters are properly suggested on the basis of a compromise between FDF robustness and its structural complexity. Finally, an integrated design and application algorithm of PTVHFM‐FDF is summarized. Effectiveness of PTVHFM‐FDF is verified through three examples. Copyright © 2017 John Wiley & Sons, Ltd.