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The work presented in this paper focuses on the design of robust Fault Detection and Isolation (FDI) filters for dynamic systems characterized by LPV (Linear Parameter Varying) polytopic models. A sufficient condition is established to guarantee sensitivity performance of the residual signal vector to faults. Robustness constraints against model perturbations and disturbances are also taken into account in the design method. A key feature of the proposed method is that the residual structuring matrices are optimized as an integral part of the design, together with the dynamic part (i.e. the filter). The design problem is formulated as a convex optimization problem and solved using LMI (Linear Matrix Inequalities) techniques. The proposed method is illustrated on the secondary circuit of a Nuclear Power Plant.