Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
This paper investigates the finite-time H∞ fault estimation problem for linear time-delay systems, where the delay appears in both state and measurement equations. Firstly, the design of finite horizon H∞ fault estimation is converted into a minimum problem of certain quadratic form. Then we introdu...
| Published in: | Abstract and Applied Analysis |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Online Access: | http://dx.doi.org/10.1155/2014/935216 |
| Summary: | This paper investigates the finite-time H∞ fault estimation problem for linear time-delay systems, where the delay appears in both state and measurement equations. Firstly, the design of finite horizon H∞ fault estimation is converted into a minimum problem of certain quadratic form. Then we introduce a stochastic system in Krein space, and a sufficient and necessary condition for the minimum is derived by applying innovation analysis approach and projection theory. Finally, a solution to the H∞ fault estimation is obtained by recursively computing a partial difference Riccati equation, which has the same dimension as the original system. Compared with the conventional augmented approach, the solving of a high dimension Riccati equation is avoided. |
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| ISSN: | 1085-3375 1687-0409 |