Index for Stochastic Linear Discrete-Time Systems

Yan Li, Weihai Zhang and Xikui Liu

Discrete Dynamics in Nature and Society, 2015, vol. 2015, 1-10

Abstract:

This paper discusses the index problem for stochastic linear discrete-time systems. A necessary and sufficient condition of index is given for such systems in finite horizon. It is proved that when the index is greater than a given value, the feasibility of index is equivalent to the solvability of a constrained difference equation. The above result can be applied to the fault detection observer design. Finally, some examples are presented to illustrate the proposed theoretical results.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:953831

DOI: 10.1155/2015/953831

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