Krein Space‐Based H∞ Fault Estimation for Discrete Time‐Delay Systems

Xinmin Song and Xuehua Yan

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

Abstract: 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.

Date: 2014
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https://doi.org/10.1155/2014/935216

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:935216

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