Open Access
2014 Krein Space-Based H Fault Estimation for Discrete Time-Delay Systems
Xinmin Song, Xuehua Yan
Abstr. Appl. Anal. 2014(SI38): 1-7 (2014). DOI: 10.1155/2014/935216


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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Xinmin Song. Xuehua Yan. "Krein Space-Based H Fault Estimation for Discrete Time-Delay Systems." Abstr. Appl. Anal. 2014 (SI38) 1 - 7, 2014.


Published: 2014
First available in Project Euclid: 27 February 2015

MathSciNet: MR3251545
Digital Object Identifier: 10.1155/2014/935216

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI38 • 2014
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