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...

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Main Authors: Xinmin Song, Xuehua Yan
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/935216
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author Xinmin Song
Xuehua Yan
author_facet Xinmin Song
Xuehua Yan
author_sort Xinmin Song
collection DOAJ
description 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.
format Article
id doaj-art-649d9d4bc4f74ecbb82f945088a255f4
institution OA Journals
issn 1085-3375
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language English
publishDate 2014-01-01
publisher Wiley
record_format Article
series Abstract and Applied Analysis
spelling doaj-art-649d9d4bc4f74ecbb82f945088a255f42025-08-20T02:23:51ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/935216935216Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay SystemsXinmin Song0Xuehua Yan1School of Information Science and Engineering, Shandong Normal University, Jinan, Shandong 250014, ChinaSchool of Electrical Engineering, University of Jinan, Jinan, Shandong 250022, ChinaThis 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.http://dx.doi.org/10.1155/2014/935216
spellingShingle Xinmin Song
Xuehua Yan
Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
Abstract and Applied Analysis
title Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
title_full Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
title_fullStr Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
title_full_unstemmed Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
title_short Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems
title_sort krein space based h∞ fault estimation for discrete time delay systems
url http://dx.doi.org/10.1155/2014/935216
work_keys_str_mv AT xinminsong kreinspacebasedhfaultestimationfordiscretetimedelaysystems
AT xuehuayan kreinspacebasedhfaultestimationfordiscretetimedelaysystems