一类线性离散时变系统的H∞故障估计

The H_∞ fault estimation for linear discrete time-varying systems

讨论了一类受l2范数有界扰动影响的线性离散时变系统H∞故障估计问题.首先将H∞故障估计问题转化为二次型问题,引入相应的Krein空间系统,然后应用Krein空间白噪声估计理论,得到了问题可解的充要条件,并通过矩阵Riccati方程设计H∞故障估计器.算例验证了所提出方法的有效性.

The problem of H∞ fault estimation for a class of linear discrete time-varying systems with 12-norm-bounded disturbance was discussed. First, the problem of H∞ fault estimation was reformulated as the problem of a scalar quadratic form. Then, a corresponding system in Krein space was introduced. By applying white noise estimation theory in Krein space, a sufficient and necessary condition on the existence of an H∞ fault estimator was derived, and a solution was obtained in terms of matrix Riccati equation. A numerical example was, given to demonstrate the efficiency of the proposed method.