一类连续时间Markov跳跃系统鲁棒H_∞故障估计

Robust H_∞ fault estimation for a class of continuous-time Markovian jump systems

研究了受L2范数有界未知输入影响的一类线性连续时间Markov跳跃系统鲁棒H∞故障估计问题.应用自适应观测器作为故障估计器,将鲁棒H∞故障估计问题归结为随机H∞滤波问题.推导并证明了问题可解的充分条件,并通过求解线性矩阵不等式得到了H∞故障估计器参数矩阵的解.最后,数字算例验证了所提方法的有效性.

The problem of robust H∞ fault estimation is studied for a class of continuous-time Markovian jump systems with L2 norm bounded unknown input.By using an adaptive observer as a fault estimator,the design of robust H∞ fault estimator is formulated as a stochastic H∞ filtering problem.A sufficient condition for the existence of a robust H∞ fault estimator is derived by applying matrix inequality technique,and a solution to the parameter matrices of the fault estimator can be obtained by solving a set of linear matrix inequalities. A numerical example shows the effectiveness of the proposed method.