基于Krein空间的线性离散时变系统H∞故障估计.pdfVIP

Vol. 34, No. 12 ACTA AUTOMATICA SINICA December, 2008 H Krein Space-based HH∞ Fault Estimation for Linear Discrete Time-varying Systems ZHONG Mai-Ying1 LIU Shuai1 ZHAO Hui-Hong1 Abstract This paper deals with the problem of H∞ fault estimation for a class of linear discrete time-varying systems with L -norm bounded unknown input. The main contribution is the development of a new Krein space-based approach to H fault 2 ∞ estimation. The problem of H∞ fault estimation is firstly equated to the minimum of a scalar quadratic form. Then, by introducing a corresponding system in Krein space, a sufficient and necessary condition on the existence of an H∞ fault estimator is derived and a solution to its parameter matrices is obtained in terms of matrix Riccati equation. Finally, two numerical examples are given to demonstrate the efficiency of the proposed method. Key words H∞ fault estimation, Krein space, Kalman filtering, matrix Riccati equation During the past ten years, H∞ filtering has been an that P is a real positive definite (respectively, negative important approach to robust fault detection and many ˆ definite) matrix. θ (i |j ) stands for the Krein space projec- achievements have been obtained for linear time invariant y y y (LTI) systems[1−4] . For linear time varying (LTV) sys-