Krein Space-Based H∞ Fault Estimation for Discrete Time-Delay Systems

Abstract EN

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.