3 - H∞ fault estimation for linear discrete time-varying systems with random uncertainties

Abstract

In this chapter, we are devoted to solving Hα fault estimation problems for linear discrete time-varying (LDTV) systems with random uncertainties. A fault detection filter is derived as residual generator by using the Hα performance index, for a class of LDTV systems subject to multiplicative noise and l2-norm bounded unknown disturbance (Section 3.2) and multistep data packet dropouts (Section 3.3), respectively. Through defining a couple of equivalent dynamic systems and the Hα performance index, the fixed-lag fault estimator has been designed by using the projection formula in Krein space based on the reorganized innovation approach for LDTV systems with intermittent observations in Section 3.4. The parameter matrices of the designed estimator are calculated by solving corresponding standard Riccati equations. Numerical examples are given to illustrate the effectiveness of the proposed method.