Finite impulse response filter based fault estimation with computational efficiency for linear discrete time-varying systems subject to multiplicative noise

Abstract

The robust fault estimation problem for linear discrete time-varying (LDTV) systems subject to multiplicative noise is investigated by means of finite impulse response (FIR) filter. A novel analytical redundancy, expressed via all states of the previous time window, is originally established to construct the fault estimator. To ensure the satisfactory fault estimation accuracy in stochastic sense under the interference of random uncertainty, a new performance index in forms of matrix trace function is proposed. An easy-to-check necessary and sufficient condition is presented to obtain the optimal filter gain via minimizing the performance index at each time instant. It is analytically demonstrated that, the newly proposed fault estimation algorithm enjoys obvious computational advantages in updating the filter gain, especially as the length of the time window increases for time-varying systems. Simulation results are finally provided to verify its feasibility and superiority.