H<inf>∞</inf> fault estimation for uncertain linear discrete time-varying systems with missing measurements

Abstract

This paper is concerned with the H ∞ fault estimation problem for a class of uncertain linear discrete time-varying systems with missing measurements over a finite time-horizon. In order to characterise the random nature resulting from the missing measurements, the conventional H ∞ performance index is first modified in the stochastic sense. Then, by introducing an auxiliary system, the parameter uncertainties are eliminated formally and the modified H ∞ performance index is described by a certain indefinite quadratic form. Subsequently, the desired fault estimator is designed by equivalently solving a minimum problem of the indefinite quadratic form. Finally, an illustrative numerical example is given to show the effectiveness of the proposed fault estimation scheme.