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

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  • Xinmin Song
  • Xuehua Yan

Abstract

This paper investigates the finite-time fault estimation problem for linear time-delay systems, where the delay appears in both state and measurement equations. Firstly, the design of finite horizon 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 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.

Suggested Citation

  • Xinmin Song & Xuehua Yan, 2014. "Krein Space-Based Fault Estimation for Discrete Time-Delay Systems," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-7, August.
    • Handle: RePEc:hin:jnlaaa:935216
    DOI: 10.1155/2014/935216
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