H _ Index for Stochastic Linear Discrete-Time Systems

被引:0
作者
Li, Yan [1 ]
Zhang, Weihai [1 ]
Liu, Xikui [2 ]
机构
[1] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Shandong, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Math & Syst Sci, Qingdao 266590, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
FAULT-DETECTION; H-2/H-INFINITY CONTROL; STATE;
D O I
10.1155/2015/953831
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper discusses the H - index problem for stochastic linear discrete-time systems. A necessary and sufficient condition of H - index is given for such systems in finite horizon. It is proved that when theH - index is greater than a given value, the feasibility of H - index is equivalent to the solvability of a constrained difference equation. The above result can be applied to the fault detection observer design. Finally, some examples are presented to illustrate the proposed theoretical results.
引用
收藏
页数:10
相关论文
共 21 条
[1]  
Chen, 2012, ROBUST MODEL BASED F
[2]   Stochastic H2/H∞ control with state-dependent noise [J].
Chen, BS ;
Zhang, WH .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 49 (01) :45-57
[3]  
Ding SX, 2000, INT J ADAPT CONTROL, V14, P725, DOI 10.1002/1099-1115(200011)14:7<725::AID-ACS618>3.0.CO
[4]  
2-Q
[5]   Survey of robust residual generation and evaluation methods in observer-based fault detection systems [J].
Frank, PM ;
Ding, X .
JOURNAL OF PROCESS CONTROL, 1997, 7 (06) :403-424
[6]  
Hou M., 1996, UKACC International Conference on Control '96 (Conf. Publ. No.427), P305, DOI 10.1049/cp:19960570
[7]   A matrix factorization solution to the H-/H∞ fault detection problem [J].
Jaimoukha, Imad M. ;
Li, Zhenhai ;
Papakos, Vasilios .
AUTOMATICA, 2006, 42 (11) :1907-1912
[8]   Characterization of H_ index for linear time-varying systems [J].
Li, Xiaobo ;
Liu, Hugh H. T. .
AUTOMATICA, 2013, 49 (05) :1449-1457
[9]   Minimum System Sensitivity Study of Linear Discrete Time Systems for Fault Detection [J].
Li, Xiaobo ;
Liu, Hugh H. T. .
MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
[10]   Fault Detection for Linear Discrete Time-Varying Systems [J].
Li, Xiaobo ;
Mo, Song-Feng ;
Zhou, Kemin .
49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, :762-767