Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/9770
Title: Finite-horizon estimation of randomly occurring faults for a class of nonlinear time-varying systems
Authors: Dong, H
Wang, Z
Ding, SX
Gao, H
Keywords: Fault estimation;Nonlinear stochastic systems;Randomly occurring faults;Recursive;Riccati difference equations;Time-varying systems
Issue Date: 2014
Publisher: Elsevier Ltd
Citation: Automatica, 50:12, pp. 3182 - 3189, 2014
Abstract: This paper is concerned with the finite-horizon estimation problem of randomly occurring faults for a class of nonlinear systems whose parameters are all time-varying. The faults are assumed to occur in a random way governed by two sets of Bernoulli distributed white sequences. The stochastic nonlinearities entering the system are described by statistical means that can cover several classes of well-studied nonlinearities. The aim of the problem is to estimate the random faults, over a finite horizon, such that the influence from the exogenous disturbances onto the estimation errors is attenuated at the given level quantified by an H∞-norm in the mean square sense. By using the completing squares method and stochastic analysis techniques, necessary and sufficient conditions are established for the existence of the desired finite-horizon H∞ fault estimator whose parameters are then obtained by solving coupled backward recursive Riccati difference equations (RDEs). A simulation example is utilized to illustrate the effectiveness of the proposed fault estimation method.
URI: http://www.sciencedirect.com/science/article/pii/S0005109814004075
http://bura.brunel.ac.uk/handle/2438/9770
DOI: http://dx.doi.org/10.1016/j.automatica.2014.10.026
ISSN: 0005-1098
Appears in Collections:Dept of Computer Science Research Papers

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