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dc.contributor.authorDong, H-
dc.contributor.authorWang, Z-
dc.contributor.authorDing, SX-
dc.contributor.authorGao, H-
dc.date.accessioned2015-01-16T12:24:36Z-
dc.date.available2014-12-01-
dc.date.available2015-01-16T12:24:36Z-
dc.date.issued2014-
dc.identifier.citationAutomatica, 50:12, pp. 3182 - 3189, 2014en_US
dc.identifier.issn0005-1098-
dc.identifier.urihttp://www.sciencedirect.com/science/article/pii/S0005109814004075-
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/9770-
dc.description.abstractThis 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.en_US
dc.languageeng-
dc.language.isoenen_US
dc.publisherElsevier Ltden_US
dc.subjectFault estimationen_US
dc.subjectNonlinear stochastic systemsen_US
dc.subjectRandomly occurring faultsen_US
dc.subjectRecursiveen_US
dc.subjectRiccati difference equationsen_US
dc.subjectTime-varying systemsen_US
dc.titleFinite-horizon estimation of randomly occurring faults for a class of nonlinear time-varying systemsen_US
dc.typeArticleen_US
dc.identifier.doihttp://dx.doi.org/10.1016/j.automatica.2014.10.026-
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