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- W2349879497 abstract "This design problem of fault detection filter(FDF) for linear discrete time-varying systems with multiple missing measurements is dealt with.The uncertain observation phenomenon is depicted by a set of stochastic variables taking values on a certain interval and the variables are assumed to be unrelated with each other.By using an observer-based robust H∞-FDF as a residual generator,the design of FDF is formulated in the framework of H∞ filtering for a class of stochastic time-varying systems with multiplicative noises in finite-horizon.Based on Lyapunov function and adjoint operator methods,a sufficient condition to guarantee the mean square exponentially stability and H∞ performance of the derived augmented system is obtained in terms of a Riccati equation.The determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the observer gain matrix and the post-filter matrix is given by solving the Riccati equation.The numerical example shows the effectiveness of the proposed method." @default.
- W2349879497 created "2016-06-24" @default.
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- W2349879497 date "2011-01-01" @default.
- W2349879497 modified "2023-09-28" @default.
- W2349879497 title "Fault Detection Filter Design for Linear Discrete Time-Varying Systems with Multiple Missing Measurements" @default.
- W2349879497 hasPublicationYear "2011" @default.
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