关键词: H∞故障估计, 线性离散时变系统, Krein空间, 白噪声估计, 矩阵Riccati方程

Abstract: The problem of H∞ fault estimation for a class of linear discrete time-varying systems with l2-norm-bounded disturbance was discussed. First, the problem of H∞　fault estimation was reformulated as the problem of a scalar quadratic form. Then, a corresponding system in Krein space was introduced. By applying white noise estimation theory in Krein space, a sufficient and necessary condition on the existence of an H∞　fault estimator was derived, and a solution was obtained in terms of matrix Riccati equation. A numerical example was given to demonstrate the efficiency of the proposed method.

Key words: H∞fault estimation, linear discrete time-varying systems, Krein space, white noise estimation, matrix Riccati equation