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 50 条
  • [1] Stochastic stabilizability and H∞ control for discrete-time jump linear systems with time delay
    Cao, YY
    Lam, J
    [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1999, 336 (08): : 1263 - 1281
  • [2] Quadratic stabilizability and H control of linear discrete-time stochastic uncertain systems
    Jiang, Xiushan
    Tian, Xuemin
    Zhang, Tianliang
    Zhang, Weihai
    [J]. ASIAN JOURNAL OF CONTROL, 2017, 19 (01) : 35 - 46
  • [3] Covariance control of linear discrete-time stochastic systems
    Baromand, Salman
    Khaloozadeh, Hamid
    [J]. 2007 IEEE INTERNATIONAL CONFERENCE ON CONTROL AND AUTOMATION, VOLS 1-7, 2007, : 778 - 782
  • [4] H_ index for discrete-time stochastic systems with Markovian jump and multiplicative noise
    Li, Yan
    Zhang, Weihai
    Liu, Xi-Kui
    [J]. AUTOMATICA, 2018, 90 : 286 - 293
  • [5] H∞-type control for discrete-time stochastic systems
    El Bouhtouri, A
    Hinrichsen, D
    Pritchard, AJ
    [J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 1999, 9 (13) : 923 - 948
  • [6] H∞ CONTROL FOR DISCRETE-TIME STOCHASTIC INTERCONNECTED SYSTEMS
    Ganesan, Arthi
    Michaelraj, Antonyronika
    [J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2024,
  • [7] H∞ control for discrete-time nonlinear Stochastic systems
    Berman, N
    Shaked, U
    [J]. 2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 2578 - 2583
  • [8] H∞ control for discrete-time nonlinear stochastic systems
    Berman, Nadav
    Shaked, Uri
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (06) : 1041 - 1046
  • [9] Robust H∞ control with maximal decay rate for linear discrete-time stochastic systems
    Feng, Jun-e
    Xu, Shengyuan
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2009, 353 (01) : 460 - 469
  • [10] Suboptimal adaptive filter for discrete-time linear Stochastic systems
    Choi, DB
    Shin, V
    Ahn, JI
    Ahn, BH
    [J]. IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2005, E88A (03) : 620 - 625