Krein space-based \(H_{\boldsymbol{\infty}}\) fault estimation for discrete time-delay systems (Q1725316)

Summary: This paper investigates the finite-time \(H_\infty\) fault estimation problem for linear time-delay systems, where the delay appears in both state and measurement equations. Firstly, the design of finite horizon \(H_\infty\) fault estimation is converted into a minimum problem of certain quadratic form. Then we introduce a stochastic system in Krein space, and a sufficient and necessary condition for the minimum is derived by applying innovation analysis approach and projection theory. Finally, a solution to the \(H_\infty\) fault estimation is obtained by recursively computing a partial difference Riccati equation, which has the same dimension as the original system. Compared with the conventional augmented approach, the solving of a high dimension Riccati equation is avoided.