Abstract:This paper is concerned with the H∞ fault estimation problem for a class of uncertain linear discrete time-varying systems with missing measurements over a finite time-horizon. In order to characterise the random nature resulting from the missing measurements, the conventional H∞ performance index is first modified in the stochastic sense. Then, by introducing an auxiliary system, the parameter uncertainties are eliminated formally and the modified H∞ performance index is described by a certain indefinite quad… Show more
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