180,298 research outputs found
Robust Fault Detection of Switched Linear Systems with State Delays
This correspondence deals with the problem of robust fault detection for discrete-time switched systems with state delays under an arbitrary switching signal. The fault detection filter is used as the residual generator, in which the filter parameters are dependent on the system mode. Attention is focused on designing the robust fault detection filter such that, for unknown inputs, control inputs, and model uncertainties, the estimation error between the residuals and faults is minimized. The problem of robust fault detection is converted into an H infin-filtering problem. By a switched Lyapunov functional approach, a sufficient condition for the solvability of this problem is established in terms of linear matrix inequalities. A numerical example is provided to demonstrate the effectiveness of the proposed method
Zero-sum linear quadratic stochastic integral games and BSVIEs
This paper formulates and studies a linear quadratic (LQ for short) game
problem governed by linear stochastic Volterra integral equation. Sufficient
and necessary condition of the existence of saddle points for this problem are
derived. As a consequence we solve the problems left by Chen and Yong in [3].
Firstly, in our framework, the term GX^2(T) is allowed to be appear in the cost
functional and the coefficients are allowed to be random. Secondly we study the
unique solvability for certain coupled forward-backward stochastic Volterra
integral equations (FBSVIEs for short) involved in this game problem. To
characterize the condition aforementioned explicitly, some other useful tools,
such as backward stochastic Fredholm-Volterra integral equations (BSFVIEs for
short) and stochastic Fredholm integral equations (FSVIEs for short) are
introduced. Some relations between them are investigated. As a application, a
linear quadratic stochastic differential game with finite delay in the state
variable and control variables is studied.Comment: 27 page
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