文章基本信息

标题：Index for Stochastic Linear Discrete-Time Systems
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作者：Yan Li ; Weihai Zhang ; Xikui Liu 等
期刊名称：Discrete Dynamics in Nature and Society
印刷版ISSN：1026-0226
电子版ISSN：1607-887X
出版年度：2015
卷号：2015
DOI：10.1155/2015/953831
出版社：Hindawi Publishing Corporation
摘要：This paper discusses the index problem for stochastic linear discrete-time systems. A necessary and sufficient condition of index is given for such systems in finite horizon. It is proved that when the index is greater than a given value, the feasibility of 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.