摘要：In this study, the finite-horizon fault estimation (FE) problem for discrete-time singular systems affected by random sensor failures is dealt with. Through introducing a partially equivalent dynamic system and its corresponding performance index, the stochastic FE problem is converted into a deterministic quadratic minimization scheme. With the aid of the innovation re-organization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are calculated recursively via solving two standard Riccati equations. A numerical example is given to demonstrate the effectiveness and applicability of the proposed method.
