Finite-horizon H∞ filtering and fault isolation for a class of time-varying systems with sensor saturation

This paper is concerned with the finite-horizon $H_{\infty } $H∞ filtering and fault isolation problems for a class of discrete time-varying systems subject to possible actuator fault and sensor saturation. A set of filters are designed and the residual signal is generated for a specific actuator fault. A residual matching approach is proposed to isolate different actuator failures once they are detected. The purpose of the addressed problem is to detect and isolate the fault such that the influence from the disturbances onto the errors satisfies the $H_{\infty } $H∞ performance index. By using the stochastic analysis techniques and completing squares method, sufficient conditions are established for the existence of the desired filters, whose parameters can be iteratively calculated online by solving a series of recursive Riccati different equations (RDEs), in a given finite horizon. The effectiveness of the proposed method is demonstrated via a simulation example.