Robust fault detection of Markovian jump systems

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Zhong, Maiying, Lam, James, Ding, Steven X and Shi, Peng (2004) Robust fault detection of Markovian jump systems. Circuits Systems and Signal Processing, 23 (5). pp. 387-408. ISSN 0278-081X


This paper deals with the problem of observer-based robust fault detection for both continuous- and discrete-time linear Markovian jump systems with an unknown input. By using a fault detection filter as residual generator and a proposed performance index as objective function, the robust fault detection filter design is formulated as an optimization problem. A sufficient condition to solve this problem is established in terms of the feasibility of certain matrix inequalities, which can be solved via iterative linear matrix inequality (LMI) algorithms. The residual evaluation problem is also considered. A numerical example is given to illustrate the effectiveness of the proposed techniques.

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Item type Article
DOI 10.1007/s00034-004-0814-8
Official URL
Subjects Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Keywords ResPubID18893, fault detection, filter, LMI, Markovian jump system, residual evaluation
Citations in Scopus 42 - View on Scopus
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