Zhong, M, Ye, H, Shi, Peng and Wang, G (2005) Fault detection for Markovian jump systems. IEE Proc. Control Theory and Applications, 152 (4). pp. 397-402. ISSN 1350-2379

Abstract

The paper deals with the robust fault detection problem for a class of discrete-time linear Markovian jump systems with an unknown input. By using a general observer-based fault detection filter as residual generator, the robust fault detection filter design is formulated as an H∞-filtering problem, in which the filter matrices are dependent on the system mode, i.e. the residual generator is a Markovian jump linear system as well. The main objective is to make the error between residual and fault (or, more generally, weighted fault) as small as possible. A sufficient condition to solve this problem is established in terms of the feasibility of certain linear matrix inequalities (LMI), which can be solved with the aid of Matlab LMI Toolbox. A numerical example is given to illustrate the effectiveness of the proposed techniques.

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