Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes

Abstract EN

The problem of fault detection for stochastic Markovian jump system is considered.

The system under consideration involves discrete and distributed time-varying delays, Itô-type stochastic disturbance, and different system and delay modes.

The aim of this paper is to design a fault detection filter such that the fault detection system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level.

By using a novel Lyapunov functional, a mix-mode-dependent sufficient condition is formulated in terms of linear matrix inequalities.

A numerical example is given to illustrate the effectiveness of the proposed main results.