Robust fault detection of Markovian jump systems (Q1762614)

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 algorithms. The residual evaluation problem is also considered. A numerical example is given to illustrate the effectiveness of the proposed techniques.