一类线性Markov 跳跃区间时滞系统的 鲁棒??∞ 故障检测滤波器设计

研究一类线性Markov跳跃区间时滞系统的鲁棒H∞故障检测滤波器设计问题.采用基于自适应观测器的故障检测滤波器作为残差产生器,将鲁棒H∞故障检测滤波器设计问题归结为随机H∞滤波问题.应用Lyapunov-Krasovskii方法,通过引入松弛矩阵推导证明了问题可解的时滞依赖充分条件,并进一步通过求解线性矩阵不等式给出了故障检测滤波器参数矩阵的解.仿真算例验证了所提出方法的有效性.

Design of robust H∞ fault detection filter for a class of linear Markovian jump systems with interval time-delay

This paper deals with the problem of robust H∞ fault detection filter(FDF) design for a class of linear Markovian
jump systems with interval time-delay. By using an adaptive observer based FDF as a residual generator, the design of
robust H∞-FDF is formulated in the framework of stochastic ??∞ filtering. By applying Lyapunov-Krasovskii approach
and introducing some slack matrices, a delay-dependent sufficient condition on the existence of H∞-FDF is derived. The
parameter matrices to the H∞-FDF can be obtained by solving a set of linear matrix inequalities(LMI). A numerical example
shows the effectiveness of the proposed method.