Robust Fault Detection of Markovian Jump Systems |
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| Authors: | Zhong Maiying Lam James Ding Steven X Shi Peng |
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| Affiliation: | (1) Department of Automation, Tsinghua University, 100084 Beijing, China; School of Control Science and Engineering, Shandong University, 73 Jingshi Road, 250061 Jinan, China;(2) Department of Mechanical Engineering, University of Hong Kong, Pokfulam Road, Hong Kong;(3) Department of Measurement and Control, Gerhard-Mercator-Universit Duisburg, Bismarckstrasse 81 BB, 47048 Duisburg, Germany;(4) School of Technology, University of Glamorgan, Pontypridd, Wales, CF37 1DL, United Kingdom |
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| Abstract: | 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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