Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
Yucai Ding,
Hong Zhu,
Shouming Zhong,
Yuping Zhang and
Jianwei Xia
Journal of Applied Mathematics, 2012, vol. 2012, 1-22
Abstract:
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 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.
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:524271
DOI: 10.1155/2012/524271
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