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, issue 1

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 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.

Date: 2012
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https://doi.org/10.1155/2012/524271

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:524271

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