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.
Citation
Yucai Ding. Hong Zhu. Shouming Zhong. Yuping Zhang. Jianwei Xia. "Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes." J. Appl. Math. 2012 1 - 22, 2012. https://doi.org/10.1155/2012/524271
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