Integrated design of fault detection, isolation, and control for continuous‐time Markovian jump systems

Abstract

SummaryIn this paper, the problem of integrated fault detection, isolation, and control design of continuous‐time Markovian jump linear systems with uncertain transition probabilities is introduced and addressed for the first time in the literature. A single Markovian jump module designated as the integrated fault detection, isolation, and control under a mixed robust framework is considered to simultaneously achieve the desired detection, isolation, and control objectives. Conventional mixed robust approaches to the fault detection and isolation problem lead to conservative results due to the selection of identical Lyapunov matrices. Consequently, the extended linear matrix inequality methodology is utilized in this work to reduce the conservativeness of standard approaches by introducing additional matrix variables so that the coupling of Lyapunov matrices with the system matrices is eliminated. Simulation results for an application to the GE F‐404 aircraft engine system illustrate the effectiveness and capabilities of our proposed design methodologies. Comparisons with relevant work in the literature are also provided to demonstrate the advantages of our proposed solutions.