Robust fault detection of singular Markov jump systems with partially unknown information

Abstract

The problem of robust fault detection for singular Markov jump systems with partially unknown transition probabilities is investigated in the paper. A fault detection observer is designed such that the residual signal is sensitive to fault signals and robust to unknown disturbances. By using Lyapunov function approach, sufficient conditions under which the system is stochastic stable with robustness and sensitiveness are given. Furthermore, an optimization problem is also derived. A simulation example is given to show the effectiveness.