Abstract
This paper is concerned with the simultaneous fault detection and control problem for Itô-type stochastic time-delay systems. A full-order dynamic output feedback controller is designed to achieve the desired control and detection objectives. The main contributions of this paper are as follows: (1) for stochastic time-delay systems, the controller design with multiple objectives can be addressed by employing the multiple Lyapunov functions approach, (2) the dynamic output feedback controller synthesis conditions described by linear matrix inequalities (LMIs) are derived and (3) within the proposed fault detection and control framework, a better integrated control and detection performance can be obtained. Some numerical examples including the comparison results are presented to show the advantages of the proposed method.
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