Journal of Applied Mathematics

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

Full-text: Open access

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.

Article information

Source
J. Appl. Math., Volume 2012 (2012), Article ID 524271, 22 pages.

Dates
First available in Project Euclid: 5 April 2013

Permanent link to this document
https://projecteuclid.org/euclid.jam/1365174339

Digital Object Identifier
doi:10.1155/2012/524271

Mathematical Reviews number (MathSciNet)
MR3005206

Zentralblatt MATH identifier
1300.93154

Citation

Ding, Yucai; Zhu, Hong; Zhong, Shouming; Zhang, Yuping; Xia, Jianwei. Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes. J. Appl. Math. 2012 (2012), Article ID 524271, 22 pages. doi:10.1155/2012/524271. https://projecteuclid.org/euclid.jam/1365174339


Export citation