Integrated fault detection, isolation and control design for continuous-time Markovian jump systems with uncertain transition probabilities

In this paper, the problem of integrated fault detection, isolation and control (IFDIC) design of continuous-time Markovian jump linear systems with uncertain transition probabilities is presented. A single Markovian jump module designated as IFDIC under a mixed H_∞/H_- framework is considered and designed in order to simultaneously achieve the desired detection, isolation and control objectives. The conventional mixed H_∞/H_- approach leads to conservative results due to the selection of identical Lyapunov matrices. Consequently, extended linear matrix inequalities (LMIs) methods are used in this work to reduce the conservativeness by introduction of additional matrix variables so that the couplings of the Lyapunov matrices with the system matrices are eliminated. Simulation results for the GE F-404 aircraft engine system illustrate the effectiveness of our proposed design methodologies. Comparisons with relevant work in the literature are also provided to demonstrate the utility of our proposed solutions.