Robust Fault Detection for Descriptor Markovian Jump Systems

This paper deals with the problem of observer-based robust fault detection for continuous-time descriptor Markovian jump linear systems with unknown input. The fault detection filter is designed such that the residual signal is sensitive to the fault but robust to the unknown input. A sufficient condition to the existence of the desired robust fault detection filter is obtained based on a generalized bounded real lemma(GBRL) and a corresponding proposition for singular Markovian jump systems. The algorithm for residual evaluation function and threshold computation is also given. Finally, a numerical example is presented to illustrate the applicability and effectiveness of the proposed techniques.