Fault detection filtering for a kind of nonlinear Markovian jump systems with mode-dependent time-varying delays and parameter uncertainties

This paper investigates the problem of robust H∞ fault detection for a class of nonlinear Markovian jump stochastic systems (MJSSs) with mode-dependent time-varying delays and parameter uncertainties. We design a linear mode-dependent fault detection filter that ensures, for all admissible uncertainties, the fault detection system is not only stochastically asymptotically stable in the large, but also satisfies a prescribed H∞-norm level. Some novel delay-dependent sufficient conditions for the solvability are obtained. The desired fault detection filter can be constructed by solving a set of linear matrix inequalities. Then, detection threshold of the filter is also discussed and a numerical example is provided to demonstrate that the fault detection filter is not only robust to disturbances but also sensitive to faults.