Filter design for discrete-time Markovian jump singular systems with its application to fault detection

This paper is concerned with the problem of fault detection for discrete-time Markovian jump singular systems with intermittent measurements. The measurements transmission from the plant to the fault detection filter is assumed to be imperfect and a stochastic variable is utilized to model the phenomenon of data missing. Our attention is focused on the design of a fault detection filter such that the residual system is stochastic Markovian jump admissible and satisfies some scheduled performance. A new necessary and sufficient condition for a class of discrete-time Markovian jump singular systems to be stochastic Markovian jump admissible is proposed in the form of strict linear matrix inequalities (LMIs). Sufficient conditions are proposed for the existence of fault detection filter. Finally, a numerical example is provided to illustrate the usefulness and applicability of the developed theoretical results.