Robust Fault Detection for Uncertain Time-Delay Systems with Markovian Jump Parameters

This paper is concerned with the problem of fault detection and isolation (FDI) for uncertain continuous-time state-delayed systems with Markovian jump parameters. The residual generator is constructed based on mode-dependent fault detection filter, i.e. the designed fault detection filter is Markovian jump system as well. The fault detection filter design is formulated as H_infin filtering problem and the adaptive threshold is adopted to achieve zero false alarm rate in the residual evaluation step. The designed fault detection filter can guarantee the difference between the generated residual signal and the fault signal as small as possible and the robustness of the residual to modelling errors, unknown inputs and control inputs. Sufficient condition for the existence of the above filters is established in terms of linear matrix inequalities (LMIs). A numerical example is provided to illustrate the effectiveness and applicability of the proposed method.