Fault detection scheme for discrete-time Markov jump linear systems with mode-independent residual

In this paper, the fault detection (FD) scheme for discrete-time Markov jump linear systems (MJLS) with mode-independent residual generator is addressed. A recursive mode-independent Kalman filter (KF) is used as a residual generator for solving FD problem in MJLS, which is subject to the Gaussian disturbances. By utilizing the identification function, the recursive mode-independent KF is formulated in the extended state space form. Once residual signal is generated, it will be evaluated whether faults occur or not. Residual evaluation function is selected such that the maximum fault detection rate (FDR) is achieved, for a given false alarm rate (FAR). An estimation of the residual evaluation function variance in the fault-free case is recursively computed and consequently used for a threshold setting. Finally, a numerical example is given in order to demonstrate the performance of this proposed FD scheme.