Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes

The problem of fault detection for stochastic Markovian jump system is considered. The system under consideration involves discrete and distributed time-varying delays, Itô-type stochastic disturbance, and different system and delay modes. The aim of this paper is to design a fault detection filter...

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Main Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang, Jianwei Xia
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/524271
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author Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Jianwei Xia
author_facet Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Jianwei Xia
author_sort Yucai Ding
collection DOAJ
description The problem of fault detection for stochastic Markovian jump system is considered. The system under consideration involves discrete and distributed time-varying delays, Itô-type stochastic disturbance, and different system and delay modes. The aim of this paper is to design a fault detection filter such that the fault detection system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level. By using a novel Lyapunov functional, a mix-mode-dependent sufficient condition is formulated in terms of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed main results.
format Article
id doaj-art-6a56de393ea94711b21c2d59357b2290
institution Kabale University
issn 1110-757X
1687-0042
language English
publishDate 2012-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-6a56de393ea94711b21c2d59357b22902025-02-03T00:59:55ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/524271524271Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed ModesYucai Ding0Hong Zhu1Shouming Zhong2Yuping Zhang3Jianwei Xia4School of Automation Engineering, University of Electronic Science and Technology of China, Chengdu 611731, ChinaSchool of Automation Engineering, University of Electronic Science and Technology of China, Chengdu 611731, ChinaSchool of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu 611731, ChinaSchool of Automation Engineering, University of Electronic Science and Technology of China, Chengdu 611731, ChinaSchool of Mathematics Science, Liaocheng University, Liaocheng 252000, ChinaThe problem of fault detection for stochastic Markovian jump system is considered. The system under consideration involves discrete and distributed time-varying delays, Itô-type stochastic disturbance, and different system and delay modes. The aim of this paper is to design a fault detection filter such that the fault detection system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level. By using a novel Lyapunov functional, a mix-mode-dependent sufficient condition is formulated in terms of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed main results.http://dx.doi.org/10.1155/2012/524271
spellingShingle Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Jianwei Xia
Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
Journal of Applied Mathematics
title Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
title_full Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
title_fullStr Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
title_full_unstemmed Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
title_short Filtering-Based Fault Detection for Stochastic Markovian Jump System with Distributed Time-Varying Delays and Mixed Modes
title_sort filtering based fault detection for stochastic markovian jump system with distributed time varying delays and mixed modes
url http://dx.doi.org/10.1155/2012/524271
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AT hongzhu filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT shoumingzhong filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT yupingzhang filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT jianweixia filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes