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

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: Hindawi Limited 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/524271
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spelling doaj-6a56de393ea94711b21c2d59357b22902020-11-24T23:54:20ZengHindawi LimitedJournal 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
collection DOAJ
language English
format Article
sources DOAJ
author Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Jianwei Xia
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
author_facet Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Jianwei Xia
author_sort Yucai Ding
title 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_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_sort filtering-based fault detection for stochastic markovian jump system with distributed time-varying delays and mixed modes
publisher Hindawi Limited
series Journal of Applied Mathematics
issn 1110-757X
1687-0042
publishDate 2012-01-01
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.
url http://dx.doi.org/10.1155/2012/524271
work_keys_str_mv AT yucaiding filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT hongzhu filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT shoumingzhong filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT yupingzhang filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
AT jianweixia filteringbasedfaultdetectionforstochasticmarkovianjumpsystemwithdistributedtimevaryingdelaysandmixedmodes
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