Robust Fault Detection H∞ Filter for Markovian Jump Linear Systems with Partial Information on the Jump Parameter

The present work focus on the Robust Fault Detection (RFD) problem in the Markovian Jump Linear System framework for the discrete-time domain, in which the Markov parameter θ(k) is considered not accessible. The assumption that the Markov Chain is not accessible brings a challenge where the filter d...

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Published inIFAC-PapersOnLine Vol. 51; no. 25; pp. 202 - 207
Main Authors Carvalho, Leonardo de Paula, Oliveira, André Marcorin de, Valle Costa, Oswaldo Luiz do
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 2018
Subjects
Hidden Markov Chain
H∞ Filtering
MJLS
Robust Fault Detection
MJLS
H∞ Filtering
Hidden Markov Chain
Robust Fault Detection
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Abstract The present work focus on the Robust Fault Detection (RFD) problem in the Markovian Jump Linear System framework for the discrete-time domain, in which the Markov parameter θ(k) is considered not accessible. The assumption that the Markov Chain is not accessible brings a challenge where the filter designed for the RFD should not be dependent on the Markov Chain parameter. In order to represent this kind of situation, the implementation of a Hidden Markov Chain to model the system mode θ(k) and the estimated mode θˆ(k) is used. The main result presented in this work is the design of a H∞ MJLS Robust Fault Detection filter that depends only on the estimated mode θˆ(k) obtained through LMI formulation. In order to illustrate the feasibility of the proposed solution a numerical example is also included.
AbstractList The present work focus on the Robust Fault Detection (RFD) problem in the Markovian Jump Linear System framework for the discrete-time domain, in which the Markov parameter θ(k) is considered not accessible. The assumption that the Markov Chain is not accessible brings a challenge where the filter designed for the RFD should not be dependent on the Markov Chain parameter. In order to represent this kind of situation, the implementation of a Hidden Markov Chain to model the system mode θ(k) and the estimated mode θˆ(k) is used. The main result presented in this work is the design of a H∞ MJLS Robust Fault Detection filter that depends only on the estimated mode θˆ(k) obtained through LMI formulation. In order to illustrate the feasibility of the proposed solution a numerical example is also included.
Author Carvalho, Leonardo de Paula
Oliveira, André Marcorin de
Valle Costa, Oswaldo Luiz do
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10.1016/S0167-6911(99)00035-3
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SubjectTerms Hidden Markov Chain
H∞ Filtering
MJLS
Robust Fault Detection
Title Robust Fault Detection H∞ Filter for Markovian Jump Linear Systems with Partial Information on the Jump Parameter
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