An LMI approach to fault detection and isolation filter design for Markovian jump system with mode-dependent time-delays

This paper investigates robust fault detection and isolation problem for a class of discrete-time Markovian jump systems with mode-dependent time-delays and norm-bounded uncertainties. Attention is focused on constructing the residual generator based on the filter whose parameters depend on the system modes and formulating fault detection and isolation filter design as H/sub /spl infin// filtering problem. The objective is to make the difference between the residual and the fault as small as possible in the context of enhancing robustness of the residual on unknown inputs, control inputs and modeling errors. Sufficient condition for the existence of the above filters is established by means of LMIs. A numerical example is given to illustrate the feasibility of the proposed method.