FAULT DETECTION H2 FILTER FOR MARKOV JUMP LINEAR SYSTEMS

Leonardo de Paula Carvalho¹; André Marcorin de Oliveira¹; Oswaldo Luiz do Valle Costa¹

¹ Universidade de São Paulo

Baixar PDF doi:10.20906/CPS/CBA2018-0407

Resumo

In the paper, we tackle the H2 Fault Detection Filter (RFDF) problem for a Markov Jump Linear System (MJLS) in the discrete-time domain. The main novelty is the synthesis of H2 RFD Filter for an MJLS in the form of Linear Matrices Inequalities (LMI). We also provide results for the so-called mode-independent case and the design of robust H2 lter in the sense that the system matrices are uncertain. For the sake of illustrating the suitability of the proposed approaches, a numerical example is presented.

Palavras-chave: Fault Detection; Markovian Jump Linear Systems; H2 norm