Fault detection for a class of nonlinear stochastic systems with Markovian switching and mixed time-delays

Abstract

This article is concerned with the fault detection (FD) problem for a class of nonlinear stochastic systems with Markovian switching and mixed time-delays. The stochastic system under consideration contains discrete and distributed mode-dependent delays, nonlinearities as well as Markovian switching. Considering a new sensor fault model, which can express the failures of the loss of effectiveness and the outage, a novel FD scheme is proposed such that it is valid for this class of sensor faults. In addition, delay-dependent conditions, which include some existing results, that capture the sensitivity performance and attenuation performance are derived. Then the FD filter gains are characterised in terms of the solutions to a convex optimisation problem. Finally, an aircraft application is given to demonstrate the effectiveness of the proposed method.

Keywords:

• fault detection
• stochastic system
• Markovian switching
• mixed time-delay
• sensor fault

Acknowledgements

This work was supported in part by the National 973 Program of China (Grant No. 2009CB320604), the Funds of National Science of China (Grant No. 60974043, 61104015), the Funds of Doctoral Program of Ministry of Education, China (No. 20100042110027), A Foundation for the Author of National Excellent Doctoral Dissertation of PR China (No. 201157).