Design of robust H_∞ fault detection filter for a class of linear Markovian jump systems with interval time-delay

This paper deals with the problem of robust �� ∞ fault detection filter(FDF) design for a class of linear Markovian jump systems with interval time-delay. By using an adaptive observer based FDF as a residual generator, the design of robust �� ∞-FDF is formulated in the framework of stochastic �� ∞ filtering. By applying Lyapunov-Krasovskii approach and introducing some slack matrices, a delay-dependent sufficient condition on the existence of �� ∞-FDF is derived. The parameter matrices to the �� ∞-FDF can be obtained by solving a set of linear matrix inequalities(LMI). A numerical example shows the effectiveness of the proposed method.