Integrated finite-time fault estimation and fault-tolerant control for Markovian jump systems with generally uncertain transition rates

Abstract This paper proposes a method on overall fault estimation and fault-tolerant control for a type of Markovian jump systems owning generally uncertain transition rates. We first extend the dimension of the original system by assembling the actuator fault and sensor fault into the state vector, and then develop a novel observer to estimate both the actuator fault and sensor fault in a simultaneous way, as well as to ensure the resulting estimated error dynamic system being stochastically H∞ finite-time bounded. Based on the estimated states and actuator fault, a robust finite-time fault-tolerant controller is proposed to allow the closed-loop system to be finite-time bounded. With the aid of the stochastic Lyapunov function, sufficient conditions of the designed observer and fault-tolerant controller are derived in terms of linear matrix inequalities, making the problem tractable. Finally, an example is brought to testify the feasibility and efficiency of the proposed method.

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