摘要：AbstractThe present work focus on the Robust Fault Detection (RFD) problem in the Markovian Jump Linear System framework for the discrete-time domain, in which the Markov parameterθ(k)is considered not accessible. The assumption that the Markov Chain is not accessible brings a challenge where the filter designed for the RFD should not be dependent on the Markov Chain parameter. In order to represent this kind of situation, the implementation of a Hidden Markov Chain to model the system modeθ(k)and the estimated modeθˆ(k)is used. The main result presented in this work is the design of aH∞MJLS Robust Fault Detection filter that depends only on the estimated modeθˆ(k)obtained through LMI formulation. In order to illustrate the feasibility of the proposed solution a numerical example is also included.
