H∞ mode-dependent fault detection filter design for stochastic Markovian jump systems with time-varying delays and parameter uncertainties.

This paper deals with the problem of robust H∞ fault detection for a class of stochastic Markovian jump systems (SMJSs) The aim is to design a linear mode-dependent fault detection filter such that the fault detection system is not only stochastically asymptotically stable in the large, but also satisfies a prescribed H∞-norm level for all admissible uncertainties. By using Lyapunov stability theory and generalized Itô formula, some novel mode-dependent and delay-dependent sufficient conditions in terms of linear matrix inequality (LMI) are proposed to insure the existence of the desired fault detection filter. A simulation example and an industrial nonisothermal continuous stirred tank reactor (CSTR) system are employed to show the effectiveness of the proposed method.