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

2012 ◽  
Vol 45 (3) ◽  
pp. 215-231 ◽  
Author(s):  
Yue Long ◽  
Guang-Hong Yang
Keyword(s):  
Fault Detection ◽  
Time Delays ◽  
Stochastic Systems ◽  
Markovian Switching ◽  
Nonlinear Stochastic Systems ◽  
Mixed Time Delays

scholarly journals Fault Detection Filter Design for Stochastic Systems with Mixed Time-Delays and Parameter Uncertainties

2013 ◽  
Vol 2013 ◽  
pp. 1-11
Author(s):  
Liyuan Hou ◽  
Shouming Zhong ◽  
Hong Zhu ◽  
Yong Zeng ◽  
Lin Shi
Keyword(s):  
Fault Detection ◽  
Time Delays ◽  
Stochastic Systems ◽  
Filter Design ◽  
Main Idea ◽  
Linear Matrix ◽  
Parameter Uncertainties ◽  
Fault Detection Filter ◽  
Mixed Time Delays ◽  
Detection Filter

This paper purposes the design of a fault detection filter for stochastic systems with mixed time-delays and parameter uncertainties. The main idea is to construct some new Lyapunov functional for the fault detection dynamics. A new robustly asymptotically stable criterion for the systems is derived through linear matrix inequality (LMI) by introducing a comprehensive different Lyapunov-Krasovskii functional. Then, the fault detection filter is designed in terms of linear matrix inequalities (LMIs) which can be easily checked in practice. At the same time, the error between the residual signal and the fault signal is made as small as possible. Finally, an example is given to illustrate the effectiveness and advantages of the proposed results.

scholarly journals pth Mean Practical Stability for Large-Scale Itô Stochastic Systems with Markovian Switching

2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Yan Yun ◽  
Huisheng Shu ◽  
Yan Che
Keyword(s):  
Comparison Principle ◽  
Large Scale ◽  
Stochastic Systems ◽  
Markovian Switching ◽  
Practical Stability ◽  
Nonlinear Stochastic Systems ◽  
Deterministic Systems ◽  
The One

Motivated by the study of a class of large-scale stochastic systems with Markovian switching, this correspondence paper is concerned with the practical stability in thepth mean. By investigating Lyapunov-like functions and the basic comparison principle, some criteria are derived for various types of practical stability in thepth mean of nonlinear stochastic systems. The main contribution of these results is to convert the problem of practical stability in thepth mean of stochastic systems into the one of practical stability of the comparative deterministic systems.

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