An optimized fault detection observer is designed for a class of Markov jump systems with unknown disturbances. By re-constructing the system
the residual error dynamic characteristics of unknown input and fault signals including unknown disturbances and modelling error are obtained. The energy norm indexes of disturbance and fault signals of residual error are selected separately to reflect the restraint of disturbance and the sensitivity of faults
and the design of fault detection observer is described as an optimization problem. By using the constructed Lyapunov function and linear matrix inequalities
a sufficient condition that the solution of the fault detection observer exists is given and proved
and an optimized design approach is presented. The designed observer makes the systems have random stability and better cap ability of restraining disturbances
and the given norm index is satisfied. Simulation results demonstrate that the proposed observer can detect the faults sensitively
and the influence of unknown disturbance on residual error can be restrained to a given range.
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references
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