Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

Lixian Zhang; El Kebir Boukas; Luc Baron

doi:10.1109/CDC.2008.4738878

Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

Lixian Zhang^*
, El Kebir Boukas
, Luc Baron

^*Corresponding author for this work

École Polytechnique de Montreal

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

11 Scopus citations

Abstract

In this paper, the fault detection problem for a class of discrete-time Markov jump linear system (MJLS) with partially known transition probabilities is investigated. The proposed class of systems is more general, which relaxes the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A residual generator is constructed and the corresponding fault detection and isolation (FDI) problem is formulated as an H_∞ filtering problem by which the error between residual and fault are minimized in the H_∞ sense. The LMI-based sufficient conditions for the existence of FDI filter are derived. A numerical example is given to illustrate the effectiveness and potential of the developed theoretical results.

Original language	English
Title of host publication	Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1054-1059
Number of pages	6
ISBN (Print)	9781424431243
DOIs	https://doi.org/10.1109/CDC.2008.4738878
State	Published - 2008
Externally published	Yes
Event	47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico Duration: 9 Dec 2008 → 11 Dec 2008

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	47th IEEE Conference on Decision and Control, CDC 2008
Country/Territory	Mexico
City	Cancun
Period	9/12/08 → 11/12/08

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10.1109/CDC.2008.4738878

Cite this

Zhang, L., Boukas, E. K., & Baron, L. (2008). Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008 (pp. 1054-1059). Article 4738878 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2008.4738878

@inproceedings{e6173c7c19af4ceba9233811543c0060,

title = "Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities",

abstract = "In this paper, the fault detection problem for a class of discrete-time Markov jump linear system (MJLS) with partially known transition probabilities is investigated. The proposed class of systems is more general, which relaxes the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A residual generator is constructed and the corresponding fault detection and isolation (FDI) problem is formulated as an H∞ filtering problem by which the error between residual and fault are minimized in the H∞ sense. The LMI-based sufficient conditions for the existence of FDI filter are derived. A numerical example is given to illustrate the effectiveness and potential of the developed theoretical results.",

author = "Lixian Zhang and Boukas, \{El Kebir\} and Luc Baron",

year = "2008",

doi = "10.1109/CDC.2008.4738878",

language = "英语",

isbn = "9781424431243",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "1054--1059",

booktitle = "Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008",

address = "美国",

note = "47th IEEE Conference on Decision and Control, CDC 2008 ; Conference date: 09-12-2008 Through 11-12-2008",

}

Zhang, L, Boukas, EK & Baron, L 2008, Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities. in Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008., 4738878, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 1054-1059, 47th IEEE Conference on Decision and Control, CDC 2008, Cancun, Mexico, 9/12/08. https://doi.org/10.1109/CDC.2008.4738878

Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities. / Zhang, Lixian; Boukas, El Kebir; Baron, Luc.
Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. Institute of Electrical and Electronics Engineers Inc., 2008. p. 1054-1059 4738878 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

AU - Zhang, Lixian

AU - Boukas, El Kebir

AU - Baron, Luc

PY - 2008

Y1 - 2008

N2 - In this paper, the fault detection problem for a class of discrete-time Markov jump linear system (MJLS) with partially known transition probabilities is investigated. The proposed class of systems is more general, which relaxes the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A residual generator is constructed and the corresponding fault detection and isolation (FDI) problem is formulated as an H∞ filtering problem by which the error between residual and fault are minimized in the H∞ sense. The LMI-based sufficient conditions for the existence of FDI filter are derived. A numerical example is given to illustrate the effectiveness and potential of the developed theoretical results.

AB - In this paper, the fault detection problem for a class of discrete-time Markov jump linear system (MJLS) with partially known transition probabilities is investigated. The proposed class of systems is more general, which relaxes the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A residual generator is constructed and the corresponding fault detection and isolation (FDI) problem is formulated as an H∞ filtering problem by which the error between residual and fault are minimized in the H∞ sense. The LMI-based sufficient conditions for the existence of FDI filter are derived. A numerical example is given to illustrate the effectiveness and potential of the developed theoretical results.

UR - https://www.scopus.com/pages/publications/62949183679

U2 - 10.1109/CDC.2008.4738878

DO - 10.1109/CDC.2008.4738878

M3 - 会议稿件

AN - SCOPUS:62949183679

SN - 9781424431243

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 1054

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BT - Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 47th IEEE Conference on Decision and Control, CDC 2008

Y2 - 9 December 2008 through 11 December 2008

ER -

Zhang L, Boukas EK, Baron L. Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. Institute of Electrical and Electronics Engineers Inc. 2008. p. 1054-1059. 4738878. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC.2008.4738878

Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

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