A geometric approach to robust Fault Detection and Isolation of discrete-time Markovian jump systems

This paper investigates development of Fault Detection and Isolation (FDI) filters for discrete-time Markovian jump systems (MJS). The notion of a common unobservability subspace is introduced for these systems and an algorithm for finding this subspace is presented. Based on the introduced unobservability subspaces, sufficient conditions for solving the fault detection and isolation problem of MJS systems are explored. A bank of residual generators is designed such that each residual is affected by one fault and is decoupled from the others while the H_infin norm of the transfer function between the disturbance and the residual signals are less that a prespecified value. Simulation results presented in the paper demonstrate the effectiveness of our proposed FDI algorithm.