Robust fault detection for stochastic time-delay systems with sensor nonlinearities

The robust fault-detection filter design problem for linear stochastic systems with time delays and sensor nonlinearities is studied in this paper. Sufficient condition is derived in terms of linear matrix inequalities (LMIs), which guarantees the existence of a stable linear filter ensuring an stochastically asymptotically stability and a prescribed Hinfin disturbance-attenuation performance of the overall fault-detection system. Explicit design scheme of a desired general fault-detection filter is also presented. Finally, a numerical example is given to illustrate the applicability of the proposed method.