FAULT DETECTION H2 FILTER FOR MARKOV JUMP LINEAR SYSTEMS
In the paper, we tackle the H2 Fault Detection Filter (FDF) problem for a Markov Jump Linear System (MJLS) in the discrete-time domain. The main novelty is the synthesis of H2 FDF for a MJLS in the form of Linear Matrices Inequalities (LMI). We also provide results for the so-called mode-independent case and the design of robust H2 lter in the sense that the system matrices are uncertain. For the sake of illustrating the suitability of the proposed approaches, a numerical example is presented.