Fault detection for a class of nonlinear stochastic systems with Markovian switching and mixed time-delays

This article is concerned with the fault detection (FD) problem for a class of nonlinear stochastic systems with Markovian switching and mixed time-delays. The stochastic system under consideration contains discrete and distributed mode-dependent delays, nonlinearities as well as Markovian switching. Considering a new sensor fault model, which can express the failures of the loss of effectiveness and the outage, a novel FD scheme is proposed such that it is valid for this class of sensor faults. In addition, delay-dependent conditions, which include some existing results, that capture the sensitivity performance and attenuation performance are derived. Then the FD filter gains are characterised in terms of the solutions to a convex optimisation problem. Finally, an aircraft application is given to demonstrate the effectiveness of the proposed method.