H_2$ /$H_\infty$ Simultaneous Fault Detection and Control for Markov Jump Linear Systems With Partial Observation

We focus on the Simultaneous Fault Detection and Control (SFDC) in the context of Markov Jump Linear Systems (MJLS). The main novelty of the paper is the design of H∞ and H2 SFDC under the MJLS framework considering partial observation of the Markov chain. Both designs are obtained via Bilinear Matrix Inequalities optimization problem. As secondary results we provide a Mixed H2/H∞ SFDC under the same set up, as well as the implementation of a coordinated descent algorithm to solve the optimization problem formulated as Bilinear Matrix Inequalities (BMI). To illustrate the viability of the proposed solution a numerical example is provided.