Simultaneous fault detection and control for stochastic time-delay systems

This paper is concerned with the simultaneous fault detection and control problem for Ito-type stochastic time-delay systems. A full-order dynamic output feedback controller is designed to achieve the desired control and detection objectives. The main contributions of this paper are as follows: 1 for stochastic time-delay systems, the controller design with multiple objectives can be addressed by employing the multiple Lyapunov functions approach, 2 the dynamic output feedback controller synthesis conditions described by linear matrix inequalities LMIs are derived and 3 within the proposed fault detection and control framework, a better integrated control and detection performance can be obtained. Some numerical examples including the comparison results are presented to show the advantages of the proposed method.