An auxiliary system approach to fault estimation for continuous-time Markovian jump systems

This paper studies the fault estimation problem for continuous-time Markovian jump systems (MJSs). The stochastic system and deterministic fault make the fault estimation problem more difficult. Using an auxiliary system approach, a deterministic intermediate variable is established. The conditions are given in the form of linear matrix inequalities and a numerical example is given to illustrate the auxiliary system approach method.