Adaptive Observer‐Based Fault Estimation for Stochastic Markovian Jumping Systems

This paper studies the adaptive fault estimation problems for stochastic Markovian jump systems (MJSs) with time delays. With the aid of the selected Lyapunov‐Krasovskii functional, the adaptive fault estimation algorithm based on adaptive observer is proposed to enhance the rapidity and accuracy performance of fault estimation. A sufficient condition on the existence of adaptive observer is presented and proved by means of linear matrix inequalities techniques. The presented results are extended to multiple time‐delayed MJSs. Simulation results illustrate that the validity of the proposed adaptive faults estimation algorithms.