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**Adaptive observer-based fault estimation for stochastic Markovian jumping systems.**
*(English)*
Zbl 1246.93107

Summary: We study 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.

### MSC:

93E10 | Estimation and detection in stochastic control theory |

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\textit{S. He} and \textit{F. Liu}, Abstr. Appl. Anal. 2012, Article ID 176419, 11 p. (2012; Zbl 1246.93107)

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### References:

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