Abstract: The problem of fault detection and estimation for a class of markov neutral jump systems with time-delay and norm-bounded uncertainties is considered.By re-constructing the system,the dynamics of the overall augmented error systems is obtained which involves unknown inputs represented by disturbances,model uncertainty and time-delays.Both the conditions for the existence of the fault detection filter and roust fault detection filter are presented in terms of linear matrix inequalities.The proposed mode-dependent fault detection filter makes the systems have stochastically stability and has better ability of minimizing the effects of disturbances and enhancing the effects of faults to the residuals.Simulation results illustrate the effectiveness of the developed approaches.

Key words: markov neutral jump systems (MNJS), fault detection and estimation, filter, time-delay, uncertainties, linear matrix inequalities (LMIs)