Summary
This paper investigates simultaneous estimations of states, system fault, and sensor fault for a class of Markovian jump systems, resorting to the design of a robust observer, in which both the external disturbance and actuator degradation are taken into consideration. The loss‐of‐effectiveness, stuck, and outage fault cases are involved, and the considered Markovian jump system is assumed to possess generally uncertain transition rates, which can generalize the traditional bounded uncertain transition rates and partially unknown transition rates. In particular, an augmented system whose states cover the original states, system fault, and sensor fault is constructed. Then, a novel adaptive observer is presented with time‐varying gain matrices and parameter accommodation being injected to deal with the disturbance and actuator degradation. Finally, a practical example is shown to demonstrate the high efficiency of the proposed method as well as its advantages over some existing results.