Summary
This paper is concerned with the problem of integrated fault detection and control for a class of two‐dimensional (2D) discrete‐time Markovian jump systems. The mathematical model of 2D Markovian jump systems is established upon the well‐known Roesser model, and a faults detection filter/controller is proposed to detect faults and meet some control specifications simultaneously. In this strategy, it takes into account both the fault detection objective and the control objective simultaneously through certain performance levels. The integrated design problem is then formulated as a multi‐objective optimization problem, which is nonconvex in essence. Furthermore, a two‐step algorithm is developed to solve this nonconvex problem. Sufficient conditions for existence of the desired fault detection filter/controller are established in terms of LMIs. A numerical example is used to demonstrate the effectiveness of the proposed method.