Finite‐time fault estimate and fault‐tolerant control for discrete‐time Markov jump systems with actuator and sensor faults

Summary This paper solves the finite‐time fault estimation (FE) and fault‐tolerant control (FTC) problem for discrete‐time Markov jump systems with actuator and sensor faults. A new extended state system is constructed by taking the fault as a state. For this system, a novel observer is shown to estimate states, actuator and faults of considered systems, simultaneously. Based on the utilized estimation, a fault‐tolerant controller is proposed to ensure the finite‐time boundedness of closed‐loop ones with performance. The feasibility of the proposed finite‐time FE and FTC scheme is illustrated based on a simulation example.