Variance-Constrained Multi-Objective Stochastic Control and Filtering

Chapter 5Robust Fault-Tolerant Control with Variance Constraints

As is well known, in real-world engineering practice, the actuator of a control system might be confronted with different kinds of failures due to a variety of reasons, such as equipment aging, erosion, abrupt changes of working conditions, to name but a few key ones. Those actuator failures may have significant deterioration effects on systems performances and sometimes even lead to instability. This gives rise to the so-called fault-tolerant control problem, which strives to make the system stable and retain acceptable performance under the system faults. Fault-tolerant control has recently received more and more interest as requirements increase toward the reliability of engineering systems. Many results of the control as well as filtering problems for systems against possible actuator/sensor failures have been reported in the literature. Nevertheless, most of the literature has been concerned with system stability only, and other desired performances such as variance constraints have seldom been taken into account. Up to now, to the best of the authors' knowledge, the variance-constrained fault-tolerant control problem for stochastic systems with general nonlinearities has not yet been thoroughly investigated.

In view of the above observations, in this chapter we aim at designing a state feedback controller for a class of uncertain nonlinear systems such that, for all admissible parameter uncertainties and ...