Article ID: | iaor201112228 |
Volume: | 32 |
Issue: | 3 |
Start Page Number: | 285 |
End Page Number: | 297 |
Publication Date: | May 2011 |
Journal: | Optimal Control Applications and Methods |
Authors: | Wang Wei, Wang Zidong, Liu Yisha |
Keywords: | stochastic processes, programming: nonlinear, matrices |
This paper is concerned with the reliable control problem against actuator failures for a class of uncertain discrete-time stochastic nonlinear time-delay systems. The failures of actuators are quantified by a variable varying in a given interval. The stochastic nonlinearities described by statistical means cover several well-studied nonlinear functions as special cases. The time-varying delay is unknown with given lower and upper bounds. The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. Attention is focused on the analysis and design of a stable controller such that, for all possible actuator failures, stochastic nonlinearities and disturbances, time delays and admissible parameter uncertainties, the closed-loop system is exponentially mean-square stable. A linear matrix inequality approach is developed to solve the addressed problem. A numerical example is given to demonstrate the effectiveness of the proposed design approach.