Robust Reliable Guaranteed Control for Discrete-Time Markov Jump Linear Systems with Actuator Failures

This paper is concerned with the robust reliable guaranteed cost control problem for discrete-time Markovian jump systems with actuator failures. A more practical model of actuator failures than outage is considered. Based on the state feedback method, the resulting closed-loop systems are reliable in that they remain robust stochastically stable and satisfy cost function not only when all actuators are operational, but also in case of some actuator failures. The solvability condition of controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities (LMIs). A numerical example is also given to illustrate the design procedures and their effectiveness.