Robust Reliable H Infinity Control for Discrete-Time Markov Jump Systems

This paper is concerned with the robust reliable Hinfin 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 a certain level of Hinfin disturbance attenuation 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.