Reliable guaranteed-cost control for a class of nonlinear stochastic systems with fading performance output

This paper is concerned with the reliable guaranteed-cost control problem for a class of discrete nonlinear stochastic systems with actuator failures and fading performance output. The stochastic nonlinearities described by statistical means could cover several types of well-studied stochastic nonlinearities. Moreover, the phenomenon of fading performance output occurs in a random way and the fading probability is governed by a random variable satisfying a certain probability distribution with known conditional probability. The main purpose of this paper is to design a reliable controller, over a given finite-horizon, such that the optimized upper bound to the pre-defined performance index is guaranteed for the addressed systems in the presence of actuator failures, stochastic nonlinearities and fading performance output. Finally, a numerical example is given to illustrate the effectiveness of the proposed control scheme.