Risk-averse feedback for stochastic fault-tolerant control systems with actuator failure accommodation

In this paper, an innovative baseline control strategy for the linear-quadratic class of stochastic fault-tolerant control systems with performance risk aversion has been obtained. Moreover, an efficient paradigm of determining mathematical statistics associated with performance robustness is developed, upon which the model uncertainties of time-varying parameter perturbations and critical actuator failures of the stuck-type ones are also treated in the stochastic framework. The synthesis of risk-averse state feedback control law is shown feasible by the use of adapted dynamic programming approach to the optimal statistical control problem considered herein.