Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise (Q936213)

Summary: This paper deals with dynamic output feedback control of continuous-time active fault tolerant control systems with Markovian parameters and state-dependent noise. The main contribution is to formulate conditions for multiperformance design, related to this class of stochastic hybrid systems, that take into account the problematic resulting from the fact that the controller only depends on the fault detection and isolation process. The specifications and objectives under consideration include stochastic stability, \(\mathcal H_{2}\) and \(\mathcal H_{\infty }\) (or more generally, stochastic integral quadratic constraints) performances. Results are formulated as matrix inequalities. The theoretical results are illustrated using a classical example from literature.