Integrated fault estimation and fault-tolerant control for stochastic systems with Brownian motions

This paper presents an integrated robust fault estimation and fault‐tolerant control technique for stochastic systems subjected to Brownian parameter perturbations. The augmented system approach, unknown input observer method, and optimization technique are integrated to achieve robust simultaneous estimates of the system states and the means of faults concerned. Meanwhile, a robust fault‐tolerant control strategy is developed by using actuator and sensor signal compensation techniques. Stochastic linear time‐invariant systems, stochastic systems with Lipschitz nonlinear constraint, and stochastic systems with quadratic inner‐bounded nonlinear constraint are respectively investigated, and the corresponding fault‐tolerant control algorithms are addressed. Finally, the effectiveness of the proposed fault‐tolerant control techniques is demonstrated via the drivetrain system of a 4.8 MW benchmark wind turbine, a 3‐tank system, and a numerical nonlinear model.