Fault estimation and fault-tolerant control for discrete-time stochastic systems with actuator and sensor fault

This paper studies the fault estimation (FE) and fault-tolerant control (FTC) for discrete-time stochastic systems, where the actuator fault and sensor fault are both considered. By introducing virtual noise, the faults are extended to the state as the augmented system. Next, the Kalman filter (KF) is applied to the augmented system, then the optimal state estimation and fault estimation are obtained. Based on the state and fault estimation, an active fault-tolerant controller is designed to ensure the stability of the system. Numerical simulation verifies the effectiveness of this method.