The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Digital data supplied by author. Data-conversion by PTP-Berlin, Stefan Sossna e.K. Cover-Design: design & production GmbH, Heidelberg Printed on acid-free paper 62/3020Rw -5 4 3 2 1 0 TO OUR WIVES, BELOVED CHILDREN AND DEAR PARENTS Preface Modern technological systems rely on sophisticated control functions to meet increased performance requirements. For such systems, Fault Tolerant Control Systems FTCSs need to bedeveloped. FTCSs can bebroadly classi ed into passive and active.A Passive FTCS PFTCS can tolerate a prede ned set of faults while accomplishing its mission satisfactory without the need for control recon guration.Active FTCS AFTCS, on the other hand, relies on a Fault Detection and Identication FDI process to monitor system performance, and to detect and isolate faults in the system. Accordingly, the control law is recon gured on-line. The dynamic behavior of AFTCS can be modelled by S t o c hastic Di erential Equations SDE, due to the fact that faults are random in nature, and the FDI decisions are non-deterministic.In general, SDE can beclassi ed into two categories: SDE perturbed by white Gaussian noise Ito di erential equations, and SDE whose coe cients vary randomly with Markovian characteristics hybrid systems.The dynamic behavior of an AFTCS belongs to the class of hybrid systems. It is hybrid because it combines boththe Euclidean space for system dynamics and the discrete space for fault-induced changes. Stochastic stability of AFTCS is of prime importance. Substantial results for the stability of hybrid systems were obtained using the Lyapunov function approach and the supermartingale property.