Abstract
In this paper, the problem of anti-disturbance control is studied for non-linear systems with stochastic multiple disturbances. The multiple disturbances include two types: one is the stochastic harmonic disturbance and the other non-harmonic noise generated by a linear stochastic exogenous system. An adaptive stochastic disturbance observer (ASDO) is constructed to estimate both the two aforementioned disturbances. Combining the disturbance estimation with a conventional state feedback control law, a composite anti-disturbance control scheme is constructed such that the closed-loop system is stochastically stable, and different types of disturbances may be attenuated and rejected. By using the Lyapunov function method and linear matrix inequalities technique, sufficient conditions for the stochastic stability of the closed-loop system are established. Moreover, an adaptive stochastic extended state observer (ASESO) is proposed for the output feedback case. Finally, an application example is provided to demonstrate the effectiveness of the proposed method.
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