Abstract
In engineering, there exist lots of nonlinear disturbance dynamics, which can be described by nonlinear exogenous systems. The current stochastic linear disturbance observer is conservative and is not applicable for nonlinear disturbance dynamics. This paper studies a class of stochastic systems with multiple disturbances, including white noise and disturbances modelled by a nonlinear exogenous system. To estimate the disturbance with nonlinear dynamics, a stochastic nonlinear disturbance observer is proposed. Based on the observer, a nonlinear disturbance observer-based disturbance attenuation control (NDOBDAC) scheme is constructed such that the composite closed-loop system is asymptotically mean-square bounded. According to the simulation example, the state responses of the system diverge in the absence of control, but it tends to be
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