Abstract
Composite disturbance observer-based control (DOBC) and \(H_{\infty }\) control scheme is proposed for a class of stochastic systems with nonlinear dynamics and multiple disturbances. The stochastic disturbance observer based on pole placement is constructed to estimate disturbance which is generated by an exogenous system. Then, composite DOBC and \(H_{\infty }\) controller is designed to ensure that the composite system is mean-square stable and its \(H_{\infty }\) performance satisfies a prescribed level. A numerical example validates the feasibility and effectiveness of the approach.
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