Abstract

This paper studies a class of stochastic systems with multiple disturbance, which includes white noises and disturbances modeled 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 bounded in mean square. Finally, a simulation example is given to demonstrate the feasibility and effectiveness of the proposed scheme.

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