Abstract
ABSTRACTAn elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.
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