Output regulation control for stochastic systems with additive noise

Abstract

This paper investigates the robust output regulation problem for stochastic systems with additive noises. As is known, for the output regulation control problem, a general method is to regard that the system is disturbed by an autonomous exosystem (which is consisted by external disturbances and reference signals), and for the system disturbed by the white noise, the stochastic differential equations (SDEs) should be utilized in modeling, accordingly, a controller with a feedforward regulator is constructed for the stochastic system with an exosystem, which can not only cancel the external disturbance, but also transform the trajectory tracking problem into the stabilization problem; In consideration of the state variables in stochastic systems cannot be measured completely, we embed an observer to the controller, such that the random interference can be suppressed, and the trajectory tracking can be achieved. Based on the stochastic control theory, the criteria of the exponential practical stability in the mean square is presented for the closed-loop system, finally, through tuning the controller parameters, the mean square of the tracking error can converge to an arbitrarily small neighborhood of the origin.