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Composite control with observers for a class of stochastic systems with multiple disturbances

In this paper, the composite anti-disturbances control problem is considered for a class of stochastic systems with multiple disturbances. The states of the system are assumed to be unavailable. A state observer and a disturbance observer are constructed to estimate the states and the matched disturbance respectively. Based on the estimated values of state observer and disturbance observer, a non-fragile composite controller is designed to achieve disturbance attenuation and rejection. By means of the technique of the disturbance compensation control and stochastic control theory, some sufficient conditions are obtained to guarantee that the closed-loop system is asymptotically bounded in mean square or asymptotically stable in probability. Finally, a numerical example is given to verify the validity of the obtained results.