International Journal of Control, Vol.92, No.5, 1103-1116, 2019
On convergence of active disturbance rejection control for a class of uncertain stochastic nonlinear systems
In this paper, the practical mean-square convergence of active disturbance rejection control for a class of uncertain stochastic nonlinear systems modelled by the Ito-type stochastic differential equations with vast stochastic uncertainties is developed. We first design an extended state observer (ESO) to estimate both the unmeasured states and the stochastic total disturbance which includes unknown internal system dynamics, external stochastic disturbance without known statistical characteristics, unknown stochastic inverse dynamics, and uncertainty caused by the deviation of control parameter from its nominal value. The stochastic total disturbance is then cancelled (compensated) in the feedback loop. An ESO-based output-feedback control is finally designed analogously as for the system without uncertainties. The practical mean-square reference tracking and practical mean-square stability of the resulting closed-loop system are achieved. The numerical experiments are carried out to illustrate the effectiveness of the proposed approach.
Keywords:Stochastic nonlinear systems;active disturbance rejection control;extended state observer;stochastic disturbance;reference tracking;stability