Composite hierarchical antidisturbance control for a class of discrete-time stochastic systems

In this paper, antidisturbance control and estimation problem are discussed for a class of discrete-time stochastic systems with nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors. A disturbance observer is constructed to estimate the disturbance with partially known information. A composite hierarchical antidisturbance control scheme is proposed by combining disturbance observer and H-infinity control. It is proved that the 2 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 scheme.