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

Summary 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 ∞ 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.