Output feedback control of stochastic nonlinear systems based on extended state observer

In this article, we study the controller design and stability analysis for a class of stochastic cascade nonlinear systems with external disturbances. The unmeasurable external disturbance is viewed as an extended state. In order to estimate the unmeasurable system states and the external disturbance, a new extended state observer (ESO) based on the Riccati differential equation is constructed. The stochastic inverse dynamics, the error dynamics of observer, and the ESO constitute new stochastic nonlinear systems. Based on these new systems, an adaptive output feedback controller is proposed by combining stochastic input-to-state stability with backstepping design technique. In stability analysis, it has been shown that the designed controller can guarantee that all closed-loop system signals are almost surely bounded and the original system states are globally asymptotically stable in probability. Finally, a simulation example is given to the validity of the proposed method.

Automated summary

This article presents the controller design and stability analysis for stochastic cascade nonlinear systems with external disturbances. A new extended state observer based on the Riccati differential equation is constructed to estimate the unmeasurable system states and the external disturbance. An adaptive output feedback controller is proposed based on stochastic input-to-state stability and backstepping design technique. The designed controller guarantees that all closed-loop system signals are bounded and the original system states are globally asymptotically stable in probability.