DYNAMIC DISTURBANCE MINIMIZATION CONTROL FOR DISCRETE NONLINEAR STOCHASTIC-SYSTEMS

A dynamic feedback control scheme is proposed to reduce the effect of process and measurement disturbances of known wave-form for a class of discrete non-linear stochastic systems. A Lyapunov-based non-linear filter developed previously by the authors is utilized for the estimation of the disturbance state and combined with a least-squares-type control action in a certainty equivalence manner for disturbance reduction. In order to illustrate the performance of the proposed dynamic disturbance rejection technique, three examples which address some important cases are provided.