Composite Robust $H_\infty$ Control for Uncertain Stochastic Nonlinear Systems With State Delay via a Disturbance Observer

In this note, the robust stochastic stabilization and robust H
_∞
control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with the state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbance rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.