Output tracking for nonlinear stochastic systems driven by bounded and colored noises

In this paper, we consider practical tracking problem for a class of nonlinear stochastic systems driven by bounded and colored noises by means of active disturbance rejection control approach. The nonlinear extended state observer with homogeneous weighted functions is constructed to estimate in real time the unmeasurable state and the total stochastic disturbance that affects system performance. An observer-based output feedback is designed to guarantee the almost surely practical convergence of the tracking errors. The existence of the global weak solution of the closed-loop system is proved and the tracking convergence accuracy is shown to be higher than that of linear one under the same tuning parameters. Some numerical simulations are carried out to validate the effectiveness of the proposed controller.