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 Lyapunovbased 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.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Control and Optimization
- Applied Mathematics