Practical tracking of MIMO uncertain stochastic systems driven by colored noises via active disturbance rejection control

This study addresses the practical tracking problem for a class of multi-input multi-output (MIMO) uncertain stochastic systems driven by colored noises via the active disturbance rejection control approach. The extended state observer is designed to estimate in real time the unmeasurable states and the stochastic total disturbance of each subsystem, including unknown coupling system dynamics between subsystems, colored noises, and uncertainty caused by partly unknown control parameters. Active disturbance rejection controllers based on the timely estimation of the extended state observer and compensation are then designed, guaranteeing the mean square practical convergence of the tracking errors. Some numerical simulations are performed to validate the effectiveness of the proposed control strategy.