Extended state observer for MIMO nonlinear systems with stochastic uncertainties

ABSTRACT

In this paper, both linear extended state observer (ESO) and nonlinear ESO with homogeneous weighted functions are proposed for a class of multi-input multi-output (MIMO) nonlinear systems composed of coupled subsystems with large stochastic uncertainties. The stochastic uncertainties in each subsystem including internal coupled unmodelled dynamics and external stochastic disturbance without known statistical characteristics are lumped together as the stochastic total disturbance (extended state) of each subsystem. The linear ESO and nonlinear ESO are designed separately for real-time estimation of not only the unmeasured state but also the stochastic total disturbance of each subsystem. The practical mean square convergence of these two classes of ESOs are developed. Some numerical simulations are presented to demonstrate the effectiveness of the ESOs with the advantages of smaller peaking values and more accurate estimation by the nonlinear ESO.