This paper proposes a Fully Probabilistic control framework for stochastic systems with multiplicative noise and external disturbance. The proposed framework consists of two main components, the disturbance observer based compensator to reject the modelled disturbance, and the Fully Probability Design (FPD) controller to achieve the regulation objective. The disturbance observer is developed based on Bayes' theory following a probabilistic framework. Compared with the conventional FPD, the new framework in this paper is extended to deal with multiplicative noise, and at the same time improve the performance of the control system by rejecting external disturbances. The convergence analysis of the estimation and control processes is also provided. Finally, a numerical example is given to illustrate the effectiveness of the proposed control method.
Bibliographical noteThis work is licensed under a Creative Commons Attribution 4.0 License. For more information, see https://creativecommons.org/licenses/by/4.0/.
Funding: This work was supported by the Leverhulme Trust under Grant RPG-2017-337.
- Fully probabilistic design
- disturbance observer based control
- multiplicative noise
- stochastic systems control