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The active disturbance rejection control (ADRC) is now considered as a powerful control strategy in dealing with large uncertainty covering unknown dynamics, external disturbance, and unknown part in coefficient of the control. However, all theoretical works up to present are limited to deterministic uncertainty. In this technical note, we generalize the ADRC to uncertain nonlinear systems subject to external bounded stochastic disturbance described by an uncertain stochastic differential equation driven by white noise. We first design an extended state observer (ESO) that is used to estimate both state, and total disturbance which includes the internal uncertain nonlinear part and the external uncertain stochastic disturbance. It is shown that the resulting closed-loop system is practically stable in the mean-square topology. The numerical experiments are carried out to illustrate effectiveness of the proposed approach.
Guo et al. (Mon,) studied this question.