The problem of anti-disturbance control is studied for a class of stochastic systems with multiple heterogeneous disturbances, which include three kinds of disturbance. One is the non-harmonic disturbance coupled with system state and control input. The other one is an unexpected nonlinear signal described as a nonlinear function. The third one is white noise. An adaptive nonlinear disturbance observer (ANDO) is constructed to estimate non-harmonic disturbance. Based on which, a new adaptive nonlinear disturbance observer-based control (ANDOBC) strategy is developed such that the composite system is asymptotically bounded in mean square. Simulation results are given to show its effectiveness of the proposed method.
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