This paper studies the problem of anti-disturbance control for a class of stochastic systems with multiple heterogeneous disturbances, which include the white noise and the non-harmonic disturbance with unknown nonlinear function. An adaptive disturbance observer is constructed to estimate the non-harmonic disturbances with unknown nonlinear function, which is approximated by neural network. A composite hierarchical anti-disturbance control (CHADC) scheme is designed by integrated Lyapunov function and linear matrix inequality (LMI), such that the expected dynamic performance of the composite system is achieved. Finally, simulations show that the approach is proper and effective.
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