Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance. (English) Zbl 0948.93053

Summary: We address the class of stochastic output-feedback nonlinear systems driven by noise whose covariance is time varying and bounded but the bound is not known a priori. This problem is analogous to deterministic disturbance attenuation problems. We first design a controller which guarantees that the solutions converge (in probability) to a residual set proportional to the unknown bound on the covariance. Then, for the case of a vanishing noise vector field, we design an adaptive controller which, besides global stability in probability, guarantees regulation of the state of the plant to zero with probability one.


93D21 Adaptive or robust stabilization
93E15 Stochastic stability in control theory
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