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Output-feedback control of a class of high-order stochastic nonlinear systems. (English) Zbl 1190.93087
Summary: This article investigates the problem of output-feedback stabilisation for a class of high-order stochastic nonlinear systems in which the diffusion terms depend on unmeasurable states besides the output. By introducing a new rescaling transformation, adopting an effective observer and choosing the appropriate Lyapunov function, an output-feedback controller is constructed to ensure that the equilibrium at the origin of the closed-loop system is globally asymptotically stable in probability, the output can be regulated to the origin almost surely, and the problem of inverse optimal stabilisation in probability is solved. The efficiency of the output-feedback controller is demonstrated by several simulation examples.

MSC:
93D15 Stabilization of systems by feedback
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93B52 Feedback control
93C10 Nonlinear systems in control theory
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