Output-feedback and inverse optimal control of a class of stochastic nonlinear systems with more general growth conditions. (English) Zbl 1397.93197

Summary: This paper investigates the problem of output-feedback stabilization for a class of stochastic nonlinear systems in which the nonlinear terms depend on unmeasurable states besides measurable output. We extend linear growth conditions to power growth conditions and reduce the control effort. By using backstepping technique, choosing a high-gain parameter, an output-feedback controller is designed to ensure the closed-loop system to be globally asymptotically stable in probability, and the inverse optimal stabilization in probability is achieved. The efficiency of the output-feedback controller is demonstrated by a simulation example.


93E03 Stochastic systems in control theory (general)
93D15 Stabilization of systems by feedback
93C10 Nonlinear systems in control theory
93B52 Feedback control
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