Output-feedback control for stochastic nonlinear systems
随机非线性系统的输出反馈控制

For a class of stochastic nonlinear systems satisfying linear growth condition, the paper studies the outputfeedback stabilization problem. Being different from all the existing references, because of the unmeasurable states existing in the linear growth condition, this paper introduces an undetermined high-gain observer. By using the backstepping design technique, we constructively give a design of the output-feedback controller. The high-gain parameter is appropriately chosen to make the zero solution of the closed-loop system globally asymptotically stable in probability, and regulate the output to the origin almost surely.