Adaptive Output Feedback Control for a Class of Stochastic Nonlinear Systems with SiISS Inverse Dynamics

The adaptive stabilization scheme based on tuning function for stochastic nonlinear systems with stochastic integral input-to-state stability (SiISS) inverse dynamics is investigated. By combining the stochastic LaSalle theorem and small-gain type conditions on SiISS, an adaptive output feedback controller is constructively designed. It is shown that all the closed-loop signals are bounded almost surely and the stochastic closed-loop system is globally stable in probability.