Stabilization for a Class of Stochastic Nonlinear Systems via Output Feedback

In this paper, an output feedback stabilization is considered for a class of stochastic nonlinear systems, whose nonlinear terms admit an incremental rate depending only on the measured output. First, a high-gain observer is designed with a gain coming from a Riccatti equation. Second, by the backstepping approach, an output feedback controller is obtained, which guarantees global stability in probability and regulation of the state of the plant to zero with probability one. Third, an example is delivered to illustrate the proposed technique.