Global finite-time stabilization via output-feedback for a class of stochastic nonlinear systems

In this paper, the problem of finite-time stabilization via output-feedback is investigated for a class of continuous but non-smooth stochastic nonlinear systems. In order to deal with the Itô correction terms, we apply a rescaling transformation for the stochastic nonlinear systems. By extending the adding-a-power-integrator technique and a new observer design, we design an output-feedback controller to guarantee that the equilibrium of the closed-loop system is globally finite-time stable in probability. A numerical simulation example is given to illustrate the effectiveness of the proposed approach.