Global output feedback stabilization for a class of stochastic nonlinear systems

This paper addresses the problem of output feedback stabilization for a class of stochastic nonlinear systems whose output gain is not precisely known, which implies system state x1 is unmeasurable. Thus, the normal high-gain observer used in output feedback control design for many stochastic systems is not available. By introducing a new observer without requiring the information of system state x1 and applying the backstepping technique, we success to design a linear controller with an appropriate choice of the design parameters to render the closed-loop system globally asymptotically stable in probability. A simulation result is given to show the effectiveness of the proposed design scheme.