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Global finite-time stabilisation for a class of stochastic nonlinear systems by output feedback
journal contributionposted on 2015-01-01, 00:00 authored by Q Lan, S Li, Sui Yang KhooSui Yang Khoo, P Shi
In this paper, the problem of global finite-time stabilisation by output feedback is considered for a class of stochastic nonlinear systems. First, based on homogeneous systems theory and the adding a power integrator technique, a homogeneous reduced order observer and control law are constructed in a recursive manner for the nominal system. Then, the homogeneous domination approach is used to deal with the nonlinearities in drift and diffusion terms; it is shown that the proposed output-feedback control law can guarantee that the closed-loop system is global finite-time stable in probability. Finally, simulation examples are carried out to demonstrate the effectiveness of the proposed control scheme.