Global output feedback stabilisation of a class of stochastic systems with unknown growth rate

ABSTRACT

This paper is concerned with the global output feedback stabilisation problem for a class of stochastic systems with unknown growth rate. The output of the system under consideration contains unknown measurement sensitivity, and the nonlinear terms of the system are assumed to be bounded by states multiplied by an unknown constant. An improved double-domination approach, in which one time-varying gain dominates the unknown nonlinear terms and another constant gain dominates unknown measurement sensitivity, is successfully proposed to construct a full-dimensional state observer and an output feedback controller. Further, it is shown that all signals of the resulting closed-loop system converge to zero almost surely. The effectiveness of the proposed control scheme is demonstrated by a simulation example.

KEYWORDS:

• Stochastic systems
• unknown growth rate
• global stabilisation
• output feedback
• double-domination approach

Acknowledgments

The authors wish to thank the anonymous referees and the editor for their constructive comments and suggestions, which improved the presentation of this paper.

Disclosure statement

No potential conflict of interest was reported by the authors.

ORCID

Hanfeng Li  http://orcid.org/0000-0003-1485-7796

Xianfu Zhang  http://orcid.org/0000-0001-9232-6099

Additional information

Funding

This work was supported by the National Natural Science Foundation of China [grant numbers 61573215, 61873334, 61573218, and 61603227].