We consider a controlled quantum system whose finite dimensional state is governed by a discrete-time nonlinear Markov process. In open-loop, the measurements are assumed to be quantum non-demolition (QND). The eigenstates of the measured observable are thus the open-loop stationary states: they are used to construct a closed-loop supermartingale playing the role of a strict control Lyapunov function. The parameters of this supermartingale are calculated by inverting a Metzler matrix that characterizes the impact of the control input on the Kraus operators defining the Markov process. The resulting state feedback scheme, taking into account a known constant delay, provides the almost sure convergence to the target state. This convergence is ensured even in the case where the filter equation results from imperfect measurements corrupted by random errors with conditional probabilities given as a left stochastic matrix. Closed-loop simulations corroborated by experimental data illustrate the interest of such nonlinear feedback scheme for the photon box, a cavity quantum electrodynamics system. (C) 2013 Elsevier Ltd. All rights reserved.