International Journal of Control, Vol.88, No.3, 494-506, 2015
Global finite-time stabilisation for a class of stochastic nonlinear systems by output feedback
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.
Keywords:finite-time stability;output-feedback stabilisation;homogeneous domination approach;stochastic nonlinear systems