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Globally Asymptotic Stability of Stochastic Nonlinear Systems by the Output Feedback

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  • Wenwen Cheng
  • Quanxin Zhu
  • Zhangsong Yao

Abstract

We address the problem of the globally asymptotic stability for a class of stochastic nonlinear systems with the output feedback control. By using the backstepping design method, a novel dynamic output feedback controller is designed to ensure that the stochastic nonlinear closed-loop system is globally asymptotically stable in probability. Our way is different from the traditional mathematical induction method. Indeed, we develop a new method to study the globally asymptotic stability by introducing a series of specific inequalities. Moreover, an example and its simulations are given to illustrate the theoretical result.

Suggested Citation

  • Wenwen Cheng & Quanxin Zhu & Zhangsong Yao, 2015. "Globally Asymptotic Stability of Stochastic Nonlinear Systems by the Output Feedback," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-8, October.
    • Handle: RePEc:hin:jnlmpe:574906
    DOI: 10.1155/2015/574906
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