Global output feedback stabilization for a class of stochastic nonlinear systems

This paper addresses the problem of global finite-time stabilization in probability for a class of stochastic nonlinear systems via output feedback. To solve the problem, we firstly construct a homogeneous observer and controller in a recursive way for the nominal system without the perturbing nonlinearities. Then, by employing the homogeneous domination approach and using stochastic finite-time stability theorem, it can be guaranteed that the closed-loop system is globally finite-time stable in probability. A simulation example is presented to illustrate the effectiveness of the proposed design scheme.