Output-feedback stochastic nonlinear stabilization

Abstract

The authors present the first result on global output-feedback stabilization (in probability) for stochastic nonlinear continuous-time systems. The class of systems that they consider is a stochastic counterpart of the broadest class of deterministic systems for which globally stabilizing controllers are currently available. Their controllers are "inverse optimal" and possess an infinite gain margin. A reader of the paper needs no prior familiarity with techniques of stochastic control.