Output‐feedback control of a class of stochastic nonlinear systems with linearly bounded unmeasurable states

Abstract In this paper, the problems of stochastic disturbance attenuation and asymptotic stabilization via output feedback are investigated for a class of stochastic nonlinear systems with linearly bounded unmeasurable states. For the first problem, under the condition that the stochastic inverse dynamics are generalized stochastic input‐to‐state stable, a linear output‐feedback controller is explicitly constructed to make the closed‐loop system noise‐to‐state stable. For the second problem, under the conditions that the stochastic inverse dynamics are stochastic input‐to‐state stable and the intensity of noise is known to be a unit matrix, a linear output‐feedback controller is explicitly constructed to make the closed‐loop system globally asymptotically stable in probability. Using a feedback domination design method, we construct these two controllers in a unified way. Copyright © 2007 John Wiley & Sons, Ltd.