Finite-time stabilization for a class of stochastic high-order nonlinear systems

Abstract

This paper discusses the problem of global finite-time output feedback stabilization in probability for a class of stochastic high-order nonlinear systems. A homogeneous observer and controller are constructed for the nominal system based on the stochastic Lyapunov theorem and the adding one power integrator technique. Then, a scaling gain is introduced into the homogenous observer and controller to render the closed-loop system to be globally finite-time stable in probability. A simulation example is given to illustrate the effectiveness of the proposed design scheme.