Observer-based bang-bang control for a class of nonlinear stochastic systems

Abstract

This paper is about the bang-bang control strategy for a class of nonlinear stochastic systems. The goal is to give a new approach to stabilize the considered systems which are affected by multiplicative noises by using a state feedback control at first, then an observer-based feedback control in a second time. The so called bang-bang controller permits to ensure the almost sure exponential stability of the closed loop stochastic system.