Finite-Time Output Feedback Stabilization for Stochastic High-Order Nonlinear Systems

This paper investigates the problem of global finite-time output feedback stabilization in probability for a class of stochastic high-order nonlinear systems. The drift and diffusion terms satisfy the homogeneous growth conditions. Based on the stochastic Lyapunov theorem and the adding one power integrator technique, a homogeneous observer and controller are constructed for the nominal system. 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. Two examples are given to illustrate the effectiveness of the proposed design scheme.