In this paper we present an adaptive stabilization control for systems
with unknown constant parameters and stochastic disturbances, which m
ay be neither open-loop stable nor minimum phase. The ideas come from
previous works [J. F. Zhang and H. F. Chen, Adaptive stabilization und
er the weakest condition, Proc. 31st Control and Design Conference, De
cember 14-18, 1992, pp. 3620-3621, and H. F. Chen, Continuous-Time Sto
chastic Adaptive Control Stabilizing the System and Minimizing the Qua
dratic Loss Function, Tech. Report, Institute of Systems Science, Acad
emia Sinica, Beijing, 1992], but here we not only simplify the constru
ction procedure of an adaptive control but also reduce the computation
al load significantly, so that the adaptive control in this paper is m
ore practical. Furthermore, parameter estimation is carried out in onl
y a finite time period and, unlike previous work, the parameter estima
tes are generated by ordinary differential equations rather than stoch
astic differential equations.