STOCHASTIC NONLINEAR STABILIZATION .1. A BACKSTEPPING DESIGN

While the current robust nonlinear control toolbox includes a number o f methods for systems affine in deterministic bounded disturbances, th e problem when the disturbance is unbounded stochastic noise has hardl y been considered. We present a control design which achieves global a symptotic (Lyapunov) stability in probability for a class of strict-fe edback nonlinear continuous-time systems driven by white noise. In a c ompanion paper, we develop inverse optimal control laws for general st ochastic systems affine in the noise input, and for strict-feedback sy stems. A reader of this paper needs no prior familiarity with techniqu es of stochastic control. (C) 1997 Published by Elsevier Science B.V.