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Adaptive state-feedback stabilization for high-order stochastic nonlinear systems driven by noise of unknown covariance. (English) Zbl 1264.93203

Summary: We consider more general high-order stochastic nonlinear system driven by noise of unknown covariance and its adaptive state-feedback stabilization problem. A smooth state-feedback controller is designed to guarantee that the origin of the closed-loop system is globally stable in probability.

MSC:

93D10 Popov-type stability of feedback systems
60G35 Signal detection and filtering (aspects of stochastic processes)
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