Output-Feedback Control for Stochastic Feedforward Nonlinear Systems With Markovian Switching

Abstract

This paper studies the output-feedback control for stochastic feedforward nonlinear systems with Markovian switching and unknown measurement sensitivity. By developing a stochastic dual-domination design approach, a state observer and an output feedback control law are designed. By using the generalized It $\hat {o}$ formula and Dynkin formula for Markovian switching systems, it is shown that the closed-loop system has a unique solution and the solution of the closed-loop systems is almost surely asymptotically stable. Finally, a simulation example is given to illustrate the effectiveness of the control scheme.

Keywords

• Stochastic feedforward nonlinear systems
• Markovian switching
• output feedback control