Continuous finite‐time state feedback stabilizers for some nonlinear stochastic systems

This paper is concerned with the problem of finite‐time stabilization for some nonlinear stochastic systems. Based on the stochastic Lyapunov theorem on finite‐time stability that has been established by the authors in the paper, it is proven that Euler‐type stochastic nonlinear systems can be finite‐time stabilized via a family of continuous feedback controllers. Using the technique of adding a power integrator, a continuous, global state feedback controller is constructed to stabilize in finite time a large class of two‐dimensional lower‐triangular stochastic nonlinear systems. Also, for a class of three‐dimensional lower‐triangular stochastic nonlinear systems, a recursive design scheme of finite‐time stabilization is given by developing the technique of adding a power integrator and constructing a continuous feedback controller. Finally, a simulation example is given to illustrate the theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.

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