Minimal-order observer and output-feedback stabilization control design of stochastic nonlinear systems

A minimal-order observer and output-feedback stabilization control are given for single-input multi-output stochastic nonlinear systems with unobservable states, unmodelled dynamics and stochastic disturbances. Based on the observer designed, the estimates of all observable states of the system are given, and the convergence of the estimation errors are analyzed. In addition, by using the integrator backstepping approach, an output-feedback stabilization control is constructively designed, and sufficient conditions are obtained under which the closed-loop system is asymptotically stable in the large or bounded in probability, respectively.