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Keywords:
stochastic stability; composite stochastic system; feedback law; stochastic observer
stochastic stability; composite stochastic system; feedback law; stochastic observer
Summary:
The present paper addresses the problem of the stabilization (in the sense of exponential stability in mean square) of partially linear composite stochastic systems by means of a stochastic observer. We propose sufficient conditions for the existence of a linear feedback law depending on an estimation given by a stochastic Luenberger observer which stabilizes the system at its equilibrium state. The novelty in our approach is that all the state variables but the output can be corrupted by noises whereas in the previous works at least one of the state variable should be unnoisy in order to design an observer.
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