Adaptive Output Feedback Stabilization of Random Nonlinear Systems with Unmodeled Dynamics Driven by Colored Noise

This paper focuses on the problem of adaptive output feedback stabilization for random nonlinear systems with unmodeled dynamics and uncertain nonlinear functions driven by colored noise. Under the assumption of unmodeled dynamics having enough stability margin, an adaptive output feedback stabilization controller is designed based on a reduced-order observer such that the state of the closed-loop system has an asymptotic gain in the 2-th moment (AG-2-M) and the mean square of the output can be made arbitrarily small by tuning parameters. A simulation example is used to illustrate the effectiveness of the control scheme.