Global stabilization of uncertain stochastic nonlinear time‐delay systems by output feedback

Constructive control techniques have been proposed for controlling strict feedback (lower triangular form) stochastic nonlinear systems with a time‐varying time delay in the state. The uncertain nonlinearities are assumed to be bounded by polynomial functions of the outputs multiplied by unmeasured states or delayed states. The delay‐independent output feedback controller making the closed‐loop system globally asymptotically stable is explicitly constructed by using a linear dynamic high‐gain observer in combination with a linear dynamic high‐gain controller. A simulation example is given to demonstrate the effectiveness of the proposed design procedure. Copyright © 2007 John Wiley & Sons, Ltd.