Stochastic input-to-state stability and applications to global feedback stabilization (Q4955086)

The author considers the stochastic composite system described by the following stochastic differential Ito equations \[ \Sigma_1 :dx =f_1 (x,u)dt+ g_1(x,u) dw(t) \] \[ \Sigma_2: dy=f_2 (x,y,u)dt +g_2(x,y,u) dw(t) \] where \((x,y) \in\mathbb{R}^n \times\mathbb{R}^k\) are the vectors of state, \(u\in \mathbb{R}^m\) is the control (input) vector, \(f_i,g_i, i=1,2\) are nonlinear vector functions of appropriate dimensions and \(w\in\mathbb{R}\) is a standard Wiener process. The author introduces new definitions of stochastic \(\gamma\)-input to state stability and derives sufficient conditions for global stabilization in two cases, i.e., by means of output (linear and bounded) static feedback and by a dynamic feedback controller.