摘要：AbstractThe paper deals with the problem of state estimation of ”two-component” systems where the second vector-component may have unknown nonlinear Lipschitz-type dynamics and is subjected to stochastic perturbations of additive and multiplicative types. Both vector components governed by a system of stochastic differential equations with state dependent diffusion. The system is supposed to be quadratically stable in the mean-square sense. We consider a sliding mode observer with the gain parameter linearly depending on the norm of the output estimation error which is available during the process. The theoretical results are supported by numerical simulations.
