摘要：AbstractThis paper addresses the design of a practically sound control architecture to solve the problem of feedback linearisation and stabilisation of single-input single-output nonlinear stochastic systems. We first present a causal method to obtain, from measurements of the state, a-posteriori estimates of the variations of the Brownian motion which affected the system. Then we employ these estimates to design a control law that approximately compensates for the diffusive dynamics of the system. We address the local stabilisation problem and we prove that the control law which performs the proposed stochastic compensations stabilises a broader class of systems with respect to feedback laws without compensation. We finally validate the theory through a numerical example.
