Received: 23 August 2017 Accepted: 8 May 2018

DOI: 10.1002/rnc.4242

S H O RT C O M M U N I C AT I O N

Global output-feedback stabilization for stochastic

nonlinear systems: A double-domination approach

Zong-Yao Sun1 Yu Shao1 Chih-Chiang Chen2 Qinghua Meng3

1
Institute of Automation, Qufu Normal
University, Qufu, China Summary
2
Department of Systems and Naval This paper is concerned with global stabilization via output feedback for a class
Mechatronic Engineering, National Cheng
of stochastic nonlinear systems with time-varying continuous output function.
Kung University, Tainan, Taiwan
3 Under linear growth conditions, a new double-domination method is proposed
School of Mechanical Engineering,
Hangzhou Dianzi University, Hangzhou, for the first time to construct an output-feedback stabilizing controller. Differ-
China ent from the related results, the design of the observer is performed without
Correspondence
using the information on the output function and nonlinearities. This paper
Zong-Yao Sun, Institute of Automation, also provides a viewpoint at the feedback stabilization to eliminate the contin-
Qufu Normal University, Qufu 273165, uous measurement error originating from inaccurate detection of system state.
China.
Email: sunzongyao@sohu.com A simulation example is presented to demonstrate the effectiveness of control
strategy.
Funding information
National Natural Science Foundation of K E Y WO R D S
China, Grant/Award Number: 61773237,
61374004 and 61473170; China double-domination, global stabilization, observer construction, output feedback, stochastic
Postdoctoral Science Foundation Funded nonlinear systems
Project, Grant/Award Number:
2017M610414; Shandong Province Quality
Core Curriculum of Postgraduate
Education, Grant/Award Number:
SDYKC17079; Zhejiang Provincial Natural
Science Foundation, Grant/Award
Number: LY16E050003; Ministry of
Science and Technology of Taiwan,
Grant/Award Number: MOST
106-2218-E-006-026-

1 I N T RO DU CT ION

Global stabilization by output feedback is known as one of the most challenging problems in the field of nonlinear control,
and the central reason comes from the fact that no unified methods could be used to construct the state observer.1-4
Fortunately, ever since the introduction of the adding a power integrator method5 and nonseparation principle paradigm,6
numerous interesting results on output-feedback stabilization have been achieved for uncertain nonlinear systems with
various structures and restrictions (see other works7-24 and the references therein).
Looking back on the existing results, it is not hard to see that control design is mainly based on reasonable conditions
imposed on nonlinearities, and this accounts for intrinsic nonlinear properties, such as finite escape time and multi-
ple isolated equilibria. It needs to be emphasized that actual structures of nonlinearities determine the construction of
observers. If nonlinearities are precisely known, they do not have to be filtered in designing observers.1-3 However, if non-
linearities include unmeasurable states or unknown parameters, one has to eliminate their deteriorative effects in search

Int J Robust Nonlinear Control. 2018;1–12. wileyonlinelibrary.com/journal/rnc Copyright © 2018 John Wiley & Sons, Ltd. 1
2 SUN ET AL.

for observers, and a common assumption is that nonlinearities should be in a triangular form with certain growth con-
ditions. For example, an output-feedback compensator based on a linear observer was presented in the work of Qian
and Lin6 under known linear growth conditions, and the cases of unknown linear growth were investigated in other
works,7-10 where dynamic gains and time-varying filters were used to construct the unmeasured states. Of course, linear
growth conditions are not applicable to high-order nonlinear systems, which have uncontrollable linearization around the
origin, so homogeneous technique was used to relax the restrictions on nonlinearities,11-13 and this, in turn, provided a
new viewpoint at the output-feedback stabilization of nonlinear systems in other works.7-10,14
In practice, the limited measurement techniques and tools render that the sensors fail to detect system states accurately.
An example was under-actuated, weakly coupled, and unstable mechanical systems considered in the work of Su et al,15
where the performance of hardening spring may be deteriorated, so that the precise relationship between the output and
the state is difficult to obtain. Another typical example was given in the work of Zha et al,16 in which the output of an
infrared sensor for the distance measurement of a magnetic bearing suspension system may suffer from 10% measurement
error. These examples opened up a new path to investigate the problem of global stabilization, and Zhai and Qian17 took
the first step toward this direction. We should point out that the time derivative of the output function, which itself could
be unknown, has to be existent, whereas it is impossible in many stabilization problems since the measurement error
changes with time and makes the output function not differentiable but continuous. Although Su et al15 and Zha et al16
shed some light on manipulating isolated measurement error with the help of state feedback, that is, the time derivative
of the output function exists almost everywhere, it did not consider the general case of continuous measurement error.
What is worse, the systems inevitably suffer from white Gaussian noise and serious nonlinear properties. As a result, an
interesting question is proposed immediately:
Under the new stochastic setting, how to achieve global stabilization by output feedback when the output function is only
continuous and nonlinearities are unknown.
This paper will provide the affirmative solution to the above question. There are three troublesome difficulties that
we are facing. The first is to find the feasible conditions of time-varying measurement error since the connection of the
output and the state cannot be directly used in constructing state observer and the desired controller. The second is to
find how large uncertainties will be allowed to construct an output-feedback stabilizing controller since nonlinearities
are uncertain in nature, and the appearance of the diffusion and Hessian terms increases the complexity in design pro-
cesses. The third is from incapability of the output function in the selection of an appropriate Lyapunov function since
the time derivative of the output function does not exist at all. All of these render the estimate of the state and the con-
struction of the controller rather difficult. To this end, we implant two domination gains in a linear state observer and an
output-feedback controller respectively in the stochastic setting. The designed controller guarantees that the equilibrium
at the origin of the closed-loop systems that have an almost surely unique solution is globally asymptotically stable in
probability. The contributions of this paper are characterized by the following novel features. (i) The construction of the
observer is substantially different from those in other works,6-14 in the sense that the information on the output function
and nonlinearities is not used in the observer design. (ii) For the first time, we present a double-domination approach to
effectively handle time-varying measurement error and uncertain nonlinearities for a class of stochastic nonlinear sys-
tems. (iii) A new perspective is provided to solve continuous measurement error in the output-feedback stabilization, and
skillful transformation techniques are introduced to implement the construction of Lyapunov function.
Notation. We adopt the following notations throughout this paper. For a given real vector x = [x1 , … , xn ]T , the norm is
∑n 1 ∑n ∑m
defined by ||x|| = ( i=1 xi2 ) 2 . For a given real matrix A = (ai j )n × m , AT is the transpose of A; ||A||F = ( i=1 𝑗=1 a2i 𝑗 )1∕2
∑m
denotes Frobenius norm; and ||A||∞ = max1≤i≤n 𝑗=1 |ai 𝑗 | denotes the norm of row sum. When m = n, Tr(A) =
∑n
i=1 aii is referred to as the trace of A, and 𝜆min (A), 𝜆max (A) denote the minimum and maximum eigenvalue of A,
respectively. A continuous mapping 𝛽 ∶ [0, ∞) → [0, ∞) is said to be a class ∞ function if it is strictly increasing and
𝛽(0) = 0, 𝛽(r) → ∞, r → ∞. For a continuously differentiable function V ∶ Rn → R+ , it is positive definite if V(x) ≥ 0
and V(x) = 0 if and only if x = 0; it is negative definite if −V(x) is positive definite; it is positive definite, decrescent,
and radially unbounded if W1 (x) ≤ V(x) ≤ W2 (x) with W1 (x) and W2 (x) being class ∞ functions. The arguments of
functions are sometimes simplified, for instance, a function f (x(t)) is denoted by f (x), f (·) or f.

2 PROBLEM FO RMULATION AND PRELIMINARIES

In this paper, we consider the problem of global output-feedback stabilization for a class of stochastic nonlinear systems
described by
SUN ET AL. 3

⎧dxi (t) = xi+1 (t)dt + 𝑓i (t, x(t), u(t)) dt + gT (t, x(t), u(t)) d𝜔,
⎪ i
⎨ n
dx (t) = u(t)dt + 𝑓n (t, x(t), u(t)) dt + g T
n (t, x(t), u(t)) d𝜔, (1)
⎪
⎩𝑦(t) = 𝜃(t)x1 (t),
where i = 1, … , n − 1, x(t) = [x1 (t), … , xn (t)]T ∈ Rn is system state with initial conditions x(0) = x0 , u(t) ≜ xn+1 (t) ∈ R
and 𝑦(t) ∈ R are control input and system output, respectively. 𝜃(t) ∶ R+ → R, which represents time-varying measure-
ment error, is a continuous function, 𝑓i ∶ R × Rn × R → R and gi ∶ R × Rn × R → Rr are continuous in the first argument
and locally Lipschitz in the rest of the arguments. 𝜔 is an r-dimensional standard Wiener process defined on a probability
space (Ω, ϝ, P) with Ω being a sample space, ϝ being a 𝜎-field, and P being a probability measure. Only the output y(t) is
available in control design.
The following assumptions are needed.
Assumption 1. For each i = 1, … , n, there exists a constant c ≥ 0 such that

∑
i
|𝑓i (t, x, u)| + ‖gi (t, x, u)‖ ≤ c |x𝑗 |. (2)
𝑗=1

Assumption 2. For the continuous function 𝜃(t), there is a known positive parameter 𝜃̄ satisfying |1 − 𝜃(t)| ≤ 𝜃̄ <
̄
𝜃 ∗ < 1, and 𝜃 ∗ is an allowable sensitivity error of 𝜃.
Assumption 1 used in other works1,3,6 implies that unknown functions fi and gi are bounded by unmeasured states with
a linear growth rate and allows the degree of uncertainties to construct a possible stabilizing controller. Assumption 2 is
sharp due to the emergence of 𝜃(t). To see this point, we consider a second-order linear system ẋ 1 (t) = x2 (t), ẋ 2 (t) = u(t)
with the output y(t) = 𝜃(t)x1 (t), where 𝜃(t) continuously varies in a certain interval because of measurement error. There
are two methods to solve it at first sight. One is the separation principle widely applied in the case of 𝜃(t) = 1. As in the
work of Krstić et al,1 a Luenberger observer can be designed as x̂̇ 1 (t) = x̂ 2 (t)+0.2𝑦(t)−0.2̂x1 (t), x̂̇ 2 (t) = u(t)+0.2𝑦(t)−0.2̂x1 (t),
and the controller can be constructed as u(t) = −0.2̂x1 (t) − 0.2̂x2 (t). However, if 𝜃(t) jumps from a value to another
one, the controller prepared for the initiator can no longer stabilize the system, since 𝑦(t) − x̂ 1 (t) = x1 (t) − x̂ 1 (t) in the
aforementioned work1 is now replaced by 𝑦(t) − x̂ 1 (t) = 𝜃(t)(x1 (t) − x̂ 1 (t)) − (1 − 𝜃(t))̂x1 (t), complex stability analysis of
time-varying systems will be terminated for the impossible manipulation of 𝜃(t). Another method is to take advantage of
the maneuver in the work of Zhai and Qian,17 but the crucial technique has to require the differentiability of the output,
that is, 𝜃(t) is differentiable. If so, the original system can be rewritten as 𝑦(t) ̇ = 𝜃(t)x2 (t) + 𝜃(t)x ̇ 1 , ẋ 2 (t) = u(t). The new
1,6,7,10
system is a typical form in other works, and standard methods allow to construct an output-feedback controller.
Remark 1. Physical meaning of Assumption 2 is explained as follows. In fact, |1 − 𝜃(t)| ≤ 𝜃̄ < 1 is equivalent to
1 − 𝜃̄ ≤ 𝜃(t) ≤ 1 + 𝜃,
̄ that is, the central value of 𝜃(t) is 1. However, 𝜃(t) usually varies in a certain interval [𝜃 1 , 𝜃 2 ] with
𝜃 2 > 𝜃 1 > 0 in practice. In such case, one can define the new output as 𝑦(t) ̄ 1 (t), 𝜃(t)
̄ = 𝜃(t)x ̄ = 2𝜃(t) , then 𝜃(t) ∈
𝜃 +𝜃 1 2
̄ ∈ [1 − 𝜃2 −𝜃1 , 1 + 𝜃2 −𝜃1 ], which coincides with Assumption 2. Time-varying measurement error
[𝜃 1 , 𝜃 2 ] will lead to 𝜃(t) 𝜃 +𝜃
1 2 𝜃 +𝜃
1 2
denoted by 𝜃(t) describes the possible deviation between the state x1 and the output y. An ideal case is 𝜃(t) = 1, that
is, y = x1 . However, the limited measurement techniques and tools render that y cannot be equal to x1 accurately. As
a result, time-varying measurement error is proposed to demonstrate such phenomenon. More specifically, x1 cannot
be used in the construction of the observer and the controller directly due to its uncertainty, whereas y is measurable
and can be used directly. Of course, 𝜃(t)y(t) cannot be used to design the controller because 𝜃(t) is unknown.

Remark 2. Obstacles in extending the related works to the case in this paper can be seen from two aspects. (i) It is not
easy to find the feasible range of 𝜃̄ since the information on 𝜃(t) must be used in the design of the output-feedback
controller. (ii) It is unclear what kind of observers should be constructed since the effects of time-varying 𝜃(t) should
be effectively eliminated in the analysis of observer performances.
Now, we list four technical Lemmas that will be used.
Lemma 1. For a given constant p > 0 and all xi ∈ R, i = 1, … , n, there is
(|x1 | + · · · + |xn |)𝑝 ≤ C𝑝 (|x1 |𝑝 + · · · + |xn |𝑝 ), (3)
where Cp = 1 if 0 < p ≤ 1 and Cp = np − 1 if p > 1.
4 SUN ET AL.

√
Lemma 2. For a given real matrix A = (aij )n × m , there is ||A||∞ ≤ m||A||F . If m = n, then Tr(A) ≤ n||A||∞ .

Lemma 3. For given positive real numbers m, n and a function a(x, y), there holds for any x ∈ R, 𝑦 ∈ R,
( )m
n m n m+n
|a(x, 𝑦)x 𝑦 | ≤ c(x, 𝑦)|x|
m n m+n
+ · |a(x, 𝑦)| n |𝑦|m+n ,
m + n (m + n)c(x, 𝑦)
where c(x, y) > 0.
] [
Q S
Lemma 4. For given matrices Q ∈ Rm×m , R∈ Rn×n , S∈ Rm×n , T
suppose Q = Q , R = R , then T
is positive
ST R
definite if and only if Q is positive definite and R − ST Q−1 S > 0.
The proofs of Lemmas 1 to 4 can be found in other works,25-28 respectively.

3 O UT P U T- FE E DBACK CO N T RO L D ESIGN

3.1 Construction of linear observer

To begin with, we construct the following linear observer:
{
x̂̇ i (t) = x̂ i+1 (t) − Li ai x̂ 1 (t), i = 1, … , n − 1,
(4)
x̂̇ n (t) = u(t) − Ln an x̂ 1 (t),

where L ≥ 1 is a constant to be specified later, and positive constants a1 , … , an are coefficients of Hurwitz polynomial
h1 (s) = sn + a1 sn − 1 + · · · + an − 1 s + an .
Remark 3. Compared with observers in other works,6,7,10,17 the new element in (4) lies in two aspects. System output
y(t) is not used in the observer, which avoids introducing unknown time-varying 𝜃(t). The parameter L is intentionally
introduced to counteract the effects of the nonlinearities fi and gi .
With the help of the definition of
xi (t) − x̂ i (t)
ei (t) = , i = 1, … , n, (5)
Li−1
combining (1), (4) with (5) for each i = 1, … , n, there holds
dxi (t) − d̂xi (t)
dei (t) =
Li−1
xi+1 (t)dt + 𝑓i (t, x(t), u(t)) dt + gTi (t, x(t), u(t)) d𝜔 − x̂ i+1 (t)dt + Li ai x̂ 1 (t)dt
=
Li−1
𝑓i (t, x(t), u(t)) dt gTi (t, x(t), u(t)) d𝜔
= Lei+1 (t)dt + + + Lai x̂ 1 (t)dt
Li−1 Li−1
T
𝑓i (t, x(t), u(t)) dt gi (t, x(t), u(t)) d𝜔
= Lei+1 (t)dt + + + Lai x1 (t)dt − Lai e1 (t)dt
Li−1 Li−1
T
𝑓i (t, x(t), u(t)) dt gi (t, x(t), u(t)) d𝜔
= −Lai e1 (t)dt + Lei+1 (t)dt + Lai x1 (t)dt + + .
Li−1 Li−1
Writing the above equation as a matrix form, one can obtain

de(t) = (LAe e(t) + Lax1 (t) + 𝑓 (t, x(t), u(t))) dt + gT (t, x(t), u(t)) d𝜔, (6)

where
⎡ −a1 1 0 ··· 0⎤ ⎡ 𝑓1 ⎤ ⎡ gT1 ⎤
⎢ −a2 ⎥ ⎡ a1 ⎤ ⎢ gT2 ⎥ ⎡ e1 ⎤
⎢
0 1 ··· 0
⎥ ⎢ a2 ⎥ ⎢ 𝑓2 ⎥ ⎢ ⎥ ⎢e ⎥
Ae = ⎢ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥ , a = ⎢ ⎥ , 𝑓 = ⎢ L ⎥ , gT = ⎢ L ⎥ , e = ⎢ 2 ⎥ .
⎢ −an−1
⋮ ⎢ ⋮ ⎥ ⎢ ⋮ ⎥
⋮
0 0 ··· 1⎥ ⎢ ⎥ ⎢ 𝑓n ⎥ ⎢ ⎥
⎢ −a ⎥ ⎣ an ⎦ ⎣ Ln−1 ⎦ ⎢ g T
⎥ ⎣ en⎦
⎣ n 0 0 ··· 0⎦ ⎣ Ln−1 ⎦
n
SUN ET AL. 5

Since Ae is Hurwitz, there exists a symmetric and positive definite matrix Pe such that ATe Pe +Pe Ae = −I. Then, according to
the definition of V, which is presented in page 110 in the work of Mao,2 the differential operator acting on V0 (e) = eT Pe e
associated with system (6) is
{ 2 }
𝜕V 1 𝜕 V
V0 (e) = (LAe e + Lax1 + 𝑓 ) + Tr g 2 gT
𝜕e 2 𝜕e
{ }
= 2e Pe (LAe e + Lax1 + 𝑓 ) + Tr gPe gT .
T
(7)

In what follows, we estimate some terms in the right hand side of (7). First, there holds
( )
2eT Pe LAe e = LeT Pe Ae + ATe Pe e = −L||e||2 . (8)
Second, Lemma 3 shows
L
2eT Pe Lax1 ≤ ||e||2 + 2L||a||2 · ||Pe ||2 · x12 . (9)
2

Third, using Assumption 1 and L ≥ 1, there holds for each i = 1, … , n

∑
i
|𝑓i (t, x, u)| ≤ |𝑓i (t, x, u)| + ‖gi (t, x, u)‖ ≤ c |x𝑗 |,
𝑗=1

then
| 𝑓i (t, x, u) | ∑i
| |≤ c
| Li−1 | Li−1 |x𝑗 |.
| | 𝑗=1
Consider
⎡ 𝑓1 ⎤
⎢ 𝑓2 ⎥
𝑓 = ⎢ L ⎥.
⎢ ⋮ ⎥
⎢ 𝑓n ⎥
⎣ Ln−1 ⎦
By the definition of the norm and Lemma 1, it is straightforward to show
( n )1 ( )
∑ 𝑓i2 2
∑n
| 𝑓i | ∑ n
c ∑i
∑n
n−i+1
||𝑓 || = ≤ | |
| Li−1 | ≤ |x𝑗 | ≤ c |xi |.
i=1 | | i=1
L 2(i−1) L i−1 Li−1
i=1 𝑗=1 i=1

Recall that
n−i+1 (n − i + 1)c
2||e|| · ||Pe ||c |xi | ≤ 2(n − i + 1)c||Pe || · ||e||2 + ||Pe ||xi2
Li−1 2L2i−2
with i = 1, … , n, it is straightforward to show
∑
n
n−i+1 ∑
n
(n − i + 1)c
2eT Pe 𝑓 ≤ 2||e|| · ||Pe ||c |xi | ≤ n(n + 1)c||Pe || · ||e||2 + ||Pe ||xi2 . (10)
i=1
Li−1 i=1
2L2i−2

Fourth, with Assumption 1 and Lemma 1 in mind, it is not difficult to deduce that
( i )2
‖[ g2 g ]‖2 ∑ n
∑ c|x𝑗 |
||g||F = ‖ ‖
n
‖ g1 , L , … , Ln−1 ‖ ≤
2
‖ ‖F i=1 𝑗=1 Li−1
∑n
ic2 ∑ 2 ∑ (n + i)(n − i + 1)c2 2
i n
≤ x ≤ xi ,
i=1
L2i−2 𝑗=1 𝑗 i=1
2L2i−2
and from Lemma 2, there holds
{ } √
Tr gPe gT ≤ r ‖ T‖ ‖ T‖
‖ gPe g ‖ ∞ ≤ r r ‖ g Pe g ‖ F
√ √
≤ r r||g||F · ‖ T‖
‖Pe g ‖F ≤ r r||Pe ||F · ||g||F
2

√ ∑n
(n + i)(n − i + 1)c2 2
≤ r r||Pe ||F xi . (11)
i=1
2L2i−2
6 SUN ET AL.

Using (8)-(11) in (7) renders

L ∑ n
ki1 2
V0 (e) ≤ − ||e||2 + k1 ||e||2 + k01 Lx12 + x , (12)
2 i=1
2L2i−2 i
√
where ki1 = (n − i + 1)c||Pe || + (n + i)(n − i + 1)c2 r r · ||Pe ||F , i = 1, … , n, k1 = n(n + 1)c · ||Pe ||, k01 = 2||a||2 · ||Pe ||2 , and
all of them are nonnegative constants independent of L.

3.2 Construction of an output-feedback controller

Consider the augmented systems described by
⎧dx1 (t) = (x2 (t) + 𝑓1 (t, x(t), u(t))) dt + gT (t, x(t), u(t)) d𝜔,
1
⎪̇
x̂
⎨ i (t) = ̂
x i+1 (t) − L i ̂
a x
i 1 (t), i = 2, … , n − 1, (13)
⎪ ̂̇
⎩xn (t) = u(t) − L an x̂ 1 (t).
n

If introduce the following transformations:

x̂ i (t) u(t)
z1 (t) = x1 (t), zi (t) = , 𝜐(t) = , i = 2, … , n, (14)
L M i−1
i−1 Ln M n
where M ≥ 1 is a domination gain to be determined later, then (13) can be rewritten as
⎧dz1 (t) = (LM z2 (t) + Le2 (t) + 𝑓1 (t, x(t), u(t))) dt + gT1 (t, x(t), u(t)) d𝜔,
⎪ Lai (e1 (t)−z1 (t))
⎨dzi (t) = LM zi+1 (t)dt + M i−1
dt, i = 2, … , n − 1, (15)
⎪ Lan (e1 (t)−z1 (t))
⎩dzn (t) = LM𝜐(t)dt + M n−1
dt.
Now, one can design the controller as
𝜐(t) = −bn 𝑦(t) − bn−1 z2 (t) − · · · − b2 zn−1 (t) − b1 zn (t), (16)
where positive constants b1 , … , bn are coefficients of Hurwitz polynomial h2 (s) = sn + b1 sn − 1 + · · · + bn − 1 s + bn .
Substituting (16) into (15) yields
dz(t) = (LMAz (t)z(t) + LD1 e2 (t) + LD2 (e1 (t) − z1 (t)) + LMD3 bn (1 − 𝜃(t)) z1 (t)) dt
+ 𝑓̄ (t, x(t), u(t)) dt + ḡ T (t, x(t), u(t)) d𝜔, (17)
where z = [z1 , … , zn ]T , and
⎡ 0 ⎤
⎡ 0 1 ··· 0 ⎤ ⎡1⎤ ⎢ a2 ⎥ ⎡0⎤ ⎡ 𝑓1 ⎤
T
⎡ g1 ⎤
⎢ ⋮ ⋮ ⎥ ⎢0⎥ ⎢ M ⎥
Az = ⎢
⋮ ⋱
, , ⎢ a32 ⎥ , D3 = ⎢⎢ ⋮ ⎥⎥ , 𝑓̄ = ⎢⎢ 0 ⎥⎥ , ḡ T = ⎢⎢ 0 ⎥⎥ .
1 ⎥ ⎢⋮⎥
D1 = D2 = ⋮
⎢
0 0 ···
⎥ ⎢0⎥ ⎢ M ⎥ 0
⎢1⎥ ⎢ 0 ⎥ ⎢ ⋮ ⎥
⎣ −bn −bn−1 ··· −b1 ⎦ ⎣ ⎦ ⎢ ⋮ ⎥ ⎣ ⎦ ⎣ ⎦ ⎣ 0 ⎦
⎢ an ⎥
⎣ M n−1 ⎦
Since Az is Hurwitz, there exists a symmetric and positive definite matrix Pz satisfying ATz Pz + Pz Az = −I. Choosing the
scalar function V1 (z) = zT Pz z, similar to (7), the differential operator acting on V1 (z) associated with system (17) is
( ) { }
V1 (z) = 2zT Pz LMAz z + LD1 e2 + LD2 (e1 − z1 ) + LMD3 bn (1 − 𝜃)z1 + 𝑓̄ + Tr ḡ Pz ḡ T . (18)

Since Az is Hurwitz matrix, there is

( )
2zT Pz LMAz z = LMzT Pz Az + ATz Pz z = −LM||z||2 . (19)

In light of Lemma 3, ||D1 || = ||D3 || = 1, |e1 | ≤ ||e||, |e2 | ≤ ||e||, |z1 | ≤ ||z||, we have
L
2zT Pz LD1 e2 ≤ ||e||2 + 8L||Pz ||2 · ||z||2 , (20)
8
L
2zT Pz LD2 (e1 − z1 ) ≤ ||e||2 + 2L||Pz || · ||a||(1 + 4||Pz || · ||a||)||z||2 , (21)
8
SUN ET AL. 7

2zT Pz LMD3 bn (1 − 𝜃)z1 ≤ 2LMbn · |1 − 𝜃| · ||Pz || · ||z||2 , (22)

a22 a2n
where (21) comes from the fact that ||D2 || = ( M 2 + · · · + M 2n−2
)1∕2 ≤ (a22 + · · · + a2n )1∕2 ≤ ||a||, and the definition of a is
provided in (6). It follows from Assumption 1 that

2zT Pz 𝑓̄ ≤ 2||z|| · ||Pz || · c|x1 | ≤ 2c||Pz || · ||z||2 . (23)

Taking the similar manipulations to (11), and using |z1 | ≤ ||z|| again, we have
{ } √ √ √
Tr ḡ Pz ḡ T ≤ r r||Pz ||F · ||̄g||2F ≤ r r||Pz ||F · c2 z12 ≤ c2 r r||Pz ||F · ||z||2 . (24)

Using (19)-(24) in (18) renders

L
V1 (z) ≤ −LM (1 − 2bn |1 − 𝜃| · ||Pz ||) ||z||2 + Lk02 ||z||2 + Mk2 ||z||2 + ||e||2 , (25)
4
√
where k02 = 8||Pz ||2 +2||Pz ||·||a||·(1 + 4||Pz || · ||a||) and k2 = 2c||Pz ||+c2 r r||Pz ||F are nonnegative constants independent
of L and M.

4 MAIN RESULTS

Now, we are ready to state the main results of this paper.

Theorem 1. If Assumptions 1 and 2 hold for the stochastic nonlinear systems (1), the output-feedback controller (16)
guarantees that the equilibrium point at the origin of the closed-loop systems is stochastically asymptotically stable;
moreover, P{limt→∞ x(t; t0 , x0 ) = 0} = 1 for all x0 ∈ Rn .

Proof. The proof is composed of two parts.

Part I: specification of two gains L and M. With the help of (5) and (14), one has x1 = z1 , xi = Li−1 ei + x̂ i =
Li−1 ei + Li−1 M i−1 zi for i = 2, … , n. Hence, it follows from Lemma 1 that
∑n
ki1 2 ∑ ( 2
n
) ∑ n
∑n
x
2i−2 i
≤ ki1 ei + M 2i−2 2
z i ≤ ki1 ||e||2
+ ki1 M 2i−2 ||z||2 .
i=1
2L i=1 i=1 i=1

Since k01 Lx12 ≤ k01 L||z||2 , (12) can be expressed as

( ) ( )
L ∑n
∑n
V0 (e) ≤ − − k1 − ki1 ||e|| + k01 L +
2
ki1 M 2i−2
||z||2 . (26)
2 i=1 i=1

If one selects
1
𝜃̄ < = 𝜃∗, (27)
2bn ||Pz ||
̄ Let
then Assumption 2 shows 1 − 2bn |1 − 𝜃(t)| · ||Pz || ≥ 1 − 2bn ||Pz ||𝜃.
𝛼 = 1 − 2bn ||Pz ||𝜃̄ > 0, V(e, z) = V0 (e) + V1 (z), (28)
it can be deduced from (25) and (26) that
( ∑n ) ( ∑n )
k01 + k02 k2 + i=1 ki1 M 2i−3 1 k1 + i=1 ki1
V ≤ −LM 𝛼 − − ||z||2 − L − ||e||2 . (29)
M L 4 L

The choice of L and M should ensure V ≤ 0, and this can be done as follows. The first step is to choose M.
The inequality
k + k02 1
𝛼 − 01 ≥ 𝛼
M 4
implies that M should satisfy
4(k01 + k02 )
M≥ ,
3𝛼
8 SUN ET AL.

with M ≥ 1 in mind, one can choose

{ }
4(k01 + k02 )
M ≥ max 1, .
3𝛼
Then, (29) can be rewritten as
( ∑n ) ( ∑n )
2i−3
𝛼 k2 + i=1 ki1 M 1 k1 + i=1 ki1
V ≤ −LM − ||z|| − L
2
− ||e||2 . (30)
4 L 4 L
The second step is to choose L. In order to make V ≤ 0, one can choose L to satisfy the following
inequalities: ∑ ∑n
1 k2 + ni=1 ki1 M 2i−3 𝛼 1 k1 + i=1 ki1 𝛼
𝛼− ≥ , − ≥ ,
4 L 8 4 L 8
and these inequalities and L ≥ 1 give rise to the choice of L as follows:
{ ( ∑ ) ( ∑ )}
8 k2 + ni=1 ki1 M 2i−3 8 k1 + ni=1 ki1
L ≥ max 1, , . (31)
𝛼 2−𝛼
L can be regarded as the high gain of the observer (4) because of L ≥ 1. Repeated applications of amplifying
inequalities result in larger value of L, which could cause high frequency oscillation of the states of the
observer. M has no direct effect on the observer but affects the magnitude of the controller. Both of them
can be used to dominate nonlinearities 𝑓i , gi and time-varying 𝜃(t). Using (31) in (30), and noticing LM ≥ 1,
one finally has
𝛼 𝛼 𝛼
V ≤ − ||e||2 − ||z||2 ≜ − W(e, z). (32)
8 8 8

Part II: verification on the conditions of theorem 2.4 in page 114 in the work of Mao.2 The state of closed-loop
systems composed of (1), (4), and (16) is Ξ ≜ [x, x̂ ]T with x̂ = [̂x1 , … , x̂ n ]T . By (14) and (16), there is
∑
n
x̂ i (t)
𝜐(t) = −bn 𝜃(t)x1 (t) − bn−i+1 ,
i=2
Li−1 M i−1
which satisfies the locally Lipschitz condition since 𝜃(t) is bounded. Therefore, the closed-loop systems are
locally Lipschitz. Let 𝜆1 ≜ min{𝜆min (Pe ), 𝜆min (Pz )}, 𝜆2 ≜ max{𝜆max (Pe ), 𝜆max (Pz )}. Noticing
( ) ( )
𝜆1 ||e||2 + ||z||2 ≤ V(e, z) ≤ 𝜆2 ||e||2 + ||z||2 , (33)
∑
n
(xi − x̂ i )2 ∑
n
x̂ i2
||e||2 + ||z||2 = + + x12 , (34)
i=1
L2i−2 i=2
L2i−2 M 2i−2
𝜆1
so V and W can be rewritten as a function of Ξ. Under (33) and (34), there is V(Ξ) ≥ (LM)2n−2
ΞT ΛΞ, where

[ ] ⎡2 0 ··· 0⎤ ⎡ −1 0 · · · 0 ⎤ ⎡1 0 ··· 0⎤
Q S ⎢0 1 ··· 0⎥ ⎢ 0 −1 · · · 0 ⎥ ⎢0 2 ··· 0⎥
Λ= S R ,Q = ⎢⋮ ⋮ ⋱ ⋮⎥,S = ⎢ ⋮ ⋮ ⋱ ⋮ ⎥,R = ⎢⋮ ⋮ ⋱ ⋮⎥.
⎢0 0 ··· 1 ⎥⎦ ⎢ 0 0 · · · −1 ⎥⎦ ⎢0 0 ··· 2 ⎥⎦
⎣ ⎣ ⎣
It is obvious to see that Q is positive definite. Furthermore, simple calculations promise
⎡1 0 ··· 0⎤
⎢2 0⎥,
R − ST Q−1 S = ⎢ 0 1 ···
⎢⋮ ⋮ ⋱ ⋮ ⎥⎥
⎣0 0 ··· 1⎦
which is also positive definite. Therefore, Λ is a positive definite matrix according to Lemma 4, and there is
𝜆1 𝜆min (Λ) ( )
V(x, x̂ ) ≥ 2n−2
||Ξ||2 ≜ 𝛽1 ‖
‖ [x, x̂ ]T ‖
‖ , (35)
(LM)
where 𝛽 1 is a class ∞ function. In addition, Lemma 1 and (33) show
∑
n
( ) ∑
n
( )
V(x, x̂ ) ≤ 2𝜆2 xi2 + xi + 𝜆2 x̂ i2 + 𝜆2 x12 ≤ 3𝜆2 ||Ξ||2 ≜ 𝛽2 ‖
̂ 2 T‖
‖[x, x̂ ] ‖ ,
i=1 i=2
SUN ET AL. 9

and similar to the manipulation of (35), it is straightforward to show

𝜆min (Λ) ( )
W(x, x̂ ) = ||e||2 + ||z||2 ≥ 2n−2
||Ξ||2 ≜ 𝛽3 ‖‖ [x, x̂ ]T ‖
‖ ,
(LM)
where 𝛽 2 and 𝛽 3 are class ∞ functions. Hence, V(x, x̂ ) is positive definite, decrescent, and radially
unbounded. On the other hand, with the definition of 𝛾 = 𝛼8 and (32), V(x, x̂ ) ≤ −𝛾𝛽3 (||[x, x̂ ]T ||) is negative
definite. Now, all the conditions of theorem 2.4 in the work of Mao2 are satisfied; thus, Theorem 1 holds.

Remark 4. It should be noted from (27) that the upper bound of 𝜃̄ depends on the choice of b1 , … , bn , which are
coefficients of Hurwitz polynomial h2 (s) = sn + b1 sn − 1 + · · · + bn − 1 s + bn . With the help of precise calculations,
̄ For example, 𝜃̄ = 0.2887 for n = 2, 𝜃̄ = 0.0930
the selection of h2 (s) = (s + 1)n gives rise to the possible option of 𝜃.
̄
for n = 3, and 𝜃 = 0.0380 for n = 4.

Remark 5. The contributions of Theorem 1 are threefold. (i) A double-domination approach is presented for the first
time to handle time-varying measurement error and uncertain nonlinearities for a class of stochastic nonlinear sys-
tems, that is, parameters M and L are used to dominate time-varying 𝜃(t) and nonlinearities 𝑓i , gi , respectively. (ii)
Without undergoing complicated calculations by backstepping method, an applicable bound of 𝜃(t) is provided pre-
cisely, and the diffusion and Hessian terms are dominated in a unified form. (iii) Two quadratic Lyapunov functions
are designed elaborately for theoretical analysis in this paper, which are significantly different from the quartic or
mixed Lyapunov function used in other works.3,10,13

Remark 6. The novelties of design method are twofold.

(i) The construction of the observer in this paper is novel compared with those in existing results, such as in other
works.6,7,10,17 The parameter L is introduced to dominate the effects of the nonlinearities fi and gi , and the output
y(t) is not available in the observer, which avoids using the information on unknown 𝜃(t).
(ii) The construction of the controller in this paper is interesting. In fact, combining (14) with (16), one can obtain
the controller in this paper as follows:
u(t) = −bn Ln M n 𝑦(t) − bn−1 Ln M n z2 (t) − · · · − b2 Ln M n zn−1 (t) − b1 Ln M n zn (t).
However, traditional constructions of the controller are based on separation principle widely applied in the case
of 𝜃(t) = 1, such as in other works.1,3,14,29 If so, the form of u(t) should be
u(t) = −bn x̂ 1 (t) − bn−1 x̂ 2 (t) − · · · − b2 x̂ n−1 (t) − b1 x̂ n (t).
The new element is that there are two domination gains in the controller, which can be used to cope with
unknown measurement error and uncertain nonlinearities.

5 SIMULATION EXAMPLE

Consider the following stochastic nonlinear system:

⎧dx1 = (x2 + sin(t)x1 ) dt + sin(x1 )d𝜔,
⎪ ( ( 2
))
⎨dx2 = u + cos(t) ln 1 + x1 dt + 0.1 cos(x2 )d𝜔,
⎪
⎩𝑦 = 𝜃(t)x1 ,
where 𝜃(t) = 1 + 0.25| sin(10t)|. Assumption 1 is satisfied with c = 1. According to the proof of Theorem 1, we choose
b1 = 2, b2 = 1, and further find 𝜃̄ = 0.2887 for n = 2, thus 1 ≤ 𝜃(t) < 1.2887, and Assumption 2 is satisfied. Besides,
we select a1 = 5, a2 = 1 in the observer design. Then, the output-feedback controller is constructed as u = −L2 M 2 𝑦 −
2LM x̂ 2 , and x̂̇ 1 = x̂ 2 − 5L̂x1 , x̂̇ 2 = u − L2 x̂ 1 . For demonstration, initial values are chosen as [x1 (0), x2 (0), x̂ 1 (0), x̂ 2 (0)]T =
[−2, 3, 0, 0]T , and L = 4, M = 3, and one gets Figures 1 to 3, which illustrate that the controller globally stabilizes the
considered system. Specifically, it is not hard to see that there are some oscillations of system states, observer ones, and
control, this is mainly cased by larger parameters L, M. Although decreasing the values of L, M can reduce oscillations,
the closed-loop systems may be unstable. On the other hand, the value of control is large due to the introduction of L, M.
10 SUN ET AL.

14

12

10

-2
0 1 2 3 4 5 6

FIGURE 1 The trajectories of x1 , x2 [Colour figure can be viewed at wileyonlinelibrary.com]

10

-5
0 1 2 3 4 5 6

FIGURE 2 The trajectories of x̂ 1 , x̂ 2 [Colour figure can be viewed at wileyonlinelibrary.com]

300

250

200

150

100

50

-50

-100
0 1 2 3 4 5 6

FIGURE 3 The trajectory of the control u [Colour figure can be viewed at wileyonlinelibrary.com]

6 CO N C LU S I O N

This paper solves the problem of global stabilization via output feedback for a class of stochastic nonlinear systems with
time-varying continuous output function. Under linear growth conditions, a new double-domination approach is pro-
posed for the first time to construct an output-feedback stabilizing controller. The design of the observer does not use the
information on the output function and nonlinearities.
Recently, the effects of time delay22-24 and adaptive stabilization30-35 have been investigated in other works, respectively.
As a result, several open problems include the following: (i) One is the stabilization when the systems are corrupted by
time-varying delays. (ii) Another one is adaptive output-feedback stabilization for stochastic nonlinear systems.
SUN ET AL. 11

ACKNOWLEDGEMENTS
This work was supported by the National Natural Science Foundation of China under Grants 61773237, 61374004,
and 61473170, China Postdoctoral Science Foundation Funded Project under grant 2017M610414, Shandong Province
Quality Core Curriculum of Postgraduate Education under Grant SDYKC17079, Zhejiang Provincial Natural Science
Foundation under grant LY16E050003, and the Ministry of Science and Technology of Taiwan under Grant MOST
106-2218-E-006-026-.

ORCID

Zong-Yao Sun http://orcid.org/0000-0002-2102-9588

Chih-Chiang Chen http://orcid.org/0000-0002-2254-723X
Qinghua Meng http://orcid.org/0000-0001-7363-482X

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How to cite this article: Sun Z-Y, Shao Y, Chen C-C, Meng Q. Global output-feedback stabilization for
stochastic nonlinear systems: A double-domination approach. Int J Robust Nonlinear Control. 2018;1–12.
https://doi.org/10.1002/rnc.4242