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Output feedback stabilization for a class of stochastic non‐linear systems with delays in input

In this paper, constructive techniques are developed for a class of stochastic non‐linear systems with delays in input. Non‐linear terms considered in this paper are more general than those satisfying linear growth conditions. The purpose is to design an output feedback controller such that the resulting closed‐loop system is globally asymptotically stable in probability. The desired output feedback controller is explicitly constructed using the Lyapunov method. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society