Global Adaptive Control for a Class of Uncertain Stochastic Nonlinear Systems with Unknown Output Gain

This paper addresses the global adaptive control problem for a class of uncertain stochastic nonlinear systems in the output-feedback form. Due to the unknown output gain, we construct a full-order homogeneous observer instead of using the system output. Then, by adding a power integrator technique, an output-feedback controller is designed, as well as an adaptive law to deal with the unknown nonlinear growth rates. Based on the generalized stochastic Lyapunov stability theorem, it can be proved that all the signals of the closed-loop system are bounded in probability, and the system states converge to the origin almost surely.