Adaptive Finite-Time State-Feedback Control for Stochastic Nonlinear Systems with Input Saturation and Unknown Covariance Noise

This paper focuses on the adaptive finite-time state-feedback control for more general stochastic nonlinear systems that are disturbed by unknown covariance noise, parametric uncertainties, and input saturation. To achieve this, the paper utilizes the adaptive control to handle the unknown covariance noise and parametric uncertainties. Additionally, an auxiliary signal is introduced to address the input saturation issue. By combining these techniques with the adaptive backstepping method, an adaptive state-feedback controller is constructed. The stability analysis shows that all signals within the closed-loop system are practically finite-time stable in probability. Furthermore, the output of the system can track the desired reference signal within a finite time. Finally, the effectiveness of the proposed controller is demonstrated through an example presented in the paper. Mathematics Subject Classification (2020) MSC code1 · MSC code2 · more