Automatica, Vol.49, No.5, 1403-1410, 2013
Finite-time stabilization of stochastic nonlinear systems in strict-feedback form
In this paper, we investigate the problem of almost surely finite-time stabilization of a class of stochastic nonlinear systems. Based on the recently proposed almost surely finite-time stability theorem in Yin, Khoo, Man, and Yu (2011), we prove that, almost surely global finite-time stability of stochastic nonlinear systems in strict-feedback form can be guaranteed by a continuous control law. A systematic design algorithm is developed for the construction of the controller. Simulation results are given to illustrate the theoretical analysis. Crown Copyright (c) 2013 Published by Elsevier Ltd. All rights reserved.