Stochastic Nonlinear Output Tracking Control with Second-Order Moment Process

Output tracking of stochastic high-order nonlinear systems perturbed by second-order moment process has not been investigated in literature. In this paper, we propose a new design method where piecewise functions are suitably constructed to deal with coupling terms between nonlinear functions and the noise, a state feedback controller is successfully designed, which guarantee that the closed-loop system has a unique solution, all states are bounded in probability, and the tracking error can be arbitrarily small by adjusting the parameters. Finally, a simulation example is given to illustrate the effectiveness of controller designed.