Output Feedback Control for Stochastic Nonlinear Systems With Nondifferentiable Measurement Function and Input Saturation

In this article, the problem of output feedback control for a class of stochastic nonlinear systems in the presence of nondifferentiable measurement function and input saturation is studied. A novel power-auxiliary system is introduced to handle the adverse effects of input saturation. What is more, the common growth assumptions of nonlinear terms can be eliminated by a key lemma. Then, an output feedback controller is constructed to ensure that all the signals in the closed-loop system are globally bounded almost surely. Finally, a simulation shows that the control strategy is effective.