Abstract This paper is devoted to the adaptive state-feedback tracking control for stochastic nonlinear systems disturbed by unknown covariance noise under the condition of full-state constraints and parametric uncertainties. Different from the related literatures, nonlinear functions in the diffusion terms are allowed to be unknown in this paper. The parametric uncertainties and unknown covariance noise are compensated with the aid of adaptive control design. By combining the backstepping technique with barrier Lyapunov function (BLF) in a unified framework, the full-state constraints can be dealt. Then, an adaptive state-feedback controller is constructed, which guarantees all the signals in the closed-loop system are uniformly ultimately bounded, the system states remain in the defined compact sets and the output tracks the reference signal well. Finally, stochastic noise is introduced to establish a stochastic simple pendulum system to show the effectiveness of the proposed controller.

中文翻译：

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具有全状态约束和未知协方差噪声的随机非线性系统的自适应跟踪控制

摘要 本文致力于在全状态约束和参数不确定条件下，对未知协方差噪声干扰的随机非线性系统进行自适应状态反馈跟踪控制。与相关文献不同，本文允许扩散项中的非线性函数为未知。参数不确定性和未知协方差噪声在自适应控制设计的帮助下得到补偿。通过在统一框架中将反步技术与障碍李雅普诺夫函数 (BLF) 相结合，可以处理全状态约束。然后，构造一个自适应状态反馈控制器，保证闭环系统中的所有信号最终一致有界，系统状态保持在定义的紧凑集合中，输出很好地跟踪参考信号。最后，引入随机噪声来建立随机单摆系统，以显示所提出控制器的有效性。