Finite-Time Stability and State-Feedback Stabilization of Output-Constrained Stochastic Nonlinear Systems

Traditional Lyapunov stability theory cannot directly apply to constrained stochastic nonlinear systems when using barrier Lyapunov functions due to their inherent lack of radial unboundedness. This article presents a novel approach to establishing finite-time stability for such systems by employing Lyapunov functions. The proposed stability analysis relies on a time-varying gain function that remains uniformly bounded. This approach ensures that the system achieves finite-time stability with an arbitrarily prescribed upper bound on the settling time, thereby effectively avoiding the unbounded controller gain problem. The resulting stability is further extended to the finite-time state-feedback control for strict-feedback stochastic nonlinear systems with output constraints. Simulation studies validate the effectiveness of the proposed control scheme.