Output tracking of stochastic high‐order nonlinear systems perturbed by second‐order moment process

Abstract In this paper, we study the output tracking problem of stochastic high‐order nonlinear systems perturbed by second‐order moment process. Unlike the existing results that focused on systems with wiener process, we consider a more practical noise, the second‐order moment process 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. The designed controller ensures that the tracking error can be tuned arbitrarily small, the closed‐loop system has a unique solution, and all states are bounded in probability. Finally, a simulation example is given to illustrate the effectiveness of our control scheme.