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An adaptive neural output feedback control scheme is investigated for a class of stochastic nonlinear systems with unmodeled dynamics and unmeasured states. The unmeasured states are estimated by K-filters, and unmodeled dynamics is dealt with by introducing a novel description based on Lyapunov function. The neural networks weight vector used to approximate the black box function is adjusted online. The unknown nonlinear system functions are handled together with some functions resulting from theoretical deduction, and such method effectively reduces the number of adaptive tuning parameters. Using dynamic surface control (DSC) technique, Itô formula, and Chebyshev’s inequality, the designed controller can guarantee that all the signals in the closed-loop system are bounded in probability, and the error signals are semiglobally uniformly ultimately bounded in mean square or the sense of four-moment. Simulation results are provided to verify the effectiveness of the proposed approach

Adaptive Neural Output Feedback Control of Stochastic Nonlinear Systems with Unmodeled Dynamics