ABSTRACT
It is widely recognized that in almost all engineering applications, nonlinearities are inevitable and could not be eliminated thoroughly. Hence, nonlinear systems have gained more and more research attention, and many results have been published. On the other hand, due to the wide appearance of stochastic phenomena in almost every aspect of our daily life, stochastic systems which have found successful applications in many branches of science and engineering practice have stirred quite a lot of research interest during the past few decades. Therefore, the control as well as filtering problems for stochastic nonlinear systems have been studied extensively so as to meet the ever-increasing demand for systems with both stochasticity and nonlinearities.
