it has already been said that PG doesn't define a partial (ie conditional) UNIQUE constraint. Also documentation says that the preferred way to add a unique constraint to a table is ADD CONSTRAINT
Unique Indexes
The preferred way to add a unique constraint to a table is ALTER TABLE ... ADD CONSTRAINT. The use of indexes to enforce unique constraints could be considered an implementation detail that should not be accessed directly. One should, however, be aware that there's no need to manually create indexes on unique columns; doing so would just duplicate the automatically-created index.
There is a way to implement it using Exclusion Constraints, (thank @dukelion for this solution)
In your case it will look like
ALTER TABLE stop ADD CONSTRAINT myc EXCLUDE (col_a WITH =) WHERE (col_b IS null);