Minimum entropy control of closed-loop tracking errors for dynamic stochastic systems

Hong Yue, Hong Wang

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The entropy has been used to characterize the uncertainty of the tracking error for general nonlinear and non-Gaussian stochastic systems. A recursive optimization solution has been developed and the local stability condition of the closed-loop system has been established. The generality of this algorithm has been proved by the special case study of the minimum variance control for linear Gaussian systems.
    Original languageEnglish
    Pages (from-to)118-122
    Number of pages4
    JournalIEEE Transactions on Automatic Control
    Volume48
    Issue number1
    DOIs
    Publication statusPublished - Jan 2003

    Keywords

    • Entropy
    • Non-Gaussian
    • Nonlinear
    • Optimization
    • Stochastic

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