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

Hong Yue; Hong Wang

doi:10.1109/TAC.2002.806663

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

Hong Yue, Hong Wang

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	118-122
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	48
Issue number	1
DOIs	https://doi.org/10.1109/TAC.2002.806663
Publication status	Published - Jan 2003

Keywords

Entropy
Non-Gaussian
Nonlinear
Optimization
Stochastic

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10.1109/TAC.2002.806663

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title = "Minimum entropy control of closed-loop tracking errors for dynamic stochastic systems",

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.",

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AB - 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.

KW - Entropy

KW - Non-Gaussian

KW - Nonlinear

KW - Optimization

KW - Stochastic

U2 - 10.1109/TAC.2002.806663

DO - 10.1109/TAC.2002.806663

M3 - Article

VL - 48

SP - 118

EP - 122

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

SN - 0018-9286

IS - 1

ER -

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

Abstract

Keywords

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