For continuous probability density functions (PDFs) approximated by the B-spline basis functions, the relationships between the B-spline weights, the entropy and the mean have been analyzed in detail. It shows the different characteristics of the entropy with and without mean constraint. A minimum entropy controller subjected to mean constraint is developed by taking the performance function as a Lyapunov function and ensuring the negativeness of its first-order derivative. Simulation examples are included to validate the analysis results and evaluate the closed-loop control performance.
- dynamic stochastic systems
- probability density function (PDF)
- B-spline neural network
- minimum entropy
- mean constraint