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

Hong Yue, Hong Wang

Research output: Contribution to journalArticle

128 Citations (Scopus)

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 pages5
JournalIEEE Transactions on Automatic Control
Volume48
Issue number1
DOIs
Publication statusPublished - Jan 2003

Fingerprint

Stochastic systems
Closed loop systems
Entropy
Uncertainty

Keywords

  • entropy
  • non-Gaussian
  • nonlinear
  • optimization
  • stochastic

Cite this

@article{edab2e14f1dc46c0a2bbc865bb95d02d,
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.",
keywords = "entropy, non-Gaussian, nonlinear, optimization, stochastic",
author = "Hong Yue and Hong Wang",
year = "2003",
month = "1",
doi = "10.1109/TAC.2002.806663",
language = "English",
volume = "48",
pages = "118--122",
journal = "IEEE Transactions on Automatic Control",
issn = "0018-9286",
number = "1",

}

Minimum entropy control of closed loop tracking errors for dynamic stochastic systems. / Yue, Hong; Wang, Hong.

In: IEEE Transactions on Automatic Control, Vol. 48, No. 1, 01.2003, p. 118-122.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Minimum entropy control of closed loop tracking errors for dynamic stochastic systems

AU - Yue, Hong

AU - Wang, Hong

PY - 2003/1

Y1 - 2003/1

N2 - 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.

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 -