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

Hong Yue, Hong Wang

Research output: Contribution to journalArticle

123 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.
LanguageEnglish
Pages118-122
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume48
Issue number1
DOIs
Publication statusPublished - Jan 2003

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Stochastic systems
Closed loop systems
Entropy
Uncertainty

Keywords

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

Cite this

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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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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

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