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

Hong Yue, Hong Wang

Research output: Contribution to journalArticle

133 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

Keywords

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

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