Title :
Minimum entropy control of closed-loop tracking errors for dynamic stochastic systems
Author :
Yue, Hong ; Wang, Hong
Author_Institution :
Control Syst. Centre, Univ. of Manchester Inst. of Sci. & Technol., UK
fDate :
1/1/2003 12:00:00 AM
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 :
closed loop systems; minimum entropy methods; stochastic systems; closed-loop performance; closed-loop system; entropy; local stability; minimum entropy control; minimum variance control; recursive optimization; stochastic systems; tracking error; uncertainty; Automatic control; Control systems; Entropy; Error correction; Information theory; Measurement uncertainty; Nonlinear dynamical systems; Stochastic processes; Stochastic systems; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2002.806663
