Title :
Reduced-order models and controllers for continuous-time stochastic systems: an information theory approach
Author_Institution :
Dept. of Electr. Eng., Alabama Univ., Tuscaloosa, AL, USA
fDate :
9/1/1999 12:00:00 AM
Abstract :
Reduced-order models and controllers for continuous-time stochastic systems are described. The reduced-order models are chosen to minimize the Kullback-Leibler information distance (KLID) between the outputs of the actual and reduced systems. An LQG controller based on a reduced-order system model is described. A second reduced-order controller is found to minimize the KLID between the closed-loop system outputs with the full and reduced-order controllers
Keywords :
closed loop systems; information theory; linear quadratic Gaussian control; reduced order systems; stochastic systems; KLID; Kullback-Leibler information distance minimization; LQG controller; closed-loop system outputs; continuous-time stochastic systems; information theory; reduced-order controllers; reduced-order models; Control design; Control system synthesis; Control systems; Cost function; Information theory; Least squares approximation; Maximum likelihood detection; Optimal control; Reduced order systems; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
