Minimum Entropy Control Approach of Closed-Loop Tracking Errors for Dynamic Stochastic Systems Using Yula parameterization formula

In this paper, a minimum entropy control approach of closed-loop tracking error is studied for linear dynamic control systems subjected to stochastic disturbances. The basic idea is to construct a feedback control scheme with the guaranteed closed loop stability using a real updating Yula parameterization formula in every updated subinterval, where the entropy of the closed loop tracking error are then minimized by the free parameters embedded in the Yula parameterization. For arriving at this purpose, the Renyi´s entropy with Parzen window estimation to measure the information contained in tracking error is use so as to characterize the uncertainty of the closed loop control system. An illustrative example is utilized to demonstrate the use of the control algorithm, and satisfactory results have been obtained.