• DocumentCode
    1506645
  • Title

    The relationship between minimum entropy control and risk-sensitive control for time-varying systems

  • Author

    Peters, Marc A. ; Iglesias, Pablo A.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA
  • Volume
    44
  • Issue
    5
  • fYear
    1999
  • fDate
    5/1/1999 12:00:00 AM
  • Firstpage
    1065
  • Lastpage
    1069
  • Abstract
    The connection between minimum entropy control and risk-sensitive control for linear time-varying systems is investigated. For time-invariant systems, the entropy functional and the linear exponential quadratic Gaussian cost are the same. In this paper, it is shown that this is not true for general time varying systems. It does hold, however, when the system admits a state-space representation
  • Keywords
    linear systems; minimum entropy methods; state-space methods; time-varying systems; entropy functional; linear exponential quadratic Gaussian cost; linear time-varying systems; minimum entropy control; risk-sensitive control; state-space representation; Australia; Automatic control; Control systems; Entropy; Filtering; Kalman filters; Optimal control; Robustness; State estimation; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.763230
  • Filename
    763230
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1506645