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The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs. Strathprints provides access to thousands of Open Access research papers by University of Strathclyde researchers, including those from the School of Psychological Sciences & Health - but also papers by researchers based within the Faculties of Science, Engineering, Humanities & Social Sciences, and from the Strathclyde Business School.

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

Yue, Hong and Wang, Hong (2003) Minimum entropy control of closed loop tracking errors for dynamic stochastic systems. IEEE Transactions on Automatic Control, 48 (1). pp. 118-122. ISSN 0018-9286

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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.