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The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs.

Strathprints serves world leading Open Access research by the University of Strathclyde, including research by the Strathclyde Institute of Pharmacy and Biomedical Sciences (SIPBS), where research centres such as the Industrial Biotechnology Innovation Centre (IBioIC), the Cancer Research UK Formulation Unit, SeaBioTech and the Centre for Biophotonics are based.

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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.