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Open Access research with a European policy impact...

The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by Strathclyde researchers, including by researchers from the European Policies Research Centre (EPRC).

EPRC is a leading institute in Europe for comparative research on public policy, with a particular focus on regional development policies. Spanning 30 European countries, EPRC research programmes have a strong emphasis on applied research and knowledge exchange, including the provision of policy advice to EU institutions and national and sub-national government authorities throughout Europe.

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Minimum entropy control algorithm for general dynamic stochastic systems

Jia, J.F. and Liu, T.Y. and Yue, H. and Wang, H. (2006) Minimum entropy control algorithm for general dynamic stochastic systems. In: First International Conference on Innovative Computing, Information and Control, 2006. ICICIC '06, 2006-08-30.

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Abstract

In order to measure the uncertainty of the stochastic systems subjected to arbitrary noise disturbance instead of Gaussian white noise, the minimum entropy control of tracking errors for dynamic stochastic systems is presented in this paper. Different from conventional hypothesis, it is assumed that the system output and noise obey multi-to-one mapping, which is more general in the practical application. A controller design was described based on minimizing system output error entropy and a recursive optimization algorithm was set up for dynamic, non-Gaussian and nonlinear system. This approach only used the formula of the probability density function of the tracking error to calculate the controller and it did not need to know the style of the system model and the probability density function of noise, which often is difficult to measure in fact. An illustrative example is utilized to demonstrate the efficiency of the minimum entropy control algorithm and the approving simulation results have been gained.