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

被引：122

作者：

Yue, H ^{[1
]}

Wang, H

机构：

[1] Univ Manchester, Control Syst Ctr, Manchester M60 1QD, Lancs, England

[2] Chinese Acad Sci, Inst Automat, Beijing, Peoples R China

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2003年 / 48卷 / 01期

关键词：

entropy; non-Gaussian; nonlinear; optimization; stochastic;

D O I：

10.1109/TAC.2002.806663

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：118 / 122

页数：5

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