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
收藏
页码：118 / 122
页数：5
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