Relations between maximum-entropy/\(H_{\infty}\) control and combined \(H_{\infty}/LQG\) control

DOI10.1016/0167-6911(89)90050-9zbMath0673.93090OpenAlexW2067692557MaRDI QIDQ1121238

Denis Mustafa

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90050-9

zbMATH Keywords

algebraic Riccati equationsmaximum-entropy\(H_{\infty }\)-controlauxiliary costLQG-control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15) Measures of information, entropy (94A17)

Related Items (15)

Mixed norm H₂/H_∞ and entropy covariance control: a convex optimisation approach ⋮ On the solution of coupled Riccati equations used in mixed \(H_{2}\) and \(H_{\infty}\) optimal control ⋮ Transfer function optimization procedure for the \(H_{2}/H_{\infty}\) problem ⋮ Generalized Riccati equations for the full- and reduced-order mixed-norm \(H_ 2/H_{\infty}\) standard problem ⋮ Discrete time \({\mathcal H}_\infty\) controllers satisfying a minimum entropy criterion ⋮ MixedH₂/H_∞control via state feedback for nonlinear systems ⋮ Infinite horizon H-two/H-infinity control for descriptor systems: Nash game approach ⋮ On the gap between \(H_ 2\) and entropy performance measures in \(H_{\infty}\) control design ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Idle speed control of an automotive engine using a robust nonlinear controller-observer pair ⋮ Bibliography on robust control ⋮ Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy ⋮ H\({}^ 2\)-optimal control with an \(H^{\infty}\)-constraint: The state feedback case ⋮ Solutions to the \(H_{\infty}\) general distance problem which minimize an entropy integral ⋮ LQG control on mixed H₂/H_∞ problem: the discrete-time case

Cites Work

• Unnamed Item
• Monotonicity of maximal solutions of algebraic Riccati equations
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
• Risk-sensitive linear/quadratic/gaussian control
• Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy

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