Minimum entropy control for time-varying systems
\(H_2\) control\(H_\infty\) controlaverage cost functionshybrid linear systemsinduced normsminimum entropy controloperator Riccati equationsrisk-sensitive controlseparation principle
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Operator-theoretic methods (93B28) (H^infty)-control (93B36) Model systems in control theory (93C99)
This book is aimed at researchers in mathematical control theory. Using concepts from operator theory, the authors provide a time domain notion of entropy for general classes of systems, which is equivalent to the usual frequency domain notion for linear time-invariant systems. They consider minimum entropy control problems. Presenting its connections with other optimal control problems, they show some advantages of entropy and find minimum entropy controllers. The book is organized as follows. Chapter 1 is an introduction. Chapter 2 (Preliminaries) deals with preliminary results, especially the operator theoretical description of discrete-time systems. In chapter 3 (Induced operator norms), the authors give characterizations for the induced norms of both discrete-time and hybrid linear systems in terms of operator Riccati equations and study their properties. In chapter 4 (Discrete-time entropy), the definition of entropy is given and its properties are studied. In chapter 5 (Connecting with related optimal control problems), the following topics are presented: The relationship with \(H_\infty\) control, with \(H_2\) control, average cost functions and risk-sensitive control. In chapter 6 (Minimum entropy control), the authors consider minimum entropy control problems for linear discrete-time systems. They show that minimum entropy controllers provide a simple means of trading off robustness and performance and find a solution via the separation principle. In chapter 7 (Continuous-time entropy), the authors give the definition of entropy for continuous-time systems and consider problems similar to those of the previous chapters.
- Minimum entropy \(H_{\infty}\) control
- Minimum entropy control for discrete-time time-varying systems
- Continuous-time time-varying entropy
- Entropy in control engineering
- Intelligent control with relative entropy minimizing
- On the riccati difference equation of optimal control
- Discrete-time entropy formulation of optimal and adaptive control problems
- Entropy formulation of optimal and adaptive control
- The relationship between minimum entropy control and risk-sensitive control for time-varying systems
- Minimum entropy control of closed-loop tracking errors for dynamic stochastic systems
- Study of minimum entropy \(\mathcal{H}_\infty\) controller for descriptor systems
- Accelerated gradient methods with biased gradient estimates: risk sensitivity, high-probability guarantees, and large deviation bounds
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