Minimum entropy control of non-Gaussian dynamic stochastic systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 2001, Pages 382-387

  Wang, Hong ^a   Yue, Hong ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Dynamic stochastic system; Entropy; Optimal control; Probability density function

Indexed keywords

ALGORITHMS; CLOSED LOOP CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; SYSTEM STABILITY; SYSTEMS ANALYSIS;

ENTROPY CONTROL;

STOCHASTIC CONTROL SYSTEMS;

EID: 0035711092     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. Monotonicity of algebraic Lyapnov iterations for optimal control of jump parameter linear systems
2. Towards fully probabilistic control design
3. Bounded stochastic distributions control for pseudo ARMAX stochatic systems
4. Robust control of the output probability density functions for multivariable stochastic systems
5. On the control of the output probability density functions for a class of nonlinear stochastic systems