Derivation of the maximum entropyH∞-controller and a state-space formula for its entropy
- 1 September 1989
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 50 (3) , 899-916
- https://doi.org/10.1080/00207178908953406
Abstract
The problem of maximizing the entropy of a stabilized closed-loop system is solved. The solution exploits the parametrization of all closed-loop systems that meet an H ∞-norm bound. The ‘central solution’ of this set is shown to maximize the entropy at infinity and for this case a particularly simple formula is derived for the maximum value of the entropy.Keywords
This publication has 9 references indexed in Scilit:
- Relations between maximum-entropy/H∞ control and combined H∞/LQG controlSystems & Control Letters, 1989
- 𝐽 Contractive Matrix Functions, Reproducing Kernel Hilbert Spaces and InterpolationCBMS Regional Conference Series in Mathematics, 1989
- State-space formulae for all stabilizing controllers that satisfy an H∞-norm bound and relations to relations to risk sensitivitySystems & Control Letters, 1988
- An Analysis of the Pole-Zero Cancellations in $H^\infty $-Optimal Control Problems of the First KindSIAM Journal on Control and Optimization, 1987
- A Course in H∞ Control TheoryPublished by Springer Nature ,1987
- A maximum entropy principle for contractive interpolantsJournal of Functional Analysis, 1986
- Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance IndexSIAM Journal on Control and Optimization, 1985
- Risk-sensitive linear/quadratic/gaussian controlAdvances in Applied Probability, 1981
- Problem of search of the minimum of entropy in indeterminate extension problemsFunctional Analysis and Its Applications, 1981