Automatica, Vol.33, No.4, 591-605, 1997
Minimum Entropy Control for Discrete-Time Time-Varying Systems
Controllers that minimize a closed-loop entropy criterion provide a means of trading off the robustness of H-x control with the performance of H-2 optimal controllers. A complete solution to the problem of finding a controller which minimizes the entropy of the closed-loop input-output operator for discrete-time time-varying systems is given. The approach is based on a series of simpler problems. A separation principle is also provided.