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Discrete-time entropy formulation of optimal and adaptive control problems

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3 Author(s)
Tsai, Y.A. ; Dept. of Syst. Eng., Case Western Reserve Univ., Cleveland, OH, USA ; Casiello, Francisco A. ; Loparo, K.A.

The discrete-time version of the entropy formulation of optimal control of problems developed by G.N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws

Published in:

Automatic Control, IEEE Transactions on  (Volume:37 ,  Issue: 7 )

Date of Publication:

Jul 1992

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