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∞ control with the performance of H2 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.

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