Abstract
It is shown that the usual H ∞-optimal and LQG control problems are limiting cases of the minimum entropy / H ∞ control problem. It is explained how, in general, the minimum entropy / H ∞ problem may be seen as a link between the H ∞ and LQG problems. The results are illustrated using a particular normalized problem, for which a numerical example is given.
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© 1990 Birkhäuser Boston
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Mustafa, D. (1990). On H ∞ Control, LQG Control and Minimum Entropy. In: Kaashoek, M.A., van Schuppen, J.H., Ran, A.C.M. (eds) Robust Control of Linear Systems and Nonlinear Control. Progress in Systems and Control Theory, vol 4. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-4484-4_30
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DOI: https://doi.org/10.1007/978-1-4612-4484-4_30
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4612-8839-8
Online ISBN: 978-1-4612-4484-4
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