The Minimum Entropy Control Problem for Time-Varying Systems

This talk will consider the extension of the minimum entropy control problem to time varying systems. It will be shown that the most natural analogue of the entropy integral is a diagonal operator arising from the spectral factorization of the plant. The connections between this entropy operator and related operator arising from linear quadratic control and risk sensitive control will be considered. The talk will concentrate on infinite-horizon time-varying systems. Extensions to continuous-time, as well as finite horizon problems will also be outlined.

Pablo Iglesias
Dept. Electrical and Computer Engineering
The Johns Hopkins University
Baltimore, MD