DocumentCode
1551048
Title
Reduced-order models and controllers for continuous-time stochastic systems: an information theory approach
Author
Leland, Robert
Author_Institution
Dept. of Electr. Eng., Alabama Univ., Tuscaloosa, AL, USA
Volume
44
Issue
9
fYear
1999
fDate
9/1/1999 12:00:00 AM
Firstpage
1714
Lastpage
1719
Abstract
Reduced-order models and controllers for continuous-time stochastic systems are described. The reduced-order models are chosen to minimize the Kullback-Leibler information distance (KLID) between the outputs of the actual and reduced systems. An LQG controller based on a reduced-order system model is described. A second reduced-order controller is found to minimize the KLID between the closed-loop system outputs with the full and reduced-order controllers
Keywords
closed loop systems; information theory; linear quadratic Gaussian control; reduced order systems; stochastic systems; KLID; Kullback-Leibler information distance minimization; LQG controller; closed-loop system outputs; continuous-time stochastic systems; information theory; reduced-order controllers; reduced-order models; Control design; Control system synthesis; Control systems; Cost function; Information theory; Least squares approximation; Maximum likelihood detection; Optimal control; Reduced order systems; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.788538
Filename
788538
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