Title :
Stochastic approach to H∞-optimization
Author :
Semyonov, A.V. ; Vladimirov, I.G. ; Kurdjukov, A.P.
Author_Institution :
State Res. Inst. of Aviation Syst., Moscow, Russia
Abstract :
A stochastic H∞-optimization problem is stated. The links between the problem formulated and the standard H∞ -optimization problem are outlined. By means of the stochastic gain with respect to a Gaussian family, a stochastic interpretation of the entropy integral is given
Keywords :
Gaussian distribution; H∞ optimisation; closed loop systems; entropy; integral equations; probability; sequences; Gaussian family; entropy integral; standard H∞-optimization problem; stochastic H∞-optimization problem; stochastic gain; Atomic measurements; Character generation; Control systems; Entropy; Gain measurement; Probability distribution; Robustness; Stochastic processes; Stochastic systems; Topology;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411485
