Minimum Entropy H_ Control

This monograph is concerned with the design of feedback controllers for linear multivariate systems. System uncertainty can be realistically represented by including perturbations with bounded H-omega-norm-bound, and this is the approach taken here. For a given H-omega-norm-bound, there is a family of robustly stabilizing controllers, and the central question in this book is which of these controllers to choose. One choice is that which minimizes the enthropy of the resulting closed loop transfer function, and the derivation and properties of this solution occupies most of the monograph. Explicit formulae are obtained for the minimum enthropy solution, which is a precisely defined compromise between the Linear Quadratic Gaussian optimal solution and the H-omega optimal solution.