Connections between minimum entropy control and mixed H2/H control for time-varying systems

Marc A. Peters, Pablo A. Iglesias

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


In this paper two properties of minimum entropy control for linear time-varying systems are investigated. An entropy formulation for anti-causal systems is first considered. Minimizing the norm of an anticausal system is straightforward because of the fact that the norm of an operator is equal to the norm of its adjoint. This is not true for the entropy measure. For this reason a separate formula for the entropy of anti-causal systems is needed in order to consider dual problems that arise in optimal control theory. Secondly, we investigate the relationship between the entropy measure for time-varying systems and the H2 and H norms. For time-invariant systems, minimum entropy control has been shown to be a good mixed H2/H controller. In this paper we show that this is also true in the time-varying case.

Original languageEnglish (US)
Pages (from-to)341-347
Number of pages7
JournalSystems and Control Letters
Issue number5
StatePublished - Dec 27 1995


  • Discrete time
  • Entropy
  • H/H
  • Operator norms
  • Time varying

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science(all)
  • Mechanical Engineering
  • Electrical and Electronic Engineering


Dive into the research topics of 'Connections between minimum entropy control and mixed H2/H control for time-varying systems'. Together they form a unique fingerprint.

Cite this