www.ietdl.org
Published in IET Control Theory and Applications
Received on 26th December 2011
Revised on 8th June 2012
doi: 10.1049/iet-cta.2011.0791
ISSN 1751-8644
Minimum entropy control for non-linear and
non-Gaussian two-input and two-output dynamic
stochastic systems
J. Zhang
1
M. Ren
2
H. Wang
3,4
1
State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power
University, Beijing 102206, People’s Republic of China
2
School of Control and Computer Engineering, North China Electric Power University, Beijing 102206,
People’s Republic of China
3
Control System Centre, School of Electrical Engineering and Electronics, The University of Manchester, M60 1QD, UK
4
College of Information Science and Engineering, Northeastern University, Shenyang 110819, People’s Republic of China
E-mail: hong.wang@manchester.ac.uk
Abstract: In this study, the problem of control algorithm design for a class of nonlinear two-input and two-output systems with
non-Gaussian disturbances is investigated, where a general non-linear auto-regressive moving average with exogenous model
is used to describe the system. Based on the deduced probability density functions of tracking errors, a new performance index
is established using the entropy and joint entropy so as to characterise the uncertainty of the tracking errors of the closed-loop
system. This performance also includes the expectations of tracking errors and the constrains of control energy. A recursive
optimisation control algorithm is obtained by minimising the performance index. Moreover, the local stability condition of
the closed-loop systems is established after some formulations. Finally, the comparative simulation results are presented to
show that the performance of the proposed algorithm is superior to that of proportional–integral–derivative controller.
1 Introduction
It is well known that many engineering systems are
inevitably subjected to random noises, which usually comes
from system components and external environment. Under
the assumption that the random noises obey Gaussian
distribution, some mature control strategies have been
adopted to investigate the stochastic control problems, such
as minimum variance control [1] and linear quadratic
Gaussian (LQG) control [2], etc. In fact, since many
practical systems are not linear and Gaussian, mean and
variance are insufficient to characterise the stochastic
properties in terms of tracking control problems. Therefore
since 1996, the stochastic distribution control has been
developed to study stochastic systems with non-Gaussian
noises.
In general, stochastic distribution control may fall
into three classes [3]: (i) Output probability density
function control using neural networks [4–7]; (ii) Output
probability density function control using system input-
output models [8, 9]; (iii) Minimum entropy control for non-
Gaussian stochastic systems [10–13]. Combined with linear
matrix inequalities (LMIs) technique, a pseudo proportional–
integral–derivative (PID) tracking control strategy for
general non-Gaussian stochastic systems was presented in
[4] based on a linear B-spline model for the probability
density functions (PDFs). In addition, described by a general
non-linear auto-regressive moving average exogenous
(ARMAX) model with time delays and non-Gaussian inputs,
a general optimal control problem for the shape control of
the conditional PDFs of non-linear stochastic systems was
studied in [8] using a j-step ahead predictive cumulative
cost function. In [9], the realisable robust PDF controllers
with simple structure were proposed for non-linear stochastic
systems by minimising the distance between output and
target PDFs. However, the above control algorithms have
been designed under the assumption that the target PDF is
available. When the target PDF is not available, the aim
of closed-loop control for the stochastic systems should
be to reduce the randomness of the system. Since entropy
has been widely used in information, thermodynamics,
communication and control theories as a measure of the
degree of randomness of random variables, the entropy of
tracking error can be used as the performance index to
be minimised during control design. By minimising the
entropy, all higher-order moments (not only the second
one) can be minimised. In [10], a recursive optimisation
solution was developed using minimum entropy control
(MEC), and the local stability condition of the closed-
loop system was established. By combining the optimal
P-type iterative learning control (ILC) idea with the MEC
strategy, a novel feedback control method was presented in
[12] for robotic manipulators with random communication
delays.
IET Control Theory Appl., pp. 1–8 1
doi: 10.1049/iet-cta.2011.0791 © The Institution of Engineering and Technology 2012