CONNECTIONS BETWEEN MINIMUM ENTROPY CONTROL AND MIXED H-2 H-INFINITY CONTROL FOR TIME-VARYING SYSTEMS/

In this paper two properties of minimum entropy control for linear tim e-varying systems are investigated. An entropy formulation for anti-ca usal systems is first considered. Minimizing the norm of an anticausal system is straightforward because of the fact that the norm of an ope rator is equal to the norm of its adjoint. This is not true for the en tropy measure. For this reason a separate formula for the entropy of a nti-causal systems is. needed in order to consider dual problems that arise in optimal control theory. Secondly, we investigate the relation ship between the entropy measure for time-varying systems and the H-2 acid H-infinity norms. For time-invariant systems, minimum entropy con trol has been shown to be a good mixed H-2/H-infinity controller. In t his paper we show that this is also true in the time-varying case.