摘要：AbstractThis paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic systems. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization is compared with the mean-square-error minimization in the simulation results.
关键词：KeywordsMinimum error entropyinformation potentialnon-Gaussian variablesprobability density functionstochastic systems
