Full entry |
PDF
(0.7 MB)
Feedback

Kullback divergence; minimization; stochastic controller

References:

[1] Aoki M.: **Optimization of Stochastic Systems: Topics in Discrete-Time Systems**. Academic Press, New York – London 1967 MR 0234749 | Zbl 0168.15802

[2] Åström K. J.: **Introduction to Stochastic Control**. Academic Press, New York – San Francisco – London 1970 Zbl 1191.93141

[3] Bertsekas D. P.: **Dynamic Programming and Stochastic Control**. Second edition. Athena Scientific, Belmont, Mass. 2000 MR 2182753 | Zbl 0549.93064

[4] Clark D.: **Advances in Model-Based Predictive Control**. Oxford University Press, Oxford 1994

[5] Cover T. M., Thomas J. A.: **Elements of Information Theory**. Second edition. Wiley-Interscience, New York 2006 MR 2239987 | Zbl 1140.94001

[6] Kárný M.: **Towards fully probabilistic control design**. Automatica 32 (1996), 12, 1719–1722 MR 1427142 | Zbl 0868.93022

[7] Kulhavý R.: **A Kullback–Leibler distance approach to system identification**. In: Preprints of the IFAC Symposium on Adaptive Systems in Control and Signal Processing (C. Bányász, ed.), Budapest 1995, pp. 55–66

[8] Kullback S.: **Information Theory and Statistics**. Wiley, New York and Chapman & Hall, London 1967 MR 0103557 | Zbl 0897.62003

[9] Kullback S., Leibler R.: **On information and sufficiency**. Ann. Math. Statist. 22 (1951), 79–87 MR 0039968 | Zbl 0042.38403

[10] Kumar P. R., Varaiya P.: **Stochastic Systems: Estimation, Identification and Adaptive Control**. Prentice Hall, Englewood Cliffs, N. J. 1986 Zbl 0706.93057

[11] Kushner H.: **Introduction to Stochastic Control**. Holt, Rinehard and Winston, New York 1971 MR 0280248 | Zbl 0293.93018

[12] Martin J. J.: **Bayesian Decision Problems and Markov Chains**. Wiley, New York 1967 MR 0221709 | Zbl 0164.50102

[13] Meditch J. S.: **Stochastic Optimal Linear Estimation and Control**. Mc. Graw Hill, New York 1969 Zbl 0269.93061

[14] Vajda I.: **Theory of Statistical Inference and Information**. Mathematical and statistical methods. Kluwer Academic Publishers, Dordrecht, Boston – London 1989 Zbl 0711.62002