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Invariance entropy for random control systems

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Abstract

For continuous-time random control systems, this paper introduces invariance entropy for random pairs as a measure for the amount of information necessary to achieve invariance of random weakly invariant compact subsets of the state space. For linear random control systems with compact control range, the invariance entropy is given by the sum of the real parts of the unstable eigenvalues of the uncontrolled system if we assume ergodicity.

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Authors and Affiliations

  1. Institut für Mathematik, Universität Augsburg, 86159 , Augsburg, Germany

    Adriano J. da Silva

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  1. Adriano J. da Silva
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Correspondence to Adriano J. da Silva.

Additional information

Adriano J. da Silva was supported by CAPES grant no 4229/10-0.

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da Silva, A.J. Invariance entropy for random control systems. Math. Control Signals Syst. 25, 491–516 (2013). https://doi.org/10.1007/s00498-013-0111-9

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  • DOI: https://doi.org/10.1007/s00498-013-0111-9

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