Minimum mutual information control for multi-variable non-Gaussian stochastic systems

Abstract

In this paper, a novel control algorithm is presented to minimize output statistical couplings for a class of dynamic nonlinear multi-variable non-Gaussian stochastic systems. Using Cauchy-Schwartz mutual information, a new performance criterion is given and this associated control algorithm is presented to minimized the mutual information of the system outputs so as to minimize the statistical couplings among system outputs. The convergence of this presented control algorithm is analyzed and the effectiveness of the proposed algorithm is shown by simulation.