Abstract
The maximum-entropy/ H ∞-control problem and a combined H ∞/LQG-control problem are presented in a unified way and shown to be equivalent, in the case of a full-order controller and equalized H ∞/LQG weights. The result links two separate approaches which have distinctly different methods of solution. Only two decoupled algebraic Riccati equations are needed to state the controller, maximum value of the entropy and minimum value of the auxiliary cost.
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