This book takes the topic of H-infinity control as a point of departure, and pursues an improved controller design suggested in the mainstream of robust control. Using stochastic methods, the book is important to the circuits and systems community, alongside researchers in networking systems, operator theory and linear multivariable control.

1 Introduction.- 1.1 Optimal control problems.- 1.2 Minimum entropy control.- 1.3 The maximum entropy principle.- 1.4 Extensions to time-varying systems.- 1.5 Organization of the book.- 2 Preliminaries.- 2.1 Discrete-time time-varying systems.- 2.2 State-space realizations.- 2.3 Time-reverse systems.- 3 Induced Operator Norms.- 3.1 Characterizations of the induced norm.- 3.2 Time-varying hybrid systems.- 3.3 Computational issues.- 4 Discrete-Time Entropy.- 4.1 Entropy of a discrete-time time-varying system.- 4.2 Properties.- 4.3 Entropy and information theory.- 4.4 Entropy of an anti-causal system.- 4.5 Entropy and the W-transform.- 4.6 Entropy of a non-linear system.- 5 Connections With Related Optimal Control Problems.- 5.1 Relationship with H?control.- 5.2 Relationship with H2 control.- 5.3 Average cost functions.- 5.4 Time-varying risk-sensitive control.- 5.5 Problems defined on a finite horizon.- 6 Minimum Entropy Control.- 6.1 Problem statement.- 6.2 Basic results.- 6.3 Full information.- 6.4 Full control.- 6.5 Disturbance feedforward.- 6.6 Output estimation.- 6.7 Output feedback.- 6.8 Stability concepts.- 7 Continuous-Time Entropy.- 7.1 Classes of systems considered.- 7.2 Entropy of a continuous-time time-varying system.- 7.3 Properties.- 7.4 Connections with related optimal control problems.- 7.5 Minimum entropy control.- A Proof of Theorem 6.5.- B Proof of Theorem 7.21.- Notation.