Possibilities of the Cross-Entropy Method Usage in the Control Theory

This paper deals with the Cross-Entropy method application in the control theory. The method is a the combinatorial optimization technique that is mostly used in the networks theory and could be used in deterministic optimization problems as well. The paper shows the possibiliy of the Cross-Entropy usage in the control parameter tuning. Similar to genetics algorithms, this method minimizes a given performance function in order to find optimal parameters. The appropirate conclusions about relability and the convergence rate of the method were experimentaly supported. The first two experiments used PI controller with different performance functions, where the optimal controller values have been obtained through the simulation. The third experiment used LQR controller to control a complex system. The tunining of four parameters of a LQR control matrix and obtained values were compared with the ones generated by LQR algorithm.