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Existence of Minimum Upcrossing Controllers

På svenska

Author

Summary, in English

An optimal stochastic control problem that minimizes the probability that a signal upcrosses a level is solved by rewriting it as a one-parametric optimization problem over a set of LQG control problem solutions. Finding the optimal controller can be interpreted as finding an optimal costing transfer function. The existence of the optimal controller is investigated in a constructive way, and it is shown that it is equivalent to the existence of a controller with sufficiently small closed-loop variance of the controlled signal.

Publishing year

1997

Language

English

Pages

871-879

Publication/Series

Automatica

Volume

33

Issue

5

Document type

Journal article

Publisher

Pergamon Press Ltd.

Topic

  • Control Engineering

Status

Published

ISBN/ISSN/Other

  • ISSN: 0005-1098