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Existence of Minimum Upcrossing Controllers

Hansson, Anders and Hagander, Per LU (1997) In Automatica 33(5). p.871-879
Abstract
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.
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author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Automatica
volume
33
issue
5
pages
871 - 879
publisher
Elsevier
external identifiers
  • scopus:0031131260
ISSN
0005-1098
DOI
10.1016/S0005-1098(96)00256-7
language
English
LU publication?
yes
id
8c2c1ecf-0a72-4080-8a23-68feb46c84ef (old id 8311494)
date added to LUP
2016-04-04 14:28:42
date last changed
2025-10-14 10:10:29
@article{8c2c1ecf-0a72-4080-8a23-68feb46c84ef,
  abstract     = {{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.}},
  author       = {{Hansson, Anders and Hagander, Per}},
  issn         = {{0005-1098}},
  language     = {{eng}},
  number       = {{5}},
  pages        = {{871--879}},
  publisher    = {{Elsevier}},
  series       = {{Automatica}},
  title        = {{Existence of Minimum Upcrossing Controllers}},
  url          = {{http://dx.doi.org/10.1016/S0005-1098(96)00256-7}},
  doi          = {{10.1016/S0005-1098(96)00256-7}},
  volume       = {{33}},
  year         = {{1997}},
}