Existence of Minimum Upcrossing Controllers
(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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8311494
- author
- Hansson, Anders and Hagander, Per LU
- organization
- publishing date
- 1997
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Automatica
- volume
- 33
- issue
- 5
- pages
- 871 - 879
- publisher
- Pergamon Press Ltd.
- 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
- 2022-01-30 02:06:23
@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 = {{Pergamon Press Ltd.}}, 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}}, }