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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
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Automatica
volume
33
issue
5
pages
871 - 879
publisher
Pergamon
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
2015-12-14 09:39:03
date last changed
2019-02-20 09:39:06
@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},
  series       = {Automatica},
  title        = {Existence of Minimum Upcrossing Controllers},
  url          = {http://dx.doi.org/10.1016/S0005-1098(96)00256-7},
  volume       = {33},
  year         = {1997},
}