id:"swepub:oai:lup.lub.lu.se:8c2c1ecf-0a72-4080-8a23-68feb46c84ef"
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- Hansson, Anders (author)
Existence of Minimum Upcrossing Controllers
- Article/chapterEnglish1997
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- 1997
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- LIBRIS-ID:oai:lup.lub.lu.se:8c2c1ecf-0a72-4080-8a23-68feb46c84ef
- https://lup.lub.lu.se/record/8311494URI
- https://doi.org/10.1016/S0005-1098(96)00256-7DOI
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- Language:English
- Summary in:English
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- 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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- Hagander, PerLund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH(Swepub:lu)cont-pha (author)
- Institutionen för reglerteknikInstitutioner vid LTH (creator_code:org_t)
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- In:Automatica33:5, s. 871-8790005-1098
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