Title :
Extreme value control of a double integrator
Author :
Andersson, Lennart ; Hansson, Anders
Author_Institution :
Dept. of Autom. Control, Lund Inst. of Technol., Sweden
Abstract :
Nonlinear discrete time optimal control of an extreme value is studied for a double integrator influenced by colored noise. The solution is obtained by numerical solution of the Bellman-equation. In simulations the optimal controller is compared with the minimum variance controller. It is seen that the extreme value controller is advantageous for short time horizons and high noise levels
Keywords :
discrete time systems; nonlinear control systems; optimal control; probability; stochastic systems; Bellman-equation; colored noise; double integrator; extreme value control; nonlinear discrete time optimal control; probability; stochastic second order system; Automatic control; Colored noise; Control systems; Discrete time systems; Equations; Noise level; Optimal control; Process control; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411410
