Title :
Control of level crossings in stationary Gaussian random processes
Author_Institution :
Dept. of Autom. Control, Lund Inst. of Technol., Sweden
fDate :
2/1/1993 12:00:00 AM
Abstract :
A new optimal stochastic control problem that minimizes the intensity for a signal to upcross a level is solved by rewriting it as a one-parametric optimization problem over a set of LQG-problem solutions. The solution can sometimes be thought of as finding optimal weightings in an LQG problem
Keywords :
optimal control; optimisation; random processes; stochastic systems; LQG-problem solutions; level crossings control; one-parametric optimization problem; optimal stochastic control; optimal weightings; stationary Gaussian random processes; Automatic control; Design optimization; Feedback; Force control; Optimal control; Random processes; Robot sensing systems; Robotics and automation; Signal processing; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
