DocumentCode
489520
Title
Control of Level-Crossings in Stationary Gaussian Random Sequences
Author
Hansson, Anders
Author_Institution
Department of Automatic Control, Lund Institute of Technology, Box 118, S-221 00 Lund, SWEDEN
fYear
1992
fDate
24-26 June 1992
Firstpage
1065
Lastpage
1069
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-problem solutions. The solution can sometimes be thought of as finding optimal weightings in an LQG-problem.
Keywords
Automatic control; Closed loop systems; Control systems; Feedback; Force control; Moisture control; Optimal control; Power system protection; Random sequences; Stochastic processes; Level-Crossings; Minimum variance control; Optimal control; Stochastic control;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1992
Conference_Location
Chicago, IL, USA
Print_ISBN
0-7803-0210-9
Type
conf
Filename
4792251
Link To Document