DocumentCode
1665819
Title
Extreme value control of a double integrator
Author
Andersson, Lennart ; Hansson, Anders
Author_Institution
Dept. of Autom. Control, Lund Inst. of Technol., Sweden
Volume
3
fYear
1994
Firstpage
2163
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CDC.1994.411410
Filename
411410
Link To Document