Title :
Control of Level-Crossings in Stationary Gaussian Random Sequences
Author_Institution :
Department of Automatic Control, Lund Institute of Technology, Box 118, S-221 00 Lund, SWEDEN
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;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
