Existence of minimum upcrossing controllers

DOI10.1016/S0005-1098(96)00256-7zbMath0888.93063OpenAlexW2046109381MaRDI QIDQ1360460

O. Diekmann

Publication date: 11 June 1998

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00256-7

zbMATH Keywords

LQG controldiscrete-timecritical levelminimization of the upcrossing probabilityone-parametric optimization

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (1)

Existence of discrete-time LQG-controllers

Cites Work

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• Existence of discrete-time LQG-controllers
• Continuity properties of solutions to \(H_{2}\) and \(H_{\infty}\) Riccati equations
• Introduction to stochastic control theory
• Control of mean time between failures
• Control of level crossings in stationary Gaussian random processes

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