CONTROL OF LEVEL-CROSSINGS IN STATIONARY GAUSSIAN RANDOM-PROCESSES

被引：2
|
作者：
HANSSON, A
机构：
[1] Department of Automatic Control, Lund Institute of Technology, S-22100, Lund
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1993年 / 38卷 / 02期
关键词：
D O I：
10.1109/9.250483
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：318 / 321
页数：4
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