Existence of minimum upcrossing controllers (Q1360460)

The control problem in the discrete-time case, in which both keeping the controlled signal near a reference value and preventing it from upcrossing a critical level are desired, is studied here in terms of both sufficient and necessary conditions. The same problem but in the continuous-time case was previously solved in terms of necessary conditions by \textit{A. Hansson} [IEEE Trans. Autom. Control 38, No. 2, 318-321 (1993; Zbl 0785.93093)]. In this paper, the minimization of the upcrossing probability is also solved via rewriting the problem as one-parametric optimization problem over a set of LQG control problem solutions. The key to the whole method is that an expression for the upcrossing probability is obtained, which depends only on the variances of two independent variables and the critical level. In a constructive way, the authors prove that the existence of the optimal controller is equivalent to the existence of a controller with sufficiently small closed-loop variance of the controlled signal.