The Influence of System Stability and Dynamics on the Accuracy of Level-Crossing Prediction
This technical note investigates the effect of stability on the probability of correctly predicting level-crossings for the output of a linear dynamical system driven by Gaussian noise. It is found that decreasing the stability margin has a favorable effect on predictive capability. The insight from...
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| Veröffentlicht in: | IEEE transactions on automatic control 2016-01, Vol.61 (1), p.264-269 |
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| container_title | IEEE transactions on automatic control |
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| creator | Martin, Rodney |
| description | This technical note investigates the effect of stability on the probability of correctly predicting level-crossings for the output of a linear dynamical system driven by Gaussian noise. It is found that decreasing the stability margin has a favorable effect on predictive capability. The insight from this finding was derived from a parametric analysis of a given measure of predictive capability, represented as an explicit function of the spectral radius. The formulae used to characterize this relationship were derived under strict technical conditions in previous work. However, as a result of the closed-form nature of these expressions, using these formulae to gain insight on the influence of stability was much more computationally efficient than would otherwise be possible under more relaxed technical conditions. |
| doi_str_mv | 10.1109/TAC.2015.2434033 |
| format | Article |
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However, as a result of the closed-form nature of these expressions, using these formulae to gain insight on the influence of stability was much more computationally efficient than would otherwise be possible under more relaxed technical conditions.</description><identifier>ISSN: 0018-9286</identifier><identifier>EISSN: 1558-2523</identifier><identifier>DOI: 10.1109/TAC.2015.2434033</identifier><identifier>CODEN: IETAA9</identifier><language>eng</language><publisher>IEEE</publisher><subject>Alarm systems ; Approximation methods ; Fault detection ; Gold ; Kalman filtering ; Limiting ; Noise ; Noise measurement ; Prediction problems and methods ; Stability analysis ; Stability of linear systems</subject><ispartof>IEEE transactions on automatic control, 2016-01, Vol.61 (1), p.264-269</ispartof><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c216t-fde80999f2bbf486944ab57b25df54d907804e19a60608f7d6de2de97337e2293</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/7109141$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>314,780,784,796,27924,27925,54758</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/7109141$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc></links><search><creatorcontrib>Martin, Rodney</creatorcontrib><title>The Influence of System Stability and Dynamics on the Accuracy of Level-Crossing Prediction</title><title>IEEE transactions on automatic control</title><addtitle>TAC</addtitle><description>This technical note investigates the effect of stability on the probability of correctly predicting level-crossings for the output of a linear dynamical system driven by Gaussian noise. It is found that decreasing the stability margin has a favorable effect on predictive capability. The insight from this finding was derived from a parametric analysis of a given measure of predictive capability, represented as an explicit function of the spectral radius. The formulae used to characterize this relationship were derived under strict technical conditions in previous work. However, as a result of the closed-form nature of these expressions, using these formulae to gain insight on the influence of stability was much more computationally efficient than would otherwise be possible under more relaxed technical conditions.</description><subject>Alarm systems</subject><subject>Approximation methods</subject><subject>Fault detection</subject><subject>Gold</subject><subject>Kalman filtering</subject><subject>Limiting</subject><subject>Noise</subject><subject>Noise measurement</subject><subject>Prediction problems and methods</subject><subject>Stability analysis</subject><subject>Stability of linear systems</subject><issn>0018-9286</issn><issn>1558-2523</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2016</creationdate><recordtype>article</recordtype><sourceid>RIE</sourceid><recordid>eNo9kEtLxDAUhYMoOI7uBTf5Ax3zaposh_oaKCjMuHJR0uRGI51Umo7Qf2_LDK4OF853OXwI3VKyopTo-926XDFC8xUTXBDOz9CC5rnKWM74OVoQQlWmmZKX6Cql7-mUQtAF-th9Ad5E3x4gWsCdx9sxDbDH28E0oQ3DiE10-GGMZh9swl3Ew0SsrT30xo4zUMEvtFnZdymF-InfenDBDqGL1-jCmzbBzSmX6P3pcVe-ZNXr86ZcV5llVA6Zd6CI1tqzpvFCSS2EafKiYbnzuXCaFIoIoNpIIonyhZMOmANdcF4AY5ovETn-tfOGHnz904e96ceaknqWU09y6llOfZIzIXdHJADAf72YulRQ_gdwVmAs</recordid><startdate>201601</startdate><enddate>201601</enddate><creator>Martin, Rodney</creator><general>IEEE</general><scope>97E</scope><scope>RIA</scope><scope>RIE</scope><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>201601</creationdate><title>The Influence of System Stability and Dynamics on the Accuracy of Level-Crossing Prediction</title><author>Martin, Rodney</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c216t-fde80999f2bbf486944ab57b25df54d907804e19a60608f7d6de2de97337e2293</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2016</creationdate><topic>Alarm systems</topic><topic>Approximation methods</topic><topic>Fault detection</topic><topic>Gold</topic><topic>Kalman filtering</topic><topic>Limiting</topic><topic>Noise</topic><topic>Noise measurement</topic><topic>Prediction problems and methods</topic><topic>Stability analysis</topic><topic>Stability of linear systems</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Martin, Rodney</creatorcontrib><collection>IEEE All-Society Periodicals Package (ASPP) 2005-present</collection><collection>IEEE All-Society Periodicals Package (ASPP) 1998-Present</collection><collection>IEEE Electronic Library (IEL)</collection><collection>CrossRef</collection><jtitle>IEEE transactions on automatic control</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Martin, Rodney</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>The Influence of System Stability and Dynamics on the Accuracy of Level-Crossing Prediction</atitle><jtitle>IEEE transactions on automatic control</jtitle><stitle>TAC</stitle><date>2016-01</date><risdate>2016</risdate><volume>61</volume><issue>1</issue><spage>264</spage><epage>269</epage><pages>264-269</pages><issn>0018-9286</issn><eissn>1558-2523</eissn><coden>IETAA9</coden><abstract>This technical note investigates the effect of stability on the probability of correctly predicting level-crossings for the output of a linear dynamical system driven by Gaussian noise. 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| subjects | Alarm systems Approximation methods Fault detection Gold Kalman filtering Limiting Noise Noise measurement Prediction problems and methods Stability analysis Stability of linear systems |
| title | The Influence of System Stability and Dynamics on the Accuracy of Level-Crossing Prediction |
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