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
1. Verfasser:	Martin, Rodney
Format:	Artikel
Sprache:	eng
Schlagworte:	Alarm systems Approximation methods Fault detection Gold Kalman filtering Limiting Noise Noise measurement Prediction problems and methods Stability analysis Stability of linear systems
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