Adaptive deadband control of a drifting process with unknown parameters

Zilong Lian; Enrique del Castillo

doi:10.1016/j.spl.2006.12.006

Adaptive deadband control of a drifting process with unknown parameters

Zilong Lian, Enrique del Castillo

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

Adjusting a drifting process to minimize the expected sum of quadratic off-target and fixed adjustment costs is considered under unknown process parameters. A Bayesian approach based on sequential Monte Carlo methods is presented. The benefits of the resulting "deadband" adjustment policy are studied.

Original language	English (US)
Pages (from-to)	843-852
Number of pages	10
Journal	Statistics and Probability Letters
Volume	77
Issue number	8
DOIs	https://doi.org/10.1016/j.spl.2006.12.006
State	Published - Apr 15 2007

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2006.12.006

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title = "Adaptive deadband control of a drifting process with unknown parameters",

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T1 - Adaptive deadband control of a drifting process with unknown parameters

AU - Lian, Zilong

AU - del Castillo, Enrique

PY - 2007/4/15

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AB - Adjusting a drifting process to minimize the expected sum of quadratic off-target and fixed adjustment costs is considered under unknown process parameters. A Bayesian approach based on sequential Monte Carlo methods is presented. The benefits of the resulting "deadband" adjustment policy are studied.

UR - https://www.scopus.com/pages/publications/33947589871

UR - https://www.scopus.com/inward/citedby.url?scp=33947589871&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2006.12.006

DO - 10.1016/j.spl.2006.12.006

M3 - Article

AN - SCOPUS:33947589871

SN - 0167-7152

VL - 77

SP - 843

EP - 852

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 8

ER -

Adaptive deadband control of a drifting process with unknown parameters

Abstract

All Science Journal Classification (ASJC) codes

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