On the set of obtainable reference trajectories using minimum variance control

J.C. Engwerda

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Abstract

In this paper it is investigated what will be the set of reference trajectories that can be tracked when Minimum Variance control is used. A necessary condition on the dynamic evaluation of a reference trajectory is deduced. For the case of a time-invariant system all the trackable reference trajectories are characterized exactly. The effect of limiting the control possibilities on the ability to track a certain reference trajectory is also discussed. The analyzed system is assumed to be linear, finite dimensional and discrete-time. The derived results are interpreted for economic systems.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages14
Publication statusPublished - 1985

Publication series

NameMemorandum COSOR
Volume8523
ISSN (Print)0926-4493

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