The asymptotic closed loop behaviour of a macro-economic system with time-varying exogenous inputs is studied using an optimal minimum variance control equation. By using the phase- (or echelon) canonical form and by means of a simulation study the dependency of the closed loop system on the weighting matirx in the cost functional is examined.
|Place of Publication
|Technische Hogeschool Eindhoven
|Number of pages
|Published - 1986