The reference stability of a macro-economic system with a recursive minimum variance control equation

J.C. Engwerda, P.W. Otter

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Abstract

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.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages13
Publication statusPublished - 1986

Publication series

NameMemorandum COSOR
Volume8620
ISSN (Print)0926-4493

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  • Cite this

    Engwerda, J. C., & Otter, P. W. (1986). The reference stability of a macro-economic system with a recursive minimum variance control equation. (Memorandum COSOR; Vol. 8620). Technische Hogeschool Eindhoven.