### 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 language | English |
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Place of Publication | Eindhoven |

Publisher | Technische Hogeschool Eindhoven |

Number of pages | 13 |

Publication status | Published - 1986 |

### Publication series

Name | Memorandum COSOR |
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Volume | 8620 |

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.