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 |