The asymptotic closed loop behaviour of a macro-economic system with uncontrollable time-varying exogenous input 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 effect of the weighting matrix in the cost functional on the stability of the closed loop system is examined.
|Place of Publication||Eindhoven|
|Publisher||Technische Hogeschool Eindhoven|
|Number of pages||13|
|Publication status||Published - 1985|