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

J.C. Engwerda, P.W. Otter

Research output: Book/ReportReportAcademic

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Abstract

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.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages13
Publication statusPublished - 1985

Publication series

NameMemorandum COSOR
Volume8525
ISSN (Print)0926-4493

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