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

J.C. Engwerda, P.W. Otter

Onderzoeksoutput: Boek/rapportRapportAcademic

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Samenvatting

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.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Hogeschool Eindhoven
Aantal pagina's13
StatusGepubliceerd - 1986

Publicatie series

NaamMemorandum COSOR
Volume8620
ISSN van geprinte versie0926-4493

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