Journal of economic dynamics & control, 1990, Vol.14 (3), p.741-762
1990
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Details
- Autor(en) / Beteiligte
- Titel
- The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component
- Ist Teil von
- Journal of economic dynamics & control, 1990, Vol.14 (3), p.741-762
- Ort / Verlag
- Amsterdam: Elsevier B.V
- Erscheinungsjahr
- 1990
- Quelle
- Elsevier Journal Backfiles on ScienceDirect (DFG Nationallizenzen)
- Beschreibungen/Notizen
- In this paper we derive an algorithm that yields, for a discrete-time system, a control minimizing a quadratic cost functional. The system considered is linear and possesses an exogenous component. The cost functional is a quadratic tracking equation over an infinite time horizon with positive semi-definite weighting matrices such that a weighted sum of these matrices is positive definite. The infinite planning horizon Minimum Variance cost criterion and the Linear Quadratic regulator are special cases. For stabilizable systems we give a characterization of the asymptotically admissible reference trajectories.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0165-1889eISSN: 1879-1743DOI: 10.1016/0165-1889(90)90041-ETitel-ID: cdi_proquest_miscellaneous_37016922
- Format
- –
- Schlagworte
- Algorithms, Economic dynamics, Economic policy, Mathematical models, Optimal, Stabilization, Studies