The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component (Q757219)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component |
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The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component (English)
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1990
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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 semidefinite 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.
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infinite time horizon
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