The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component

DOI10.1016/0165-1889(90)90041-EMaRDI QIDQ757219zbMATH OpenOpenAlexFDO

Authors J. C. Engwerda

Publication date 1990

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(90)90041-e

zbMATH Keywords

infinite time horizon

Mathematics Subject Classification ID

Economic growth models (91B62) Discrete-time control/observation systems (93C55) Application models in control theory (93C95)

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Cites work

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• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3555948 (Why is no real title available?)
• Continuous and discrete dynamics near manifolds of equilibria
• Control aspects of linear discrete time-varying systems
• Dynamic programming and stochastic control
• Four Alternative Policies to Restore Balance of Payments Equilibrium
• Geometric state-space theory in linear multivariable control: A status report
• On the set of obtainable reference trajectories using minimum variance control
• Stochastic models, estimation, and control. Vol. 2,3
• Sufficient Conditions for Optimal Stabilization Policies

Cited in

(6)

• Infinite horizon linear quadratic tracking problem: a discounted cost function approach
• Feedback and open-loop Nash equilibria for LQ infinite-horizon discrete-time dynamic games
• Square indefinite LQ-problem: Existence of a unique solution
• Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling
• Resource-saving tracking problem with infinite time horizon
• On the choice of weighting matrices in the minimum variance controller

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