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

DOI10.1016/0165-1889(90)90041-EzbMATH Open0722.90014OpenAlexW1991677230MaRDI QIDQ757219FDOQ757219

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

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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)

Cites Work

• Geometric state-space theory in linear multivariable control: A status report
• Dynamic programming and stochastic control
• Stochastic models, estimation, and control. Vol. 2,3
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• Control aspects of linear discrete time-varying systems
• Continuous and discrete dynamics near manifolds of equilibria
• Four Alternative Policies to Restore Balance of Payments Equilibrium
• On the set of obtainable reference trajectories using minimum variance control
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• Sufficient Conditions for Optimal Stabilization Policies

Cited In (6)

• Square indefinite LQ-problem: Existence of a unique solution
• Resource-saving tracking problem with infinite time horizon
• Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling
• On the choice of weighting matrices in the minimum variance controller
• 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

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