The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
type: Item
instance of: scholarly article
title: The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
zbMATH Open document ID: 0722.90014
DOI: 10.1016/0165-1889(90)90041-E
publication date: 1990-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C95
zbMATH DE Number: 4191365
zbMATH Keywords: infinite time horizon
author: J. C. Engwerda
MaRDI profile type: Publication
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full work available at URL: 0165-1889(90)90041-e
OpenAlex ID: W1991677230
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 4191365