Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †

1 May 1975

journal article
research article
Published by Taylor & Francis in International Journal of Control

Vol. 21 (5) , 833-841
https://doi.org/10.1080/00207177508922037

Abstract

The optimal control for a discrete-time linear system with quadratic criterion functional is derived for the case where the system parameters are subject to a discrete-time, discrete-state Markov process. Utilization of the results is demonstrated in a numerical example using Samuelson's multiplier-accelerator macroeconomic model.

Keywords

This publication has 5 references indexed in Scilit:

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IEEE Transactions on Automatic Control, 1971
Feedback control of a class of linear systems with jump parameters
IEEE Transactions on Automatic Control, 1969
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