Linear Optimal Control, Filtering, and Rational Expectations

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Creator Series Issue number
  • 224
Date Created
  • 1988-11
Subject (JEL) Mot-clé Table of Contents
  • Classical control and prediction theory ; Introduction to recursive control and prediction theory ; Controllability and stabilizability ; Reconstructibility and detectability ; Convergence and stability theorems for the optimal linear regulator problem ; The optimal observer ; Linear dynamic equilibrium models ; Combining recursive optimization and classical Ffltering to compute solutions of control problems.
Alternative title
  • Lecture notes on linear optimal control, filtering, and rational expectations
Date Modified
  • 07/11/2019
Corporate Author
  • Federal Reserve Bank of Minneapolis. Research Department
Publisher
  • Federal Reserve Bank of Minneapolis
Resource type
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