Linear optimal control, filtering, and rational expectations Pubblico Deposited

Alpha creator Series Issue number
  • 224
Parola chiave Subject 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
Contributori Date created
  • 1988-11
Date modified
  • 06/05/2018
Publisher
  • Federal Reserve Bank of Minneapolis. Research Division.
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