Name
Abstract | ||
|---|---|---|
Large time-delay and small disturbance attenuation are very important for macroeconomic system. This paper is concerned with the problem of robust H\"~ control with large time-delay and small disturbance attenuation for a generic linear rational expectations model of economy with uncertainties, time-varying delay and random shocks. The norm bounded uncertainties are used to describe the uncertainties of economic system. The concept of two levels of conservatism and the approach of Parameters Weak Coupling Linear Matrix Inequalities (PWCLMIs) are developed in this paper. The result is presented in terms of PWCLMIs in this note. Large time-delay and small disturbance attenuation are achieved without increasing conservatism of result. Furthermore, according to the robust H\"~ result, one will obtain various results readily by employing different games. An example is given to show the benefit of the presented approach. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1016/j.amc.2010.03.049 | Applied Mathematics and Computation |
Keywords | Field | DocType |
robust control,linear matrix inequality,economic model,time-delay systems,linear matrix inequality (lmi),linear rational expectations model,rational expectation,economic system | Mathematical optimization,Coupling,Economic model,Matrix (mathematics),Conservatism,Economy,Attenuation,Rational expectations,Robust control,Mathematics,Bounded function | Journal |
Volume | Issue | ISSN |
216 | 7 | Applied Mathematics and Computation |
Citations | PageRank | References |
0 | 0.34 | 5 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Minghao Li | 1 | 9 | 1.98 |
| Wuneng Zhou | 2 | 467 | 53.74 |
| Hongqian Lu | 3 | 17 | 7.21 |
| Jian’an Fang | 4 | 40 | 3.99 |