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Uncertain Model of Chinese Macroeconomic System and Robust Control

Author: ZuoZuo
Tutor: ZengJianPing
School: Xiamen University
Course: Control Theory and Control Engineering
Keywords: macroeconomic system uncertain model robust tracking control optimal investment strategy
CLC: F124
Type: Master's thesis
Year: 2014
Downloads: 2
Quote: 0
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Abstract


Since three decades of reform and opening up, the regulatory capacity of our government has greatly improved in the macroeconomic field, and has initially formed a macro-control mechanism which mainly based on the market economy. Because of the unceasing escalation of industrial structure, gradual innovation of institution, deepening development of reform and other reasons, the model structure of macroeconomic system is changing constantly, coupled with the large amount of data, information etc. other features and a huge variety of uncertainties that may exist, the difficulty of the modeling of macroeconomic system itself also increased significantly. The macroeconomic model that founded by predecessors has been unable to meet the economic development needs of today’s society.Based on the previous research, this dissertation takes the influence of uncertainties caused by parameter perturbations in the modeling process of the macroeconomic system into account, founds a macroeconomic model with uncertainty which appropriate today’s social and economic development. Then expands control research by using robust control theory, to realize the macroeconomic system following the expected trajectory and be able to satisfy certain economic indicators.Firstly, transfrom the Chinese macroeconomic system into a class interval system, by introducing the equivalent description of interval matrices, found a model of macroeconomic system with parameter uncertainties. Based on nearly30years of economic statistics, make a validation and analysis for the macroeconomic system with uncertainty. Using multiple linear regression analysis and the least squares method to calculate the parameter perturbation interval of the model, and compare the differences of consumption equation and investment equation before and after parameter fitting, to make sure the accuracy of the founded model.Secondly, in order to get the state budget investment strategy which can make the real GNP track the expected value, for the founded macroeconomic system with uncertainty, transform the solving problem of the state budget investment strategy into a robust tracking control problem, and then transform the solvability condition of robust tracking control into the feasibility problem of LMI.Based on the macroeconomic system simulation example,according to the feasible solution of LMI,give the specific value of the state budget investment strategy which make the real GNP track the expected value.Finally, in order to get the optimal state budget investment strategy of which minimize the economic investment costs, introduce a suitable economic indicator, for the founded macroeconomic system with uncertainty, transform the solving problem of the optimal state budget investment strategy into a guaranteed cost control problem, and then transform the solvability condition of guaranteed cost control into the feasibility problem of LMI. Based on the macroeconomic system simulation example,according to the feasible solution of LMI,give the specific value of the optimal state budget investment strategy which meet specific economic indicators.

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