| 汇率变动系统模型及其闭环鲁棒策略设计方法 |
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| 引用本文： | 刘常青.汇率变动系统模型及其闭环鲁棒策略设计方法[J].成都理工大学学报(自然科学版),1998(4). |
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| 作者姓名： | 刘常青 |
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| 作者单位： | 成都理工学院管理科学系 |
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| 摘 要： | 通过分析中国外汇汇率并轨后银行间外汇市场运行情况，建立了外汇市场汇率变动的数学模型，并用控制理论方法对汇率变动系统的稳定性进行了分析，辨析出一个重要的干扰项，对系统干扰及跟踪目标为常量时的闭环鲁棒策略给出了设计与计算方法。
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| 关 键 词： | 前向离散时间系统，稳定性，闭环鲁棒策略 |
THE MODEL OF EXCHANGE MOVEMENT SYSTEM AND THE METHOD OF DESIGNING CLOSED LOOP ROBUST STRATEGY |
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| Liu Changqing.THE MODEL OF EXCHANGE MOVEMENT SYSTEM AND THE METHOD OF DESIGNING CLOSED LOOP ROBUST STRATEGY[J].Journal of Chengdu University of Technology: Sci & Technol Ed,1998(4). |
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| Authors: | Liu Changqing |
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| Abstract: | The paper analyzes the actual situation of the present foreign exchange market after the free exchange of RMB has been completed and sets up the mathematic model of the exchange movement. And then, the paper uses the methods of cybernetics to analyze the stability of the dynamic model and recognizes an important noise term. At last, the paper puts forward a method of designing closed loop robust strategy. |
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| Keywords: | forward discrete time system stability closed loop robust strategy |
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