Results 91 to 100 of about 5,425,318 (150)

Valid Inference in Partially Unstable GMM Models [PDF]

The paper considers time series GMM models where a subset of the parameters are time varying. The magnitude of the time variation in the unstable parameters is such that efficient tests detect the instability with (possibly high) probability smaller than
Li, Hong, Mueller, Ulrich
core  

How Does Monetary Policy Change? Evidence on Inflation Targeting Countries [PDF]

We examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom) applying moment- based estimator at time-varying parameter model with endogenous regressors ...
Borek Vasícek, Jaromír Baxa, Roman Horváth   +2 more
core   +2 more sources

A parameter-varying fault detection filter design approach for polytopic uncertain linear systems

, 2014
This paper is concerned with the robust fault detection (FD) problem for a class of polytopic uncertain linear systems driven by a Wiener process. It is assumed that the state matrix is affinely depending on unknown but bounded time-varying parameters. A
Sun P(孙鹏), Yang GH(杨光红), Shen Z(沈喆)   +2 more
core  

Expected optimal feedback with Time-Varying Parameters [PDF]

In this paper we derive, by using dynamic programming, the closed loop form of the Expected Optimal Feedback rule with time varying parameter. As such this paper extends the work of Kendrick (1981, 2002, Chapter 6) for the time varying parameter case ...
Hans M. Amman, Marco P. Tucci, David A. Kendrick   +2 more
core  

Advanced Design Techniques in Linear Parameter Varying Control

, 2006
To improve the analysis and control synthesis approach of linear fractional transformation (LFT) parameter-dependent systems, two types of non-quadratic Lyapunov function and switching control scheme are introduced and studied in this thesis.
Dong, Ke
core  

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices [PDF]

We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverting models. We also propose residual-based diagnostic tests and examine out-of-sample
Maral Kichian, Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu   +3 more
core  

Control of Linear Parameter-Varying Systems Using Dynamic Parameter Measurement

, 1997
This paper extends existing results on a technique for gain-scheduled, L 2 -gain control of linear parametervarying (LPV) systems with bounded rates of variation.
Lawton H. Lee
core  

Linearity of Integrator with a Varying Parameter Element

Oyo Buturi, 1956
openaire   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Identification of linear parameter varying models

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 2002
AbstractWe consider identification of a certain class of discrete‐time nonlinear systems known as linear parameter varying system. We assume that inputs, outputs and the scheduling parameters are directly measured, and a form of the functional dependence of the system coefficients on the parameters is known.
BAMIEH B., GIARRÈ, Laura
openaire   +2 more sources

The Behavioral Approach to Linear Parameter-Varying Systems

IEEE Transactions on Automatic Control, 2011
Linear parameter-varying (LPV) systems are usually described in either state-space or input-output form. When analyzing system equivalence between different representations it appears that the time-shifted versions of the scheduling signal (dynamic dependence) need to be taken into account.
Roland Tóth, Jan C. Willems, Peter S. C. Heuberger, Paul M. J. Van den Hof   +3 more
openaire   +3 more sources