Temat: state space model - Prolib Integro

Skocz do pozycji: 1.

Tytuł:: Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models
Autorzy:: Bystrov, Victor
Tematy:: identification
latent variables
state-space model
redundancy; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Powiązania:: https://bibliotekanauki.pl/articles/2075239.pdf Link otwiera się w nowym oknie
Opis:: In this paper the identification problem is considered for initial conditions in a non-minimal state-space model that includes interpretable state variables generated by non-stationary stochastic processes. In order to solve the identification problem, structural restrictions are imposed on initial conditions in a state-space model with redundant state variables. The corresponding restricted maximum likelihood estimator of initial conditions is derived. The restricted estimator of initial conditions can be used in order to compute uniquely identified realizations of interpretable latent variables. The identification problem is illustrated analytically using a simple structural economic model
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Using VARs and TVP-VARs with Many Macroeconomic Variables
Autorzy:: Koop, Gary
Tematy:: Bayesian VAR
forecasting
time-varying coefficients
state-space model; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Powiązania:: https://bibliotekanauki.pl/articles/483265.pdf Link otwiera się w nowym oknie
Opis:: This paper discusses the challenges faced by the empirical macroeconomist and methods for surmounting them. These challenges arise due to the fact that macroeconometric models potentially include a large number of variables and allow for time variation in parameters. These considerations lead to models which have a large number of parameters to estimate relative to the number of observations. A wide range of approaches are surveyed which aim to overcome the resulting problems. We stress the related themes of prior shrinkage, model averaging and model selection. Subsequently, we consider a particular modelling approach in detail. This involves the use of dynamic model selection methods with large TVP-VARs. A forecasting exercise involving a large US macroeconomic data set illustrates the practicality and empirical success of our approach.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: The observational equivalence of natural and unnatural rates of interest
Autorzy:: Bystrov, Victor
Tematy:: natural rate of interest
state-space model
observational equivalence; Pokaż więcej
Wydawca:: Główny Urząd Statystyczny
Powiązania:: https://bibliotekanauki.pl/articles/1046640.pdf Link otwiera się w nowym oknie
Opis:: The results of the study presented in this paper demonstrate that a structural model of the natural interest rate, which is consistent with the standard assumptions of the natural rate theory, admits an interpretable, observationally equivalent representation in which a redefined, 'unnatural' equilibrium rate is different from the natural rate in the original model. The alternative representation was obtained by an invertible transformation implemented in the minimal state-space form of the natural-rate model. The identification theory for state-space models is used in the paper to prove the observational equivalence of these two representations. In the alternative representation, the equilibrium interest rate fails to meet the assumption of the natural rate theory, because it depends on past demand shocks. The alternative model, being observationally equivalent, has different implications for the conduct of monetary policy. The problem of observational equivalence arises in relation to natural-rate models because of the inherent unobservability of the natural interest rate; a potential solution to this problem could be the augmentation of the information set which is used to identify and estimate the natural rate.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Generalized state space model and small signal stability analysis of Z-source converter
Autorzy:: Kouhanjani, Masoud Jokar
Soltani, Sina
Mardaneh, Mohammad
Tematy:: small signal stability
state space model
Z-source converter; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Powiązania:: https://bibliotekanauki.pl/articles/2202552.pdf Link otwiera się w nowym oknie
Opis:: This paper proposes two nonlinear exact and simple state space models of a Zsource converter (ZSC) connected to an ac grid. A generic model of a ZSC accompanied with proper controllers are proposed and a dynamic model of the whole system is derived; as a result, based on a simple one, an equivalent block diagram of the current-controlled ZSC system is proposed. The ac small signal stability method is applied and the impact of controller parameters on network’s stability is discussed. Besides, overall system dynamic performance has been assessed in the event of perturbations. Time-domain simulations have been implemented in PSCAD/EMTDC to validate the accuracy of the models and effectiveness of the proposed controllers. The results of the exact model are compared with the response of the equations which are applied in MATLAB.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Offset-free nonlinear Model Predictive Control with state-space process models
Autorzy:: Tatjewski, P.
Tematy:: nonlinear control
predictive control
offset-free control
state-space model
state estimation; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Powiązania:: https://bibliotekanauki.pl/articles/229638.pdf Link otwiera się w nowym oknie
Opis:: Offset-free model predictive control (MPC) algorithms for nonlinear state-space process models, with modeling errors and under asymptotically constant external disturbances, is the subject of the paper. The main result of the paper is the presentation of a novel technique based on constant state disturbance prediction. It was introduced originally by the author for linear state-space models and is generalized to the nonlinear case in the paper. First the case with measured state is considered, in this case the technique allows to avoid disturbance estimation at all. For the cases with process outputs measured only and thus the necessity of state estimation, the technique allows the process state estimation only - as opposed to conventional approach of extended process-and-disturbance state estimation. This leads to simpler design with state observer/filter of lower order and, moreover, without the need of a decision of disturbance placement in the model (under certain restrictions), as in the conventional approach. A theoretical analysis of the proposed algorithm is provided, under applicability conditions which are weaker than in the conventional approach. The presented theory is illustrated by simulation results of nonlinear processes, showing competitiveness of the proposed algorithms.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: An importance measure for multi-component systems with Semi-Markov dynamics
Autorzy:: Hellmich, M.
Berg, H. P.
Tematy:: multi-component system
importance measure
Semi-Markov process
state space model; Pokaż więcej
Wydawca:: Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Powiązania:: https://bibliotekanauki.pl/articles/2069417.pdf Link otwiera się w nowym oknie
Opis:: We consider semi-Markov reliability models of multi-component systems with a discrete state space, general enough to include systems with maintenance or repair. We assume that for all system states the functioning or failure of each component is specified. In this setup we propose a component importance measure which is close in spirit to the classical steady state Barlow–Proschan importance measure for repairable binary coherent systems. We discuss our importance measure to some extent, highlighting the relation to the classical Barlow–Proschan measure, and present formulas expressing it in terms of quantities easily obtained from the building blocks of the semi-Markov process. Finally an example of a two-component cold standby system with maintenance and repair is presented which illustrates how our importance measure can be used in practical applications.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 7.

Tytuł:: A comparative study of grid-following and grid-forming control schemes in power electronic-based power systems
Autorzy:: Gao, Xiao
Zhou, Dao
Anvari-Moghaddam, Amjad
Blaabjerg, Frede
Tematy:: grid-following control
Grid-Forming Control
state-space model
stability analysis
grid strength; Pokaż więcej
Wydawca:: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Powiązania:: https://bibliotekanauki.pl/articles/58970699.pdf Link otwiera się w nowym oknie
Opis:: Along with de-carbonisation, the penetration of power electronic converters has increased, and the power system has become a power electronic-based power system. In such a situation, the stability of the power system faces great challenges. In the event of a large disturbance, the power grid will lack the ability to maintain a stable voltage and frequency. In order to improve the stability of the power grid, the traditional grid-following (GFL) control is needed to be converted to the grid-forming (GFM) control. This paper analyses the control schemes of the GFL and GFM converters by investigating their state-space models, and the eigenvalue trajectories of both control schemes are shown to analyse the stability of the systems. Moreover, a case study is exemplified to compare the performance of the two control strategies while responding to frequency disturbances. Finally, a time-domain simulation model of a 15 kW grid-connected converter is built in Matlab/Simulink to benchmark the performance of the GFL and GFM converters under different working conditions. The result reveals that the GFL converter may encounter some instabilities when applied in power electronic-based systems, while the GFM converter is more suitable for the weak power grid.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 8.

Tytuł:: Modeling of two-wheeled self-balancing robot driven by DC gearmotors
Autorzy:: Frankovsky, P.
Dominik, L.
Gmiterko, A.
Virgala, I.
Kurylo, P.
Perminova, O.
Tematy:: self-balancing robot
inverted pendulum
DC gearmotor
state space model
robot
wahadło odwrócone
motoreduktor; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Powiązania:: https://bibliotekanauki.pl/articles/266201.pdf Link otwiera się w nowym oknie
Opis:: This paper is aimed at modelling a two-wheeled self-balancing robot driven by the geared DC motors. A mathematical model consists of two main parts, the model of robot’s mechanical structure and the model of the actuator. Linearized equations of motion are derived and the overall model of the two-wheeled self-balancing robot is represented in state-space realization for the purpose of state feedback controller design.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 9.

Tytuł:: Measuring the Natural Rates of Interest in Germany and Italy
Autorzy:: Bystrov, Victor
Tematy:: natural rate of interest
potential output
euro area
state-space model
Kalman filter; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Powiązania:: https://bibliotekanauki.pl/articles/2076225.pdf Link otwiera się w nowym oknie
Opis:: In this paper a semi-structural econometric model is implemented in order to estimate the natural rates of interest in two large economies of the Euro Area: Germany an Italy. The estimates suggest that after the financial crisis of 2007–2008 a decrease of the growth rate of potential output and the corresponding natural rate of interest was greater in Italy than in Germany which could have had important implications for the effectiveness of a common monetary policy. Unlike in other studies, it is found that the monetary policy stance was less expansionary in Italy as compared to Germany for the whole after-crisis period.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 10.

Tytuł:: Disturbance modeling and state estimation for offset-free predictive control with state-space process models
Autorzy:: Tatjewski, P.
Tematy:: model predictive control
state space model
disturbance rejection
state observer
Kalman filter
sterowanie predykcyjne
model przestrzeni stanów
eliminacja zakłóceń
obserwator stanu
filtr Kalmana; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Powiązania:: https://bibliotekanauki.pl/articles/330146.pdf Link otwiera się w nowym oknie
Opis:: Disturbance modeling and design of state estimators for offset-free Model Predictive Control (MPC) with linear state-space process models is considered in the paper for deterministic constant-type external and internal disturbances (modeling errors). The application and importance of constant state disturbance prediction in the state-space MPC controller design is presented. In the case with a measured state, this leads to the control structure without disturbance state observers. In the case with an unmeasured state, a new, simpler MPC controller-observer structure is proposed, with observation of a pure process state only. The structure is not only simpler, but also with less restrictive applicability conditions than the conventional approach with extended process-and-disturbances state estimation. Theoretical analysis of the proposed structure is provided. The design approach is also applied to the case with an augmented state-space model in complete velocity form. The results are illustrated on a 2 x 2 example process problem.
Dostawca treści:: Biblioteka Nauki

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