Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter

Publikation: Beiträge in SammelwerkenAufsätze in KonferenzbändenForschungbegutachtet

Authors

This paper describes a bank-customer model and proposes a control
scheme algorithm that is guaranteed to obtain a desired capital-to-asset ratio. The
control system used a Sliding Mode Controller (SMC) that is compared to a pro-
portional integral (PI) controller. The SMC offers the possibility to obtain, after a
dynamic transient of the controlled system that can be arbitrarily minimized, a neg-
ative error between capital/asset ratio and the ratio required by the bank under the
Basel regulatory framework, which should converge to zero. The two simulation
results are compared and discussed.The bank’s assets are estimated by a Kalman
filter for simulating a scenario where some economic information is uncertain.
OriginalspracheEnglisch
Titel15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019
HerausgeberElena Zattoni, Silvio Simani, Giuseppe Conte
Anzahl der Seiten12
ErscheinungsortCham, Switzerland
VerlagSpringer Nature Switzerland AG
Erscheinungsdatum01.01.2022
Seiten995-1006
ISBN (Print)978-3-030-85317-4
ISBN (elektronisch)978-3-030-85318-1
DOIs
PublikationsstatusErschienen - 01.01.2022
VeranstaltungConference - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) - Alma Mater Studiorum, Bologna, Italien
Dauer: 21.11.201922.11.2019
Konferenznummer: 15

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