Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter
Publikation: Beiträge in Sammelwerken › Aufsätze in Konferenzbänden › Forschung › begutachtet
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Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter. / Samson, Helge R.; Rech, Claus; Mercorelli, Paolo et al.
15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019. Hrsg. / Elena Zattoni; Silvio Simani; Giuseppe Conte. Cham, Switzerland : Springer Nature Switzerland AG, 2022. S. 995-1006 (Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)).Publikation: Beiträge in Sammelwerken › Aufsätze in Konferenzbänden › Forschung › begutachtet
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TY - CHAP
T1 - Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter
AU - Samson, Helge R.
AU - Rech, Claus
AU - Mercorelli, Paolo
AU - Benz, Katharina
N1 - Conference code: 15
PY - 2022/1/1
Y1 - 2022/1/1
N2 - This paper describes a bank-customer model and proposes a controlscheme algorithm that is guaranteed to obtain a desired capital-to-asset ratio. Thecontrol 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 adynamic 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 theBasel regulatory framework, which should converge to zero. The two simulationresults are compared and discussed.The bank’s assets are estimated by a Kalmanfilter for simulating a scenario where some economic information is uncertain.
AB - This paper describes a bank-customer model and proposes a controlscheme algorithm that is guaranteed to obtain a desired capital-to-asset ratio. Thecontrol 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 adynamic 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 theBasel regulatory framework, which should converge to zero. The two simulationresults are compared and discussed.The bank’s assets are estimated by a Kalmanfilter for simulating a scenario where some economic information is uncertain.
KW - Engineering
UR - https://www.mendeley.com/catalogue/070a5fb6-0a32-3270-aa05-15057ac05648/
U2 - 10.1007/978-3-030-85318-1_58
DO - 10.1007/978-3-030-85318-1_58
M3 - Article in conference proceedings
SN - 978-3-030-85317-4
T3 - Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)
SP - 995
EP - 1006
BT - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019)
A2 - Zattoni, Elena
A2 - Simani, Silvio
A2 - Conte, Giuseppe
PB - Springer Nature Switzerland AG
CY - Cham, Switzerland
T2 - Conference - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019)
Y2 - 21 November 2019 through 22 November 2019
ER -