Controlling a Bank Model Economy by Using an Adaptive Model Predictive Control with Help of an Extended Kalman Filter
Publikation: Beiträge in Sammelwerken › Aufsätze in Konferenzbänden › Forschung › begutachtet
Authors
This paper describes a bank-customer model and proposes a control scheme algorithm which guarantees to obtain a desired capital to asset ratio. The used control system is an Adaptive Model Predictive Control (MPC). The MPC offers the possibility to control the error between capital/asset ratio and the ratio required by the bank under the Basel regulatory framework, which should converge to zero. The uncertainties of the model are estimated by an Extended Kalman Filter and the model is online adapted to realize the prediction.
| Originalsprache | Englisch |
|---|---|
| Titel | Proceedings of the 2020 21st International Carpathian Control Conference (ICCC) : Virtual Conference, Košice, Slovak Republic October 27 - 29, 2020 |
| Herausgeber | Ivo Petráš , Ján Kačur |
| Anzahl der Seiten | 6 |
| Erscheinungsort | Piscataway |
| Verlag | IEEE - Institute of Electrical and Electronics Engineers Inc. |
| Erscheinungsdatum | 27.10.2020 |
| Aufsatznummer | 9257221 |
| ISBN (Print) | 978-1-7281-1952-6 |
| ISBN (elektronisch) | 978-1-7281-1951-9 |
| DOIs | |
| Publikationsstatus | Erschienen - 27.10.2020 |
| Veranstaltung | 21st IEEE International Carpathian Control Conference - ICCC 2020 - Online, Virtual, Kosice, Slowakei Dauer: 27.10.2020 → 29.10.2020 Konferenznummer: 21 https://iccc.fberg.tuke.sk/ https://iccc.fberg.tuke.sk/ |
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Presentation of the paper entitled: "Controlling a Bank Model Economy by Using an Adaptive Model Predictive Control with Help of an Extended Kalman Filter"
Aktivität: Vorträge und Gastvorlesungen › Konferenzvorträge › Forschung
21st IEEE International Carpathian Control Conference - ICCC 2020
Aktivität: Wissenschaftliche und künstlerische Veranstaltungen › Konferenzen › Forschung