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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.

OriginalspracheEnglisch
TitelProceedings of the 2020 21st International Carpathian Control Conference (ICCC) : Virtual Conference, Košice, Slovak Republic October 27 - 29, 2020
HerausgeberIvo Petráš , Ján Kačur
Anzahl der Seiten6
ErscheinungsortPiscataway
VerlagIEEE - Institute of Electrical and Electronics Engineers Inc.
Erscheinungsdatum27.10.2020
Aufsatznummer9257221
ISBN (Print)978-1-7281-1952-6
ISBN (elektronisch)978-1-7281-1951-9
DOIs
PublikationsstatusErschienen - 27.10.2020
Veranstaltung21st 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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