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

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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.
Original languageEnglish
Title of host publication15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019
EditorsElena Zattoni, Silvio Simani, Giuseppe Conte
Number of pages12
Place of PublicationCham, Switzerland
PublisherSpringer Nature Switzerland AG
Publication date01.01.2022
Pages995-1006
ISBN (print)978-3-030-85317-4
ISBN (electronic)978-3-030-85318-1
DOIs
Publication statusPublished - 01.01.2022
EventConference - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) - Alma Mater Studiorum, Bologna, Italy
Duration: 21.11.201922.11.2019
Conference number: 15

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