Standard
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. ed. / Elena Zattoni; Silvio Simani; Giuseppe Conte. Cham, Switzerland: Springer Nature Switzerland AG, 2022. p. 995-1006 (Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)).
Research output: Contributions to collected editions/works › Article in conference proceedings › Research › peer-review
Harvard
Samson, HR, Rech, C
, Mercorelli, P & Benz, K 2022,
Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter. in E Zattoni, S Simani & G Conte (eds),
15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019. Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO), Springer Nature Switzerland AG, Cham, Switzerland, pp. 995-1006, Conference - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019), Bologna, Italy,
21.11.19.
https://doi.org/10.1007/978-3-030-85318-1_58APA
Samson, H. R., Rech, C.
, Mercorelli, P., & Benz, K. (2022).
Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter. In E. Zattoni, S. Simani, & G. Conte (Eds.),
15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019 (pp. 995-1006). (Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)). Springer Nature Switzerland AG.
https://doi.org/10.1007/978-3-030-85318-1_58Vancouver
Samson HR, Rech C
, Mercorelli P, Benz K.
Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter. In Zattoni E, Simani S, Conte G, editors, 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) : Proceedings of the Workshop Held in Bologna, Italy, on November 21–22, 2019. Cham, Switzerland: Springer Nature Switzerland AG. 2022. p. 995-1006. (Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)). doi: 10.1007/978-3-030-85318-1_58
Bibtex
@inbook{3ac3b1db62664e4b9d7ecb3ad0959b7f,
title = "Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter",
abstract = "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{\textquoteright}s assets are estimated by a Kalmanfilter for simulating a scenario where some economic information is uncertain.",
keywords = "Engineering",
author = "Samson, {Helge R.} and Claus Rech and Paolo Mercorelli and Katharina Benz",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-030-85318-1_58",
language = "English",
isbn = "978-3-030-85317-4",
series = "Lecture Notes in Control and Information Sciences - Proceedings book series (LNCOINSPRO)",
publisher = "Springer Nature Switzerland AG",
pages = "995--1006",
editor = "Elena Zattoni and { Simani}, { Silvio} and Giuseppe Conte",
booktitle = "15th European Workshop on Advanced Control and Diagnosis (ACD 2019)",
address = "Switzerland",
note = "Conference - 15th European Workshop on Advanced Control and Diagnosis (ACD 2019), ACD 2019 ; Conference date: 21-11-2019 Through 22-11-2019",
}
RIS
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 -
