Florian Heiss : Nonlinear State - Space Models for Microeconometric
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چکیده
منابع مشابه
Modeling Stock Return Volatility Using Symmetric and Asymmetric Nonlinear State Space Models: Case of Tehran Stock Market
Volatility is a measure of uncertainty that plays a central role in financial theory, risk management, and pricing authority. Turbulence is the conditional variance of changes in asset prices that is not directly observable and is considered a hidden variable that is indirectly calculated using some approximations. To do this, two general approaches are presented in the literature of financial ...
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Neural networks are applicable in identification systems from input-output data. In this report, we analyze theHammerstein-Wiener models and identify them. TheHammerstein-Wiener systems are the simplest type of block orientednonlinear systems where the linear dynamic block issandwiched in between two static nonlinear blocks, whichappear in many engineering applications; the aim of nonlinearsyst...
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The purpose of this paper is to present a new approach based on the Least Squares Error method for estimating the unknown parameters of the nonlinear 3rd order synchronous generator model. The proposed method uses the mathematical relationships between the machine parameters and on-line input/output measurements to estimate the parameters of the nonlinear state space model. The field voltage is...
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Amongst possible choices for identifying complicated processes for prediction, simulation, and approximation applications, high-order Takagi-Sugeno (TS) fuzzy models are fitting tools. Although they can construct models with rather high complexity, they are not as interpretable as first-order TS fuzzy models. In this paper, we first propose to use Deformed Linear Models (DLMs) in consequence pa...
متن کاملA Linear Approach to the Control of Vortex Induced Vibrations of Circular Cylinders with a 2-D Van der Pol Model for Structural Oscillator
In the present paper, a new 2-D Van der Polstructural oscillator model is introduced for the vortex induced vibrations of circular cylinders.The main purpose of this task is to control the recently introduced model by means of modern control definitions in state space. In order to control the system, the whole model is linearized about its equilibrium point by deriving state-space matrices. The...
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تاریخ انتشار 2016