this paper presents a new observer design methodology for a time varying actuator fault estimation. a new linear matrix inequality (lmi) design algorithm is developed to tackle the limitations (e.g. equality constraint and robustness problems) of the well known so called fast adaptive fault estimation observer (fafe). the fafe is capable of estimating a wide range of time-varying actuator fault...

in this study, 3 models of time-varying parameters (tvp), dynamic model selection (dms) and dynamic model averaging (dma) and a comparison with the ordinary least squares (ols) method in matlab in the time period 2003-2013 (with data on a monthly basis) are discussed. in the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...

We review properties of theories for the variation of gravitation and fine structure 'constants'. We highlight some general features of the cosmological models that exist in these theories with reference to recent quasar data that are consistent with time variation in the fine structure constant since a redshift of 3.5. The behaviour of a simple class of varying-alpha cosmologies is outlined in...

model predictive controller is widely used in industrial plants. uncertainty is one of the critical issues in real systems. in this paper, the direct adaptive simplified model predictive control (smpc) is proposed for unknown or time varying plants with uncertainties. by estimating the plant step response in each sample, the controller is designed and the controller coefficients are directly ca...

in this paper, we introduce the  probabilistic normed groups. among other results, we investigate the continuityof inner automorphisms of a group and the continuity of left and right shifts in probabilistic group-norm. we also study midconvex functions defined  on probabilistic normed groups and  give  some results about locally boundedness of such  functions.

this paper investigates the forecasting performance of different time-varying bvar models for iranian inflation. forecast accuracy of a bvar model with litterman’s prior compared with a time-varying bvar model (a version introduced by doan et al., 1984); and a modified time-varying bvar model, where the autoregressive coefficients are held constant and only the deterministic components are allo...