This paper considers the identiication of Linear Parameter-Varying (LPV) systems having linear-fractional parameter dependence. We present a natural prediction error method, using gradient-and Hessian-based nonlinear optimization algorithms to minimize the cost function. Computing the gradients and (approximate) Hessians is shown to reduce to simulating LPV systems and computing inner products....

In this paper, we forecast EU-area inflation with many predictors using time-varying parameter models. The facts that time-varying parameter models are parameter-rich and the time span of our data is relatively short motivate a desire for shrinkage. In constant coefficient regression models, the Bayesian Lasso is gaining increasing popularity as an effective tool for achieving such shrinkage. I...

An approach to extend classical robustness margins to linear parameter varying (LPV) systems is presented. LPV systems are often used to model aircraft dynamics that are highly dependent on the operating conditions such as altitude and airspeed. Classical gain and phase margins are evaluated in the frequency domain and therefore cannot be applied to LPV systems. The proposed approach is based o...

The Kalman filter formula, given by the linear recursive algorithm, is usually used for estimation of the time-varying parameter model. The filtering formula, introduced by Kalman (1960) and Kalman and Bucy (1961), requires the initial state variable. The obtained state estimates are influenced by the initial value when the initial variance is not too large. To avoid the choice of the initial s...

omotopy analysis method (ham) is a promising method for handling func-tional equations. recent publications proved the eectiveness of ham in solvingwide variety of problems in dierent elds. ham has a unique property whichmakes it superior to other analytic methods, this property is its ability to con-trol the convergence region of the solution series. in this work, we claried theadvantages ...

indoor radon concentration (irc) is among the emerging environmental and health issues in republic of korea. due to lack of epidemiological studies and insufficient public awareness about radon, effective parameter ranking system is required to establish protocols for future field sampling and settlement construction. this research propose the irc parameter ranking system based on field measure...