Displaying similar documents to “The recursive identification problem in control and signal processing applications”

Observer-based adaptive secure control with nonlinear gain recursive sliding-mode for networked non-affine nonlinear systems under DoS attacks

Yang Yang, Qing Meng, Dong Yue, Tengfei Zhang, Bo Zhao, Xiaolei Hou (2020)

Kybernetika

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We address the secure control issue of networked non-affine nonlinear systems under denial of service (DoS) attacks. As for the situation that the system information cannot be measured in specific period due to the malicious DoS attacks, we design a neural networks (NNs) state observer with switching gain to estimate internal states in real time. Considering the error and dynamic performance of each subsystem, we introduce the recursive sliding mode dynamic surface method and a nonlinear...

Robust recursive estimation of GARCH models

Tomáš Cipra, Radek Hendrych (2018)

Kybernetika

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The robust recursive algorithm for the parameter estimation and the volatility prediction in GARCH models is suggested. It seems to be useful for various financial time series, in particular for (high-frequency) log returns contaminated by additive outliers. The proposed procedure can be effective in the risk control and regulation when the prediction of volatility is the main concern since it is capable to distinguish and correct outlaid bursts of volatility. This conclusion is demonstrated...

An optimal sliding mode congestion controller for connection-oriented communication networks with lossy links

Andrzej Bartoszewicz, Piotr Leśniewski (2014)

International Journal of Applied Mathematics and Computer Science

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A new discrete-time sliding-mode congestion controller for connection-oriented networks is proposed. Packet losses which may occur during the transmission process are explicitly taken into account. Two control laws are presented, each obtained by minimizing a different cost functional. The first one concentrates on the output variable, whereas in the second one the whole state vector is considered. Weighting factors for adjusting the influence of the control signal and appropriate (state...