A two-stage identification algorithm is introduced for tracking the parameters in time-varying Hammerstein-Wiener systems. The Kalman filtering and parameter separation technique are employed proposed algorithm. convergence analysis of this provided. It shown that can guarantee boundedness estimation error. Four simulation examples, including a practical system application electric arc furnace,...

Financial and economic time series can feature locally explosive behaviour when bubbles are formed. We develop a time-varying parameter model that is capable of describing this in data. Our proposed dynamic be used to predict the emergence, existence burst bubbles. adopt flexible observation driven specification allows for different bubble shapes behaviour. establish stationarity, ergodicity, b...

This article presents a fuzzy robust Mixed - Sensitivity Gain - Scheduled H controller based on the Loop -Shaping methodology for a class of MIMO uncertain nonlinear Time - Varying systems. In order to design this controller, the nonlinear parameter - dependent plant is first modeled as a set of linear subsystems by Takagi and Sugeno’s (T - S) fuzzy approach. Both Loop - Shaping methodology and...