Tags » State Space

System Dynamics of Magnetic Levitation Control System


The magnetic levitation (maglev) system is a classical controls problem. The system is composed of an electromagnet, a ferromagnetic mass, and a sensor to provide position feedback of the mass.  452 more words


Uncertainty over Models and Data: The Rise and Fall of American Inflation (JMCB 2012)

Journal of Money, Credit and Banking

March-April 2012


Economic agents who are uncertain of their economic model learn, and this learning is sensitive to the presence of data uncertainty. 75 more words


Estimating a Bayesian TVP-VAR Model in R

This post guides through the estimation process of a Bayesian TVP-VAR model, where the algorithm proposed by Durbin & Koopman (2002) is used to draw samples of the parameter coefficients. 1,095 more words