Coprime Factor Reduction of H-infinity Controllers

We consider the efficient solution of the coprime factorization based H infinity controller approximation problems by using frequency-weighted balancing related model reduction approaches. It is shown that for a class of frequency-weighted performance preserving coprime factor reduction as well as for a relative error coprime factor reduction method, the computation of the frequency-weighted controllability and observability grammians can be done by solving Lyapunov equations of the order of the controller. The new approach can be used in conjunction with accuracy enhancing square-root and balancing-free techniques developed for the balancing related coprime factors based model reduction

Computational issues in fault detection filter design

We discuss computational issues encountered in the design of residual generators for dynamic inversion based fault detection filters. The two main computational problems in determining a proper and stable residual generator are the computation of an appropriate leftinverse of the fault-system and the computation of coprime factorizations with proper and stable factors. We discuss numerically reliable approaches for both of these computations relying on matrix pencil approaches and recursive pole assignment techniques for descriptor systems. The proposed computational approach to design fault detection filters is completely general and can easily handle even unstable and/or improper systems

General computational approach for optimal fault detection

We propose a new computational approach to solve the optimal fault detection problem in the most general setting. The proposed procedure is free of any technical assumptions and is applicable to both proper and non-proper systems. This procedure forms the basis of an integrated numerically reliable state-space algorithm, which relies on powerful descriptor systems techniques to solve the underlying computational subproblems. The new algorithm has been implemented into a Fault Detection Toolbox for Matlab

The information content of Hungarian sovereign CDS spreads

In our paper we present how the Hungarian credit default swap (CDS) market functions, and indicate its position in the global credit derivatives markets. Our primary goals are to glean some information from the CDS spreads about Hungary's credit risk, and to determine the role of the Hungarian sovereign CDS market in different market periods, as well as its long-term relationship with other Hungarian financial markets. Our findings suggest that the Hungarian market has low liquidity compared to the average liquidity of credit derivatives markets. However, relative to the outstanding stock of Hungarian sovereign foreign currency bonds, the daily average turnover of the market and the outstanding stock of Hungarian sovereign CDS contracts at the end of 2007 were substantial, estimated to be around EUR 10-20 million and EUR 7-20 billion respectively. Even though the Hungarian sovereign CDS spread and foreign currency bond credit spread tend to move in tandem in the long run, the two rates may temporarily deviate from one another due to micro structural factors. Hungary's credit risk premium is primarily defined in the Hungarian sovereign CDS market, which means that any new information pertaining to Hungary's credit risk is captured in the CDS spreads first. In contrast, the Hungarian foreign currency bond market is not an effective market, given that foreign currency bond credit spreads merely adjust to the changes of CDS spreads afterwards. During particularly turbulent market periods Hungarian sovereign CDS spreads tend to rise higher than is fundamentally justified

Numerical Awareness in Control

Algorithm development, sensitivity and accuracy issues, large-scale computations, and high-performance numerical softwar

Analytic approximation of energy resolution in cascaded gaseous detectors

An approximate formula has been derived for gain fluctuations in cascaded gaseous detectors such as GEM-s, based on the assumption that the charge collection, avalanche formation and extraction steps are independent cascaded processes. In order to test the approximation experimentally, a setup involving a standard GEM layer has been constructed to measure the energy resolution for 5.9 keV gamma particles. The formula reasonably traces both the charge collection as well as the extraction process dependence of the energy resolution. Such analytic approximation for gain fluctuations can be applied to multi-GEM detectors where it aids the interpretation of measurements as well as simulations.Comment: 6 pages, 10 figures, submitted to Adv. in High Energy Phy