Automated Control Problem for Dynamic Processes Applied to Cryptocurrency in Financial Markets

Анотація

In this chapter we develop a cognitive map (CM) of the use of cryptocurrency in the financial market and describe dynamic model of CM impulse processes as a difference equation system (Roberts equations) based on that CM. We chose an external control vector for the CM impulse process provided by means of CM nodes varying. A closed-loop CM impulse process control system was implemented. This system includes multidimensional discrete controller, based on automated control theory methods, that generates selected control vector and directly affects respective CM nodes by varying their coordinates. We solved three problems of a discrete controller design for automated dynamic processes control applied to cryptocurrency in financial markets. The first problem is unstable cryptocurrency rate stabilization based on modal CM impulse process control. The second problem is constrained external and internal disturbances suppression during CM impulse processes control based on invariant ellipsoid method. The third problem is minimizing generalized variance of CM nodes coordinates and controls for stabilizing coordinates at given levels. In this chapter, we developed a system for identifying CM weighting coefficients based on a recurrent least-squares 418method. We did some performance research for each of the designed discrete controllers.

Класифікація

Ідентифікатори

Схожі роботи