Related Experiment Videos
Structural time series models with feedback mechanisms
1Department of Biostatitics and Epidemiology, University of Pennsylvania, Philadelphia 19104, USA. wguo@cceb.upenn.edu
Abstract:
Structural time series models have applications in many different fields such as biology, economics, and meteorology. A structural times series model can be represented as a state-space model where the states of the system represent the unobserved components and the structural parameters have clear interpretations. This paper introduces a class of structural time series models that incorporate feedback from the latent components of the history. An iterative procedure is proposed for estimation. These models allow flexible and robust feedback mechanisms, have clear interpretations, and have a computationally efficient estimation procedure. They are applied to hormone data to characterize hormone secretion and to explore a potential feedback mechanism.
Related Concept Videos
Feedback control systems
Linear feedback systems are theoretical models that simplify analysis and design. These systems operate under the principle that their output is directly proportional to their input within certain ranges. For instance, an amplifier in a control system behaves linearly as long as the input signal remains within a specific range. However, most physical systems exhibit inherent nonlinearity...
Classification of Systems-II
Effects of feedback
Feedback significantly modifies the gain of a control system. The gain of a system without feedback is altered by a factor of one plus GH, where G represents...
Pharmacodynamic Models: Link Model and Systems Pharmacodynamic Model
Linear Approximation in Time Domain
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length, the...
First Order Systems
When a first-order system is subjected to a unit-step input, its response is characterized by its transfer function. By applying the Laplace transform of the unit-step input to the transfer function, expanding the...