discrete time model

discrete time model

A model in which the system under analysis jumps from one state to the next at fixed intervals at a finite rate of change at each interval.
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Firstly, the control-oriented discrete time model of FPLG is established.
We now present the time paths (price level, inflation and nominal liabilities) for the discrete time model without commitment for different initial levels of nominal liabilities.
The continuous time model of BLDC motor (BLDCM) is deduced into discrete time model for applying EKF which is based on discrete time with a sampling interval T (the sampling time being much lesser than motor time constant).
Based on the aforementioned reasons, we will develop in this paper a discrete time model studying the dynamics of smokers and introduce a saturated incidence rate to be analysed in detail in the next section.
This paper examines the valuation of roan portfolio risk based on a discrete time model of contingent claims analysis.
Therefore, we shall explore the discrete time model.
SMC is first designed in continuous and then this control technique is implemented in discrete time using discretization of (continuous time) CT controller and direct discrete time design based on approximate discrete time model of system.
The discrete time model [A.sub.Ddq], [B.sub.Ddq], [E.sub.Ddq], [C.sub.Ddq], [D.sub.Ddq] is derived using the forward Euler rule applied to (2).
In fact, it is observed that considering a continuous or a discrete time model implies different assumptions.
As a result of the discrete time model, we can measure the entire CA state, or any portion of interest, at each time step.
A discrete time model can be applied even if growth occurs continuously, as any continuous-time growth model implies a discrete-time model for the net growth between one sampling period and the next.
Keeping in view that the roles of portfolio risk and the relationship between different risky lending assets in loan valuation have not been studied empirically, this study examines the relationship between undiversiable portfolio risk and portfolio lending with an attempt to fill the gap between the concept of portfolio risk diversification and the practice of banking based on the valuation of loan portfolio risk based on a discrete time model of contingent claims analysis--Empirical research findings suggest that the spread of loan required by risk--averse lenders is in general higher than the risk premium of the tradeable bond (s) issued by the same borrower.

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