Search results for "Lead–lag compensator"
showing 5 items of 5 documents
Supplementary frequency regulation in non-synchronous AC system connected via MTDC
2019
Abstract In smart grid power system operation, frequency regulation is one of the most critical tasks towards power balance in the grid. This paper presents the schemes for improvement in operation of secondary loop of turbine-generator unit for frequency regulation in non-synchronous AC areas connected via multi-terminal direct current (MTDC) network. Two schemes have been discussed; (i) voltage droop based lead/lag compensator and (ii) DC power modulation at converter terminal depending upon frequency deviation from each AC area. In the first scheme, droop design based on lead/lag compensator using DC voltage deviation is introduced as supplementary signal at turbine-generator unit in eac…
An Empirical Analysis of the Lead Lag Relationship Between CDS and Stock Market
2018
This paper complements the recent literature providing a thorough research of the lead lag relationship between stock and sovereign CDS markets using a rolling VAR framework. We find that the transmission channel between the credit and stock market exist. This phenomenon is time varying, it seems to be related with the economic cycle and in general, it’s more intense in US than in Europe.
Emergence of statistically validated financial intraday lead-lag relationships
2014
According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships exist in financial markets. We introduce a numerical method to statistically validate links in correlation-based networks, and employ our method to study lagged correlation networks of equity returns in financial markets. Crucially, our statistical validation of lead-lag relationships accounts for mult…
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics
2015
The degree of correlation among stock returns aects the possibility to diversify the risk of investment,
Lead-Lag-Shaped Interactive Force Estimation by Equivalent Output Injection of Sliding-Mode
2020
Estimation of interactive forces, which are mostly unavailable for direct measurement on the interface between a system and its environment, is an essential task in various motion control applications. This paper proposes an interactive force estimation method, based on the well-known equivalent output injection of the second-order sliding mode. The equivalent output injection is used to obtain a frequency-unshaped quantity that appears as a matched external disturbance and encompasses the interactive forces. Afterwards, a universal lead-lag shaper, depending on dynamics of the motion control system coupled with its environment, is used to extract an interactive force quantity. Once identif…