Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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Calculate PI/PID controller gains using Internal Model Control (IMC) tuning rules for first-order systems.
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Internal Model Control (IMC) is a systematic method for tuning PI/PID controllers based on a process model. Once you've identified system parameters (K and tau), IMC provides controller gains.
For a first-order process with gain K and time constant tau:
Process: G(s) = K / (tau*s + 1)
The IMC-tuned PI controller gains are:
Kp = tau / (K * lambda)
Ki = Kp / tau = 1 / (K * lambda)
Kd = 0 (derivative not needed for first-order systems)
Where:
Kp = Proportional gainKi = Integral gain (units: 1/time)Kd = Derivative gain (zero for first-order)lambda = Desired closed-loop time constant (tuning parameter)Lambda controls the trade-off between speed and robustness:
| Lambda | Behavior |
|---|---|
lambda = 0.1 * tau | Very aggressive, fast but sensitive to model error |
lambda = 0.5 * tau | Aggressive, good for accurate models |
lambda = 1.0 * tau | Moderate, balanced speed and robustness |
lambda = 2.0 * tau | Conservative, robust to model uncertainty |
Default recommendation: Start with lambda = tau
For noisy systems or uncertain models, use larger lambda. For precise models and fast response needs, use smaller lambda.
def calculate_imc_gains(K, tau, lambda_factor=1.0):
"""
Calculate IMC-tuned PI gains for a first-order system.
Args:
K: Process gain
tau: Time constant
lambda_factor: Multiplier for lambda (default 1.0 = lambda equals tau)
Returns:
dict with Kp, Ki, Kd, lambda
"""
lambda_cl = lambda_factor * tau
Kp = tau / (K * lambda_cl)
Ki = Kp / tau
Kd = 0.0
return {
"Kp": Kp,
"Ki": Ki,
"Kd": Kd,
"lambda": lambda_cl
}
class PIController:
def __init__(self, Kp, Ki, setpoint):
self.Kp = Kp
self.Ki = Ki
self.setpoint = setpoint
self.integral = 0.0
def compute(self, measurement, dt):
"""Compute control output."""
error = self.setpoint - measurement
# Integral term
self.integral += error * dt
# PI control law
output = self.Kp * error + self.Ki * self.integral
# Clamp to valid range
output = max(output_min, min(output_max, output))
return output
With IMC tuning, the closed-loop response is approximately:
y(t) = y_setpoint * (1 - exp(-t / lambda))
Key properties:
lambda = tau initially아직 리뷰가 없습니다. 사용해 본 소감을 남겨 주세요.
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Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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AC branch pi-model power flow equations (P/Q and |S|) with transformer tap ratio and phase shift, matching `acopf-math-model.md` and MATPOWER branch fields. Use when computing branch flows in either direction, aggregating bus injections for nodal balance, checking MVA (rateA) limits, computing branch loading %, or debugging sign/units issues in AC power flow.
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Redact text from PDF documents for blind review anonymization
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Use when checking simplified ADA-derived plan-view bathroom accessibility constraints such as turning space, door clear width, toilet centerline, grab bars, and lavatory knee/toe clearance.
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Analyze failed GitHub Action jobs for a pull request.
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Use when extracting plan-view architectural geometry from DXF files with semantic CAD layers, especially when outputs must normalize rooms, doors, fixtures, clearances, and grab bars into machine-checkable JSON.
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