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Robust H-infinite Design for Uncertain Continuous Time Descriptor Systems with Pole-Clustering ConstraintsTsai, Ming-Hung 10 July 2002 (has links)
The paper investigates problems of designing controllers to linear time-invariant continuous descriptor systems subject to norm-bounded structured uncertainty so that the closed-loop systems are admissible or D-admissible with their transfer matrices having H-infinite norm bounded by a prescribed value. The constant state feedback and the dynamic output feedback designs are addressed. In both design methods, sufficient LMI conditions are derived to guarantee achievement of the desired specifications, such as robust H-infinite norm and pole-clustering constraints. Finally, two numerical examples are shown for the illustration.
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A Novel Q-Tuning Scheme for High-Q Continuous-Time Gm-C FiltersChen, Yung-Tai 18 July 2002 (has links)
A novel on chip automatic tuning circuit for Gm ¡V C continuous time filter is presented. The circuit is composed of an integrator, a frequency tuning circuit, and a Q tuning circuit. A 4th order Chebyshev low pass filter is also designed with the tuning circuitry. All circuits are designed by using the parameters of TSMC 0.25um process. The power supplies are ¡Ó2.5V, and the cutoff frequency is 10MHz. The main LPF exhibits passband ripple below 4dB, and stopband attenuation over 70dB. The equilibrium time for tuning circuits is less than 3£gseconds.
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Design of a 125 mhz tunable continuous-time bandpass modulator for wireless IF applicationsLiu, Xuemei 12 April 2006 (has links)
Bandpass sigma-delta modulators combine oversampling and noise shaping to get
very high resolution in a limited bandwidth. They are widely used in applications that
require narrowband high-resolution conversion at high frequencies. In recent years interests
have been seen in wireless system and software radio using sigma-delta modulators to
digitize signals near the front end of radio receivers. Such applications necessitate clocking
the modulators at a high frequency (MHz or above). Therefore a loop filter is required in
continuous-time circuits (e.g., using transconductors and integrators) rather than discretetime
circuits (e.g., using switched capacitors) where the maximum clocking rate is limited
by the bandwidth of Opamp, switchÂs speed and settling-time of the circuitry.
In this work, the design of a CMOS fourth-order bandpass sigma-delta modulator clocking
at 500 MHz for direct conversion of narrowband signals at 125 MHz is presented. A new
calibration scheme is proposed for the best signal-to-noise-distortion-ratio (SNDR) of the
modulator. The continuous-time loop filter is based on Gm-C resonators. A novel
transconductance amplifier has been developed with high linearity at high frequency. Qfactor
of filter is enhanced by tunable negative impedance which cancels the finite output
impendence of OTA. The fourth-order modulator is implemented using 0.35 mm triplemetal
standard analog CMOS technology. Postlayout simulation in CADENCE
demonstrates that the modulator achieves a SNDR of 50 dB (~8 bit) performance over a 1
MHz bandwidth. The modulatorÂs power consumption is 302 mW from supply power of ±
1.65V.
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Robust filtering / Garry Allan Einicke.Einicke, Garry Allan January 1995 (has links)
Includes bibliographical reference. / viii, 149 leaves : ill. ; 30 cm. / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / This study is concerned with filters that are robust to uncertainties in either the signal models or the noise statistics. Extensions to an interpolation approach to solving a continuous-time, linear, stationary filtering problem are presented. A robust extended Kalman filter is developed. / Thesis (Ph.D.)--University of Adelaide, Dept. of Electrical and Electronic Engineering, 1996?
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A multi-bit hybrid DSM over full-scale range without feedback DEM /Kwon, Sunwoo, January 1900 (has links)
Thesis (Ph. D.)--Oregon State University, 2009. / Printout. Includes bibliographical references (leaves 65-68). Also available on the World Wide Web.
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Continuous time input pipeline ADCs /Gubbins, David Patrick. January 1900 (has links)
Thesis (Ph. D.)--Oregon State University, 2009. / Printout. Includes bibliographical references (leaves 76-77). Also available on the World Wide Web.
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A multibit reference feedback sigma-delta modulator for radio receivers /Kuang, Wensheng V. January 1900 (has links)
Thesis (Ph.D.) - Carleton University, 2007. / Includes bibliographical references (p. 111-116). Also available in electronic format on the Internet.
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Pricing European options : a model-free approachNkosi, Siboniso Confrence January 2016 (has links)
>Magister Scientiae - MSc / This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form of an outer-measure. We review the behavior of a market stock price and the stochastic assumptions imposed to the stock price when deriving the Black-Scholes formula in the classical case. Without any stochastic assumptions we derive the Black-Scholes formula using a model free approach. We do this by means of protocols that describe the market/game. We prove a statement that prices a European option in continuous time.
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Computing Most Probable Sequences of State Transitions in Continuous-time Markov Systems.Levin, Pavel January 2012 (has links)
Continuous-time Markov chains (CTMC's) form a convenient mathematical framework for analyzing random systems across many different disciplines. A specific research problem that is often of interest is to try to predict maximum probability sequences of state transitions given initial or boundary conditions. This work shows how to solve this problem exactly through an efficient dynamic programming algorithm. We demonstrate our approach through two different applications - ranking mutational pathways of HIV virus based on their probabilities, and determining the most probable failure sequences in complex fault-tolerant engineering systems. Even though CTMC's have been used extensively to realistically model many types of complex processes, it is often a standard practice to eventually simplify the model in order to perform the state evolution analysis. As we show here, simplifying approaches can lead to inaccurate and often misleading solutions. Therefore we expect our algorithm to find a wide range of applications across different domains.
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Continuous Time Models for Epidemic Processes and Contact NetworksAhmad, Rehan January 2021 (has links)
No description available.
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