Noise variance estimator is very important in communication system which could control the transmission power and help system to reach the maximum capacity. But almost every kind of noise variance estimators assume that channel status is perfectly. Unfortunately the estimation error is always existence. This paper discuss that the maximum likelihood noise variance estimator (ML-NVE) in orthogonal frequency division multiplexing (OFDM) system with estimated channel. We take two kinds of the most popular channel estimation (CE) schemes Least Square (LS) and Modified-Least Square (MLS) as our consideration. And we investigate the situation that the ML-NVE suffered by carrier frequency offset (CFO) due to imperfect synchronization. As result we will show off the mean and variance of ML-NVE in those situations.

This research contains three essays that explore the speed of adjustment, volatility and noise in the Indonesia Stock Exchange. The first essay explores the speed of adjustment in the Indonesia Stock Exchange at daily interval from 2000 to 2004. The model employed is the speed of adjustment with noise. Firstly, I work on the estimation of the speed of adjustment. The estimated speed of adjustment coefficient concludes that the large size leads the smaller size group to adjust to new information. Secondly, I analyse the component in the noise that contributes significantly to the speed of adjustment level. It is confirmed that the factor determining the noise is bid-ask fluctuations. Therefore, it is reasonable to infer the component in the noise from bid-ask component. The decomposition of bid-ask spread into transaction cost and asymmetric information reveals that the latter is found to be a significant component determining the speed of adjustment level. The second essay analyses the fine grain dynamics of the speed of price adjustment to new information from 2000 to 2007. The exact time of adjustment is estimated at intraday frequency instead of at daily frequency. In this work, as an alternative of first moment estimation, second moment model-free estimation using volatility signature plot to estimate of the speed of adjustment is proposed. Both first and second moment estimation of the speed of adjustment provide consistent result of 30 minute adjustment period. Negative relation after 5-minute return interval between speed of adjustment estimate and realized variance is found implying lower noise leads to smaller deviation between observed and equilibrium price. In the third essay, I concentrate the work on the second moment of continuously compounded returns from 2000 to 2007 in the Indonesia Stock Exchange. The main purpose of the last essay is to estimate the noise and efficient variance in the Indonesia Stock Exchange. The realized variance based estimator is employed in the third essay. During the period of the study, noise variance decreases indicating smaller deviation between the observed and equilibrium price, hence improving market quality in the Indonesia Stock Exchange. The optimal frequency to estimate the efficient variance, on average, is nine minutes. The variance ratio of daily efficient variance to daily open-to-close reveals significant private information underlying price process in the Indonesia Stock Exchange.

Today the multisensor array signal processing of noisy measurements has received much attention. The classical problem in array signal processing is determining the location of an energy-radiating source relative to the location of the array, in other words, direction-of-arrival (DOA) estimation. One is considering the signal estimation problem when together with the signal(s) of interest some noise and interfering signals are present. In this report a direction-of-arrival estimation system is described based on an antenna array for detecting arrival angles in azimuth plane of signals pitched by the antenna array. For this, the Multiple Signal Classication (MUSIC) algorithmis first of all considered. Studies show that in spite of its good reputation and popularity among researches, it has a certain limit of its performance. In this subspace-based method for DOA estimation of signal wavefronts, the term corresponding to additive noise is initially assumed spatially white. In our paper, we address the problem of DOA estimation of multiple target signals in a particular noise situation - in correlated spherically isotropic noise, which, in many practical cases, models a more real context than under the white noise assumption. The purpose of this work is to analyze the behaviour of the MUSIC algorithm and compare its performance with some other algorithms (such as the Capon and the Classical algorithms) and, uppermost, to explore the quality of the detected angles in terms of precision depending on different parameters, e.g. number of samples, noise variance, number of incoming signals. Some modifications of the algorithms are also done is order to increase their performance. Program MATLAB is used to conduct the studies. The simulation results on the considered antenna array system indicate that in complex conditions the algorithms in question (and first of all, the MUSIC algorithm) are unable to automatically detect and localize the DOA signals with high accuracy. Other algorithms andways for simplification the problem (for example, procedure of denoising) exist and may provide more precision but require more computation time.

Future fifth generation (5G) cellular networks have to cope with the expected ten-fold increase in mobile data traffic between 2015 and 2021. To achieve this goal, new technologies are being considered, including massive multiple-input multiple-output (MIMO) systems and millimeter-wave (mmWave) communications. Massive MIMO involves the use of large antenna array sizes at the base station, while mmWave communications employ frequencies between 30 and 300 GHz. In this thesis we study the impact of these technologies on the performance of channel estimators. Our results show that the characteristics of the propagation channel at mmWave frequencies improve the channel estimation performance in comparison with current, low frequency-based, cellular networks. Furthermore, we demonstrate the existence of an optimal angular spread of the multipath clusters, which can be used to maximize the capacity of mmWave networks. We also propose efficient noise variance estimators, which can be employed as an input to existing channel estimators.

The aim of this thesis is to study a free space optics and its application in communication technologies. It describes possible interrupting impacts on the beamed optical signal, which are signal noise, attenuation of the atmosphere and atmospheric turbulence. The basis of the thesis is to describe the impact of the atmospheric turbulences on the optical beam. Fluctuation of optical intensity in the optical beam has been measured and index of refraction structure parameter calculated. With its assistance, turbulence rate has been determined.