Five image processing algorithms are proposed to measure the average orientation, eccentricity and size of cells in images of biological tissue. These properties, which can be embodied by an elliptical 'composite cell', are crucial for biomechanical tissue models. To automatically determine these properties is challenging due to the diverse nature of the image data, with tremendous and unpredictable variability in illumination, cell pigmentation, cell shape and cell boundary visibility. One proposed algorithm estimates the composite cell properties directly from the input tissue image, while four others estimate the properties from frequency domain data. The accuracy and stability of the algorithms are quantitatively compared through application to a wide variety of real images. Based on these results, the best algorithm is selected.

Calibration methods for quantitative on-site sampling using solid phase microextraction (SPME) were developed based on diffusion mass transfer theory. This was investigated using adsorptive polydimethylsiloxane/divinylbenzene (PDMS/DVB) and Carboxen/polydimethylsiloxane (CAR/PDMS) SPME fiber coatings with volatile aromatic hydrocarbons (BTEX: benzene, toluene, ethylbenzene, and o-xylene) as test analytes. Parameters that affected the extraction process (sampling time, analyte concentration, water velocity, and temperature) were investigated. Very short sampling times (10-300 s) and sorbents with a strong affinity and large capacity were used to ensure a 'zero sink' effect calibrate process. It was found that mass uptake of analyte changed linearly with concentration. Increase of water velocity increased mass uptake, though the increase is not linear. Temperature did not affect mass uptake significantly under typical field sampling conditions. To further describe rapid SPME analysis of aqueous samples, a new model translated from heat transfer to a circular cylinder in cross flow was used. An empirical correlation to this model was used to predict the mass transfer coefficient. Findings indicated that the predicted mass uptake compared well with experimental mass uptake. The new model also predicted rapid air sampling accurately. To further integrate the sampling and analysis processes, especially for on-site or <i>in-vivo</i> investigations where the composition of the sample matrix is very complicated and/or agitation of the sample matrix is variable or unknown, a new approach for calibration was developed. This involved the loading internal standards onto the extraction fiber prior to the extraction step. During sampling, the standard partially desorbs into the sample matrix and the rate at which this process occurs, was for calibration. The kinetics of the absorption/desorption was investigated, and the isotropy of the two processes was demonstrated, thus validating this approach for calibration. A modified SPME device was used as a passive sampler to determine the time-weighted average (TWA) concentration of volatile organic compounds (VOCs) in air. The sampler collects the VOCs by the mechanism of molecular diffusion and sorption on to a coated fiber as collection medium. This process was shown to be described by Fick's first law of diffusion, whereby the amount of analyte accumulated over time enable measurement of the TWA concentration to which the sampler was exposed. TWA passive sampling with a SPME device was shown to be almost independent of face velocity, and to be more tolerant of high and low analyte concentrations and long and short sampling times, because of the ease with which the diffusional path length could be changed. Environmental conditions (temperature, pressure, relative humidity, and ozone) had little or no effect on sampling rate. When the SPME device was tested in the field and the results compared with those from National Institute of Occupational Health and Safety (NIOSH) method 1501 good agreement was obtained. To facilitate the use of SPME for field sampling, a new field sampler was designed and tested. The sampler was versatile and user-friendly. The SPME fiber can be positioned precisely inside the needle for TWA sampling, or exposed completely outside the needle for rapid sampling. The needle is protected within a shield at all times hereby eliminating the risk of operator injury and fiber damage. A replaceable Teflon cap is used to seal the needle to preserve sample integrity. Factors that affect the preservation of sample integrity (sorbent efficiency, temperature, and sealing materials) were studied. The use of a highly efficient sorbent is recommended as the first choice for the preservation of sample integrity. Teflon was a good material for sealing the fiber needle, had little memory effect, and could be used repeatedly. To address adsorption of high boiling point compounds on fiber needles, several kinds of deactivated needles were evaluated. RSC-2 blue fiber needles were the more effective. A preliminary field sampling investigation demonstrated the validity of the new SPME device for field applications.

The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach to evaluate the theory of value at risk which is considered a benchmark to measure financial risk. The thesis makes use of both parametric and non parametric approaches to evaluate the effectiveness of VAR as a standard tool in measuring risk of stock portfolio. This study uses the normal distribution, student t-distribution, historical simulation and the exponential weighted moving average at 95% and 99% confidence levels on the stock returns of Sonny Ericsson, Three Months Swedish Treasury bill (STB3M) and Nordea Bank. The evaluations of the VAR models are based on the Kupiec (1995) Test. From a general perspective, the results of the study indicate that VAR as a proxy of risk measurement has some imprecision in its estimates. However, this imprecision is not all the same for all the approaches. The results indicate that models which assume normality of return distribution display poor performance at both confidence levels than models which assume fatter tails or have leptokurtic characteristics. Another finding from the study which may be interesting is the fact that during the period of high volatility such as the financial crisis of 2008, the imprecision of VAR estimates increases. For the parametric approaches, the t-distribution VAR estimates were accurate at 95% confidence level, while normal distribution approach produced inaccurate estimates at 95% confidence level. However both approaches were unable to provide accurate estimates at 99% confidence level. For the non parametric approaches the exponentially weighted moving average outperformed the historical simulation approach at 95% confidence level, while at the 99% confidence level both approaches tend to perform equally. The results of this study thus question the reliability on VAR as a standard tool in measuring risk on stock portfolio. It also suggest that more research should be done to improve on the accuracy of VAR approaches, given that the role of risk management in today’s business environment is increasing ever than before. The study suggest VAR should be complemented with other risk measures such as Extreme value theory and stress testing, and that more than one back testing techniques should be used to test the accuracy of VAR.

Five image processing algorithms are proposed to measure the average orientation, eccentricity and size of cells in images of biological tissue. These properties, which can be embodied by an elliptical 'composite cell', are crucial for biomechanical tissue models. To automatically determine these properties is challenging due to the diverse nature of the image data, with tremendous and unpredictable variability in illumination, cell pigmentation, cell shape and cell boundary visibility. One proposed algorithm estimates the composite cell properties directly from the input tissue image, while four others estimate the properties from frequency domain data. The accuracy and stability of the algorithms are quantitatively compared through application to a wide variety of real images. Based on these results, the best algorithm is selected.

Calibration methods for quantitative on-site sampling using solid phase microextraction (SPME) were developed based on diffusion mass transfer theory. This was investigated using adsorptive polydimethylsiloxane/divinylbenzene (PDMS/DVB) and Carboxen/polydimethylsiloxane (CAR/PDMS) SPME fiber coatings with volatile aromatic hydrocarbons (BTEX: benzene, toluene, ethylbenzene, and o-xylene) as test analytes. Parameters that affected the extraction process (sampling time, analyte concentration, water velocity, and temperature) were investigated. Very short sampling times (10-300 s) and sorbents with a strong affinity and large capacity were used to ensure a 'zero sink' effect calibrate process. It was found that mass uptake of analyte changed linearly with concentration. Increase of water velocity increased mass uptake, though the increase is not linear. Temperature did not affect mass uptake significantly under typical field sampling conditions. To further describe rapid SPME analysis of aqueous samples, a new model translated from heat transfer to a circular cylinder in cross flow was used. An empirical correlation to this model was used to predict the mass transfer coefficient. Findings indicated that the predicted mass uptake compared well with experimental mass uptake. The new model also predicted rapid air sampling accurately. To further integrate the sampling and analysis processes, especially for on-site or <i>in-vivo</i> investigations where the composition of the sample matrix is very complicated and/or agitation of the sample matrix is variable or unknown, a new approach for calibration was developed. This involved the loading internal standards onto the extraction fiber prior to the extraction step. During sampling, the standard partially desorbs into the sample matrix and the rate at which this process occurs, was for calibration. The kinetics of the absorption/desorption was investigated, and the isotropy of the two processes was demonstrated, thus validating this approach for calibration. A modified SPME device was used as a passive sampler to determine the time-weighted average (TWA) concentration of volatile organic compounds (VOCs) in air. The sampler collects the VOCs by the mechanism of molecular diffusion and sorption on to a coated fiber as collection medium. This process was shown to be described by Fick's first law of diffusion, whereby the amount of analyte accumulated over time enable measurement of the TWA concentration to which the sampler was exposed. TWA passive sampling with a SPME device was shown to be almost independent of face velocity, and to be more tolerant of high and low analyte concentrations and long and short sampling times, because of the ease with which the diffusional path length could be changed. Environmental conditions (temperature, pressure, relative humidity, and ozone) had little or no effect on sampling rate. When the SPME device was tested in the field and the results compared with those from National Institute of Occupational Health and Safety (NIOSH) method 1501 good agreement was obtained. To facilitate the use of SPME for field sampling, a new field sampler was designed and tested. The sampler was versatile and user-friendly. The SPME fiber can be positioned precisely inside the needle for TWA sampling, or exposed completely outside the needle for rapid sampling. The needle is protected within a shield at all times hereby eliminating the risk of operator injury and fiber damage. A replaceable Teflon cap is used to seal the needle to preserve sample integrity. Factors that affect the preservation of sample integrity (sorbent efficiency, temperature, and sealing materials) were studied. The use of a highly efficient sorbent is recommended as the first choice for the preservation of sample integrity. Teflon was a good material for sealing the fiber needle, had little memory effect, and could be used repeatedly. To address adsorption of high boiling point compounds on fiber needles, several kinds of deactivated needles were evaluated. RSC-2 blue fiber needles were the more effective. A preliminary field sampling investigation demonstrated the validity of the new SPME device for field applications.

Orthogonal frequency division multiplexing (OFDM) systems with cyclic prefix (CP) can be used to protect signal from the time-variant multipath channel induced distortions. However, the presence of CP could greatly decrease the effective data rate, thus many recent research works have been focused on the multiple-input multiple-output (MIMO) OFDM systems without CP (CP-free), equipped with the space-time block codes (ST-BC). The constraint of the conventional MIMO-OFDM (without using the ST-BC) system is that the number of receive-antenna has to be greater than the transmit-antenna. In this thesis, we first consider the ST-BC MIMO-OFDM system and show that the above-mentioned constraint can be removed, such that the condition become that the receive antenna should be greater than one, that is the basic requirement for MIMO system. It is particular useful and confirm to the recently specification, e.g., 3GPP LTE (Long Term Evolution) where the system deploy the 2¡Ñ2 or 4¡Ñ4 antennas systems. This thesis also considers the effects of peak-to-average power ratio (PAPR) in the transmitter and In-phase/ Quadrature-phase (IQ) imbalance in the receiver, and solves them by using the adaptive Volterra predistorter and blind adaptive filtering approach of the nonlinear parameters estimation and compensation, along with the power measurement, respectively. After the compensator of IQ imbalance in the receiver, an equalizer under the framework of generalized sidelobe canceller (GSC) is derived for interference suppression. To further reduce the complexity of receiver implementation, the partially adaptive (PA) scheme is applied by exploiting the structural information of the signal and interference signature matrices. As demonstrated from computer simulation results, the performance of the proposed CP-free ST-BC MIMO-OFDM receiver is very similar to that obtained by the conventional CP-based ST-BC MIMO-OFDM system under either the predistortion or compensation scenario.

Taiwan Security Market is a typical order-driven market. The electronic trading system of Taiwan Security Market launched in 1998 significantly reduces the trade matching time (the current matching time is around 20 seconds) and promptly provides updated online trading information to traders. In this study, we establish an online transaction simulation system which can be applied to predict trade prices and study market efficiency. Models are established for the times and volumes of the newly added bid/ask orders on the match list. Exponentially weighted moving average (EWMA) method is adopted to update the model parameters. Match prices are predicted dynamically based on the EWMA updated models. Further, high frequency bid/ask order data are used to find the supply and demand curves as well as the equilibrium prices. Differences between the transaction prices and the equilibrium prices are used to investigate the efficiency of Taiwan Security Market. Finally, EWMA and cusum control charts are used to monitor the market efficiency. In empirical study, we analyze the intra-daily (April, 2005) high frequency match data of Uni-president Enterprises Corporation and Formosa Plastics Corporation.

Selected mapping (SLM) is a well-known technique used to reduce the peak-to-average power ratio (PAPR) in orthogonal frequency division multiplexing (OFDM) systems. Although SLM scheme can reduce PAPR efficiently, the side information (SI) must be transmitted to the receiver to indicate the candidate signal that generates the OFDM signal with the lowest PAPR. Robust channel coding schemes are typically adopted to prevent erroneous decoding of SI, leading to the lower bandwidth efficiency. To reduce PAPR efficiently and avoid the bandwidth efficiency loss caused by the transmission of SI, two novel PAPR reduction methods are proposed in SFBC MIMO-OFDM systems with two transmitter antennas that employs the Alamouti coding. The candidate signals are constructed in the frequency-domain and time-domain in the first proposed scheme and the second proposed scheme, respectively. In addition, the orthogonality of the space frequency block code is preserved resulting in the data recovery and the corresponding SI can be easily obtained from the conventional Alamouti detection method for both transmission methods. Simulation results show that the BER performance of a SFBC MIMO-OFDM system with the proposed SI detection algorithm is very close to that of perfect SI detection if the extension factor is larger than 1.3.

In this thesis a two-stage AC/DC/DC power converter is designed and implemented. The AC/DC input stage of the converter consists of the two&amp / #8211 / phase interleaved boost topology employing the average current mode control principle. The output stage consists of a zero voltage switching phase shifted full bridge (ZVS&amp / #8211 / PS&amp / #8211 / FB) DC/DC converter. For the input stage, main design goals are obtaining high input power factor, low input current distortion, and well regulated output dc voltage, and obtaining these attributes in a power converter with high power density. For the input stage, the interleaved structure has been chosen in order to obtain reduced line current ripple and EMI, reduced power component stresses, and improved power density. The control of the pre&amp / #8211 / regulator is provided by utilizing a new commercial monolithic integrated circuit, which provides interleaved continuous conduction mode power factor correction (PFC). The output stage is formed by utilizing the available prototype hardware of a ZVS&amp / #8211 / PS&amp / #8211 / FB DC/DC converter and mainly the system integration and controller design and implementation studies have been conducted. The converter small signal model is derived and utilizing its transfer function and employing voltage loop control, the output voltage regulator has been designed. The output voltage controller is implemented utilizing a digital signal processor (DSP). Integrating the AC/DC preregulator and DC/DC converter, a laboratory AC/DC/DC converter system with high overall performance has been obtained. The overall system performance has been verified via computer simulations and experimental results obtained from laboratory prototype.

Radar signal processing techniques aim to suppress clutter to enable target detection. Many clutter suppression techniques have been developed to improve the detection performance in literature. Among these methods, the most widely known is MTI plus coherent integrator, which gives sufficient radar performance in various scenarios. However, when the correlation coefficient of clutter is small or the spectral separation between the target and clutter is small, classical approaches to clutter suppression fall short. In this study, we consider the ARMA spectral estimation performance in sea clutter modelled by compound K-distribution through Monte Carlo simulations. The method is applied for varying conditions of clutter spikiness and auto correlation sequences (ACS) depending on the radar operation. The performance of clutter suppression using ARMA spectral estimator, which will be called ARMA-CS in this work, is analyzed under varying ARMA model orders. To compare the clutter suppression of ARMA-CS with that of conventional methods, we use improvement factor (IF) which is the ratio between the output Signal to Interference Ratio (SIR) and input SIR as performance measure. In all cases, the performance of ARMA-CS method is better than conventional clutter suppression methods when the correlation among clutter samples is small or the spectral separation between target and clutter is small.