Many communications signal formats are not power efficient because of their large peak-to-average power ratios (PARs). Moreover, in the presence of nonlinear devices such as power amplifiers (PAs) or mixers, the non-constant-modulus signals may generate both in-band distortion and out-of-band interference. Backing off the signal to the linear region of the device further reduces the system power efficiency. To improve the power efficiency of the communication system, one can pursue two approaches: i) linearize the PA; ii) reduce the high PAR of the input signal. In this dissertation, we first explore the optimal nonlinearity under the peak power constraint. We show that the optimal nonlinearity is a soft limiter with a specific gain calculated based on the peak power limit, noise variance, and the probability density function of the input amplitude. The result is also extended to the fading channel case. Next, we focus on digital baseband predistortion linearization for power amplifiers with memory effects. We build a high-speed wireless test-bed and carry out digital baseband predistortion linearization experiments. To implement adaptive PA linearization in wireless handsets, we propose an adaptive digital predistortion linearization architecture that utilizes existing components of the wireless transceiver to fulfill the adaptive predistorter training functionality. We then investigate the topic of PAR reduction for OFDM signals and forward link CDMA signals. To reduce the PAR of the OFDM signal, we propose a dynamic selected mapping (DSLM) algorithm with a two-buffer structure to reduce the computational requirement of the SLM method without sacrificing the PAR reduction capability. To reduce the PAR of the forward link CDMA signal, we propose a new PAR reduction algorithm by introducing a relative offset between the in-phase branch and the quadrature branch of the transmission system.

Selected mapping (SLM) schemes are commonly employed to reduce the peak-to-average power ratio (PAPR) in orthogonal frequency division multiplexing (OFDM) systems. It has been shown that the computational complexity of the traditional SLM scheme can be substantially reduced by adopting conversion vectors obtained by using the inverse fast Fourier transform (IFFT) of the phase rotation vectors in place of the conventional IFFT operations. To ensure that the elements of these phase rotation vectors have an equal magnitude, conversion vectors should have the form of a perfect sequence. This study firstly presents three novel classes of perfect sequence, each of which comprises certain base vectors and their cyclically shifted versions. Three novel low-complexity SLM schemes are then proposed based upon the unique structures of these perfect sequences. It is shown that while the PAPR reduction performances of the proposed schemes are marginally poorer than that of the traditional SLM scheme, the three schemes achieve a substantially lower computational complexity. Since the three proposed PAPR reduction schemes cannot be utilized in the orthogonal frequency division multiple access (OFDMA) system. A low-complexity scheme for PAPR reduction in OFDMA uplink systems using either an interleaved or a sub-band sub-carrier assignment strategy is also proposed in the second part of this study. The proposed scheme requires just one IFFT operation. The PAPR reduction performance of the proposed scheme is only marginally poorer than that of the traditional SLM scheme. However, the proposed schemes have significantly lower computational complexities. Besides, multiple-input multiple-output (MIMO) OFDM systems with space-frequency block coding (SFBC) are well-known for their robust performance in time selective fading channels. However, SFBC MIMO-OFDM systems have a high computational complexity since the number of IFFTs required scales in direct proportion to the number of antennas at the transmitter. Furthermore, SFBC MIMO-OFDM systems have a high PAPR. Accordingly, a low-complexity PAPR reduction scheme for SFBC MIMO OFDM systems with the Alamouti encoding scheme is proposed in this study. Extending this scheme obtains two low-complexity transmitter architectures for SFBC MIMO-OFDM systems with a general encoding matrix and an arbitrary number of transmitter antennas. The proposed schemes achieve a significant reduction in computational complexity by fully exploiting the time-domain signal properties of the transmitted signal. In addition, a PAPR reduction scheme is presented based on the proposed transmitter schemes. It is shown that the PAPR reduction performance of the proposed scheme is almost as good as that of the traditional SLM scheme, but is achieved with a substantially lower computational complexity.

Uncertainty involved in the safe and comfort design of the structures is a major concern of civil engineers. Traditionally, the uncertainty has been overcome by utilizing various and relatively large safety factors for loads and structural properties. As a result in conventional design of for example tall buildings, the designed structural elements have unnecessary dimensions that sometimes are more than double of the ones needed to resist normal loads. On the other hand the requirements for strength and safety and comfort can be conflicting. Consequently, an alternative approach for design of the structures may be of great interest in design of safe and comfort structures that also offers economical advantages. Recently, there has been growing interest among the researchers in the concept of structural control as an alternative or complementary approach to the existing approaches of structural design. A few buildings have been designed and built based on this concept. The concept is to utilize a device for applying a force (known as control force) to encounter the effects of disturbing forces like earthquake force. However, the concept still has not found its rightful place among the practical engineers and more research is needed on the subject. One of the main problems in structural control is to find a proper algorithm for determining the optimum control force that should be applied to the structure. The investigation reported in this thesis is concerned with the application of active control to civil engineering structures. From the literature on control theory. (Particularly literature on the control of civil engineering structures) problems faced in application of control theory were identified and classified into two categories: 1) problems common to control of all dynamical systems, and 2) problems which are specially important in control of civil engineering structures. It was concluded that while many control algorithms are suitable for control of dynamical systems, considering the special problems in controlling civil structures and considering the unique future of structural control, many otherwise useful control algorithms face practical problems in application to civil structures. Consequently a set of criteria were set for judging the suitability of the control algorithms for use in control of civil engineering structures. Various types of existing control algorithms were investigated and finally it was concluded that predictive optimal control algorithms possess good characteristics for purpose of control of civil engineering structures. Among predictive control algorithms, those that use ARMA stochastic models for predicting the ground acceleration are better fitted to the structural control environment because all the past measured excitation is used to estimate the trends of the excitation for making qualified guesses about its coming values. However, existing ARMA based predictive algorithms are devised specially for earthquake and require on-line measurement of the external disturbing load which is not possible for dynamic loads like wind or blast. So, the algorithms are not suitable for tall buildings that experience both earthquake and wind loads during their life. Consequently, it was decided to establish a new closed loop predictive optimal control based on ARMA models as the first phase of the study. In this phase it was initially established that ARMA models are capable of predicting response of a linear SDOF system to the earthquake excitation a few steps ahead. The results of the predictions encouraged a search for finding a new closed loop optimal predictive control algorithm for linear SDOF structures based on prediction of the response by ARMA models. The second part of phase I, was devoted to developing and testing the proposed algorithm The new developed algorithm is different from other ARMA based optimal controls since it uses ARMA models for prediction of the structure response while existing algorithms predict the input excitation. Modeling the structure response as an AR or ARMA stochastic process is an effective mean for prediction of the structure response while avoiding measurement of the input excitation. ARMA models used in the algorithm enables it to avoid or reduce the time delay effect by predicting the structure response a few steps ahead. Being a closed loop control, the algorithm is suitable for all structural control conditions and can be used in a single control mechanism for vibration control of tall buildings against wind, earthquake or other random dynamic loads. Consequently the standby time is less than that for existing ARMA based algorithms devised only for earthquakes. This makes the control mechanism more reliable. The proposed algorithm utilizes and combines two different mathematical models. First model is an ARMA model representing the environment and the structure as a single system subjected to the unknown random excitation and the second model is a linear SDOF system which represents the structure subjected to a known past history of the applied control force only. The principle of superposition is then used to combine the results of these two models to predict the total response of the structure as a function of the control force. By using the predicted responses, the minimization of the performance index with respect to the control force is carried out for finding the optimal control force. As phase II, the proposed predictive control algorithm was extended to structures that are more complicated than linear SDOF structures. Initially, the algorithm was extended to linear MDOF structures. Although, the development of the algorithm for MDOF structures was relatively straightforward, during testing of the algorithm, it was found that prediction of the response by ARMA models can not be done as was done for SDOF case. In the SDOF case each of the two components of the state vector (i.e. displacement and velocity) was treated separately as an ARMA stochastic process. However, applying the same approach to each component of the state vector of a MDOF structure did not yield satisfactory results in prediction of the response. Considering the whole state vector as a multi-variable ARMA stochastic vector process yielded the desired results in predicting the response a few steps ahead. In the second part of this phase, the algorithm was extended to non-linear MDOF structures. Since the algorithm had been developed based on the principle of superposition, it was not possible to directly extend the algorithm to non-linear systems. Instead, some generalized response was defined. Then credibility of the ARMA models in predicting the generalized response was verified. Based on this credibility, the algorithm was extended for non-linear MDOF structures. Also in phase II, the stability of a controlled MDOF structure was proved. Both internal and external stability of the system were described and verified. In phase III, some problems of special interest, i.e. soil-structure interaction and control time delay, were investigated and compensated for in the framework of the developed predictive optimal control. In first part of phase III soil-structure interaction was studied. The half-space solution of the SSI effect leads to a frequency dependent representation of the structure-footing system, which is not fit for control purpose. Consequently an equivalent frequency independent system was proposed and defined as a system whose frequency response is equal to the original structure -footing system in the mean squares sense. This equivalent frequency independent system then was used in the control algorithm. In the second part of this phase, an analytical approach was used to tackle the time delay phenomenon in the context of the predictive algorithm described in previous chapters. A generalized performance index was defined considering time delay. Minimization of the generalized performance index resulted into a modified version of the algorithm in which time delay is compensated explicitly. Unlike the time delay compensation technique used in the previous phases of this investigation, which restricts time delay to be an integer multiplier of the sampling period, the modified algorithm allows time delay to be any non-negative number. However, the two approaches produce the same results if time delay is an integer multiplier of the sampling period. For evaluating the proposed algorithm and comparing it with other algorithms, several numerical simulations were carried during the research by using MATLAB and its toolboxes. A few interesting results of these simulations are enumerated below: ARM A models are able to predict the response of both linear and non-linear structures to random inputs such as earthquakes. The proposed predictive optimal control based on ARMA models has produced better results in the context of reducing velocity, displacement, total energy and operational cost compared to classic optimal control. Proposed active control algorithm is very effective in increasing safety and comfort. Its performance is not affected much by errors in the estimation of system parameters (e.g. damping). The effect of soil-structure interaction on the response to control force is considerable. Ignoring SSI will cause a significant change in the magnitude of the frequency response and a shift in the frequencies of the maximum response (resonant frequencies). Compensating the time delay effect by the modified version of the proposed algorithm will improve the performance of the control system in achieving the control goal and reduction of the structural response.

平均式選擇權可以依計算方式分為算術平均及幾何平均兩種，不同於幾何平均式選擇權，算術平均式選擇權之評價並沒有封閉的公式解。此外，平均式選擇權也可依照摽的資產分為亞式選擇權與組合式選擇權，在過去的研究中較少將兩者類型同時考慮。因此，本論文結合現有的亞式選擇權及組合式選擇權之評價方式，推導出利用對數常態分配作為近似分配的亞式組合式選擇權近似封閉解。在本論文中再將此評價公式的結果與另一種近似封閉解作近似結果比較，證明出此推導結果能更精確且有效率的計算出平均式選擇權價格，並能利用此模型公式於平均式連動債券的評價與避險之中，最後再針對兩種連動債券的評價結果作發行商及投資人的策略分析。

This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups.

No description available.

From the Proceedings of the 1972 Meetings of the Arizona Section - American Water Resources Assn. and the Hydrology Section - Arizona Academy of Science - May 5-6, 1972, Prescott, Arizona / In order to design culverts and bridges, it is necessary to compute an estimate of the design flood. Regionalization of flows by regression analysis is currently the method advocated by the U.S. Geological Survey to provide an estimate of the culvert and bridge design floods. In the regression analysis a set of simultaneous equations is solved for the regression coefficients which will be used to compute a design flood prediction for a construction site. The dependent variables in the set of simultaneous equations are the historical estimates of the design flood computed from the historical records of gaged sites in a region. If a log normal distribution of the annual peak flows is assumed, then the historical estimate of the design flood for site i may be computed by the normal as log Q(d,i) = x(i) + k(d)s(i). However because of the relatively small samples of peak flows commonly used in this problem, this paper shows that the historical estimate should be computed by to log Q(d,i) = X(i) + t(d,n-1) √((n+1)/n) s(i) where t(d,n-1) is obtained from tables of the Student's t. This t-estimate when used as input to the regression analysis provides a more realistic prediction in light of the small sample size, than the estimate yielded by the normal.

Multi-carrier systems based on orthogonal frequency division multiplexing (OFDM) are efficient technologies for the implementation of broadband wireless communication systems. OFDM is widely used and has been adopted for current mobile broadband wireless communication systems such as IEEE 802.a/g wireless LANs, WiMAX, 3GPP LTE, and DVB-T/H digital video broadcasting systems. Despite their many advantages, however, OFDM-based systems suffer from potentially high peak-to-average power ratio (PAR). Since communication systems typically include nonlinear devices such as RF power amplifiers (PA) and digital-to-analog converters (DAC), high PAR results in increased symbol error rates and spectral radiation. To mitigate these nonlinear effects and to avoid nonlinear saturation effects of the PA, the operating point of a signal with high peak power must be backed off into the linear region of the PA. This so-called output backoff (OBO) results in a reduced power conversion efficiency which limits the battery life for mobile applications, reduces the coverage range, and increases both the cost of the PA and power consumption in the cellular base station. With the increasing demand for high energy efficiency, low power consumption, and greenhouse gas emission reduction, PAR reduction is a key technique in the design of practical OFDM systems. Motivated by the PAR reduction problem associated with multi-carrier systems, such as OFDM, this research explores the state of the art of PAR reduction techniques and develops new signal processing techniques that can achieve a minimum PAR for given system parameters and that are compatible with the appropriate standards. The following are the three principal contributions of this dissertation research. First, we present and derive the semi-analytical results for the output of asymptotic iterative clipping and filtering. This work provides expressions and analytical techniques for estimating the attenuation factor, error vector magnitude, and bit-error-rate (BER), using a noise enhancement factor that is obtained by simulation. With these semi-analytical results, we obtain a relationship between the BER and the target clipping level for asymptotic iterative clipping and filtering. These results serve as a performance benchmark for designing PAR reduction techniques using iterative clipping and filtering in OFDM systems. Second, we analyze the impact of the selected mapping (SLM) technique on BER performance of OFDM systems in an additive white Gaussian noise channel in the presence of nonlinearity. We first derive a closed-form expression for the envelope power distribution in an OFDM system with SLM. Then, using this derived envelope power distribution, we investigate the BER performance and the total degradation (TD) of OFDM systems with SLM under the existence of nonlinearity. As a result, we obtain the TD-minimizing peak backoff (PBO) and clipping ratio as functions of the number of candidate signals in SLM. Third, we propose an adaptive clipping control algorithm and pilotaided algorithm to address a fundamental issue associated with two lowcomplexity PAR reduction techniques, namely, tone reservation (TR) and active constellation extension (ACE). Specifically, we discovered that the existing low-complexity algorithms have a low clipping ratio problem in that they can not achieve the minimum PAR when the target clipping level is set below the initially unknown optimum value. Using our proposed algorithms, we overcome this problem and demonstrate that additional PAR reduction is obtained for any low value of the initial target clipping ratio. / text

Components used in mobile hand-held devices (smart phones and tablets) vary greatly in performance and power consumption. The microprocessors used in these devices also have vastly different capabilities and manufacturing limitations leading to significant variation effects. Battery life is a significant concern to the end users of these products. A stand-alone Android application capable of benchmarking a device's performance and power consumption is introduced. The application does not require the end user to have any analytic equipment or to have a technical background. This enables individual end users to better understand their particular device's performance and battery life interaction. They may also use the application to determine if their device's performance or battery life has degraded over time. Data is also uploaded to a central location so that devices can be compared against each other. The benchmarking application is capable of resolving variation effects caused by device, environmental changes and power management actions. This application demonstrates the feasibility of creating a low cost ecosystem where thousands of devices can be quantitatively compared. / text

Η διαμόρφωση με πολύπλεξη συχνότητας ορθογωνίων φερουσών (Orthogonal Frequency Division Multiplexing - OFDM) έχει εδραιωθεί ως μία από τις επικρατέστερες μεθόδους διαμόρφωσης για την υψηλού ρυθμού μετάδοση πληροφορίας μέσω ασύρματων μέσων. Σε ένα σύστημα OFDM, ένα από τα βασικότερα και υπολογιστικά πολυπλοκότερα τμήματα είναι ο υπολογισμούς του Ταχύ Μετασχηματισμού Fourier. Αντικείμενο της εργασίας αυτής είναι η μελέτη της χρήσης εναλλακτικής αριθμητικής για την υλοποίηση κυκλωμάτων FFT. Τυπικά, τέτοιου είδους κυκλώματα υλοποιούνται χρησιμοποιώντας κάποια γραμμική αναπαράσταση σταθερής υποδιαστολής. Στη βιβλιογραφία έχουν προταθεί υλοποιήσεις του FFT με χρήση του Λογαριθμικού Συστήματος Αρίθμησης (Logarithmic Numbering System – LNS) και έχουν αναφερθεί κέρδη για συγκεκριμένους παράγοντες όπως το σφάλμα κβαντισμού, η επιφάνεια ολοκλήρωσης και η κατανάλωση ισχύος. Η αποδοτικότητα αυτών των λύσεων ερευνάται για τη συγκεκριμένη περίπτωση της εφαρμογής του FFT σε OFDM modems. Εστιάζοντας στην περίπτωση του FFT 64 σημείων για OFDM modem για ασύρματα δίκτυα 802.11a, μία από τις πλέον επιτυχημένες αρχιτεκτονικές που έχουν προταθεί για την υλοποίηση του, στηρίζεται στη λογική του FFT γραμμής – στήλης και παρουσιάζει έναν τρόπο πραγματοποίησης του υπολογισμού χωρίς κανένα ψηφιακό πολλαπλασιαστή. Με το βασικό πλεονέκτημα της λογαριθμικής αναπαράστασης να είναι η απλοποίηση των κυκλωμάτων πολλαπλασιασμού (με ταυτόχρονη όμως αύξηση του κόστους για την πραγματοποίηση προσθέσεων), δείχνεται ότι τελικά η υλοποίηση ενός FFT αμιγώς σε LNS δεν είναι προτιμητέα. Αν και η αρχιτεκτονική του FFT γραμμής – στήλης μπορεί να προσφέρει υψηλή απόδοση με χαμηλό κόστος υλοποίησης, παρουσιάζει μια σειρά από αδυναμίες, που σχετίζονται κυρίως με τη χρήση ειδικών κυκλωμάτων για την εκτέλεση των πολλαπλασιασμών με τις σταθερές που εμφανίζονται στον FFT (twiddle factors). Για την αντιμετώπιση αυτών των περιορισμών προτείνεται η εισαγωγή του LNS σε κάποια τμήματα του κυκλώματος του FFT, οδηγώντας έτσι στη δημιουργία ενός συστήματος μικτής αναπαράστασης. Σε τέτοιου είδους υβριδικά συστήματα τίθενται δύο βασικά ζητήματα. Το πρώτο αφορά τον ορισμό της ισοδυναμίας μεταξύ των διαφορετικών αναπαραστάσεων και το δεύτερο τον αποδοτικό τρόπο υλοποίησης των κυκλωμάτων μετατροπής από το ένα αριθμητικό σύστημα στο άλλο. Τυπικά, τα κριτήρια ισοδυναμίας που επιλέγονται είναι αυστηρά μαθηματικά ορισμένα, όπως για παράδειγμα ο Λόγος Σήματος προς Θόρυβο (Signal-to-Noise Ratio - SNR) ή το Μέσο Σχετικό Σφάλμα Αναπαράστασης (Average Relative Representation Error – ARRE). Στη συγκεκριμένη εργασία ακολουθείται μια λιγότερο δεσμευτική προσέγγιση, ορίζοντας την ισοδυναμία δύο αναπαραστάσεων με βάση την τελική απόδοση του συστήματος OFDM όσον αφορά το ρυθμό λαθών στο δέκτη (Bit Error Rate - BER). Με βάση αυτή τη λογική, αποδεικνύεται ότι μπορούν να χρησιμοποιηθούν αναπαραστάσεις πολύ μικρού μεγέθους λέξης και οι προσεγγίσεις που χρειάζεται να γίνουν κατά τις μετατροπές μεταξύ των δύο συστημάτων δεν είναι ανάγκη να είναι ιδιαίτερα ακριβείς. Έτσι, τα σχετικά κυκλώματα μπορούν να υλοποιηθούν αποδοτικά και με μικρό κόστος. Η υλοποίηση δύο συστημάτων για τον FFT 64 σημείων, ένα βασισμένο αποκλειστικά σε γραμμική αναπαράσταση σταθερής υποδιαστολής και ένα υβριδικό που χρησιμοποιεί γραμμική και λογαριθμική αναπαράσταση, δείχνει ότι χωρίς διαφορές όσον αφορά το BER και την καθυστέρηση (delay), η υβριδική προσέγγιση απαιτεί μικρότερη επιφάνεια ολοκλήρωσης και παρουσιάζει σημαντικά χαμηλότερη κατανάλωση ισχύος. / Orthogonal Frequency Division Multiplexing (OFDM) has been established as one of the most prevalent methods for high data rate transmission through wireless channels. In an OFDM communication system, one of the fundamental and most computationally intensive parts is the computation of the Fast Fourier Transform (FFT). The subject of this thesis is to investigate the use of alternative arithmetic representation systems for the implementation of FFT circuits. Typically, these circuits are implemented using linear fixed-point representations. In literature, implementations of the FFT using the Logarithmic Numbering System (LNS) have been proposed and significant gains in quantization errors, chip area and power consumption have been reported. The effectiveness of these proposals in the case of the FFT for OFDM systems is investigated. Focusing on the case of the 64-point FFT for an OFDM modem for an 802.11a wireless network, one of the most efficient architectures proposed is based on the concept of row-column FFT and presents a way of implementing the computation without using any digital (non-fixed input) multiplier. The most important feature of the LNS representation is the fact that multiplication operations turn to mere additions, thus there are significant implementation gains. On the downside though, addition in LNS is very expensive. Combining the aforementioned, it is shown that the implementation of the whole FFT computation in LNS is not a preferable solution. Although the row-column FFT architecture may offer high performance and low implementation cost, it presents a number of deficiencies mainly due to the fact that special purpose circuits are used to perform the multiplications with the complex constants (twiddle factors) that appear in the computation. In order to alleviate these deficiencies, it is proposed to use the LNS representation in some parts of the FFT circuit, thus forming a hybrid-representation system. In hybrid-representation systems two major issues are raised. The first one is how to define equivalence between the arithmetic representation systems used and the second one is related to the cost of the circuits required to perform the conversions between the numbers of the different arithmetic systems. Typically, the equivalence criterion used is mathematically defined and metrics like the Signal-to-Noise Ratio (SNR) or Average Relative Representation Error (ARRE) are commonly used. In this report, a less restrictive metric is used: two arithmetic representations are defined to be equal if the Bit Error Rate (BER) performance of the overall OFDM system is equal. Using this approach, it is shown that short word-length representations may be used and the conversions between the linear and logarithmic systems need not be very accurate. This results in great simplification of the conversion process and the respected circuits can be implemented with low cost. For comparison, two 64-point FFT systems have been implemented, one using a linear fixed-point 2’s complement representation and one using both linear and LNS representation. Without any differences in BER performance and circuit delay, the hybrid-representation system requires less chip area and consumes significantly lower power.