Thesis (Ph. D. in Mathematics)--Vanderbilt University, 2003. / Title from PDF title screen. Includes bibliographical references and index.

This dissertation presents three essays on asset pricing and econometrics. The first chapter identifies rare events and long-run risks simultaneously from a rich data set (the Barro-Ursua macroeconomic data set) and evaluates their contributions to asset pricing in a unified framework. The proposed model of rare events and long-run risks is estimated using a Bayesian Markov-chain Monte-Carlo method, and the estimates for the disaster process are closer to the data than those in the previous studies. Major evaluation results in asset pricing include: (1) for the unleveraged annual equity premium, the predicted values are 4.8%, 4.2%, and 1.0%, respectively; (2) for the Sharpe ratio, the values are 0.72, 0.66, and 0.15, respectively. / Economics

Η παρούσα διπλωματική εργασία αποτελεί βιβλιογραφική έρευνα στο επιστημονικό πεδίο της προσαρμοστικής ακύρωσης θορύβου (ANC). Αρχικά γίνεται μια αναφορά στη γενική φιλοσοφία της ANC, παρατίθεται μια σύντομη ιστορική αναδρομή και αναφέρονται τα πεδία εφαρμογής της ANC. Γίνεται ανάλυση των βασικών κατηγοριών προσαρμοστικής ακύρωσης θορύβου βασισμένες στον εμπροσθοτροφοδοτούμενο και στον ανατροφοδοτούμενο έλεγχο. Πρώτα συζητείται η δομή του ευρυζωνικού προσαρμοστικού εμπροσθοτροφοδοτούμενου ελέγχου, με την εξαγωγή και την ανάλυση του αλγόριθμου FXLMS. Στη συνέχεια αναλύονται τα στενής ζώνης εμπροσθοτροφοδοτούμενα συστήματα, εισάγοντας τη μέθοδο σύνθεσης κυματομορφής, τα προσαρμοστικά φίλτρα αποκοπής και την ANC πολλαπλών συχνοτήτων. Έπειτα αναπτύσσεται η έννοια της προσαρμοστικής ακύρωσης μέσω ανατροφοδοτούμενου έλεγχου από τη σκοπιά των σημάτων αναφοράς προσδίδοντας μια συσχέτιση με τα συστήματα εμπροσθοτροφοδότησης. Εν συνεχεία, η ανάλυση των μονοκαναλικών συστημάτων επεκτείνεται στα πολυκαναλικά συστήματα ANC. Παρουσιάζονται διάφορες online τεχνικές μοντελοποίησης δευτερεύουσας διαδρομής. Επιπρόσθετα, παρουσιάζονται διάφοροι ειδικοί ANC αλγόριθμοι όπως δικτυωτή ANC, ANC στο πεδίο της συχνότητας, ANC υποζώνης και ο αναδρομικός αλγόριθμος ελαχίστων τετραγώνων (RLS). Τέλος παρουσιάζονται αναλυτικά οι εφαρμογές της προσαρμοστικής ακύρωσης σε πρακτικό και πειραματικό επίπεδο, ενώ δίνεται μια ποσοτική συνεισφορά στη μείωση θορύβου. / This thesis is a literature research in the scientific field of adaptive noise cancellation (ANC). Originally becomes a reference to the general philosophy of the ANC, given a brief historical overview and a reference to the fields of application of ANC . An analysis of the main categories of adaptive noise cancellation based on feed-forward and feedback control. First a discussion is made, of the structure of broadband adaptive feed-forward control by extracting and analyzing the FXLMS algorithm. Then an analysis of narrowband feedforward systems is given, introducing the waveform synthesis method, adaptive notch filters and multiple frequency ANC. Then we develope the concept of adaptive cancellation via feedback control from the perspective of reference signals giving a correlation to feedforward systems. Subsequently, the analysis of single channel systems extends in multi-channel ANC. Various online secondary path modeling techniques are presented. Additionally, several special ANC algorithms are presented, such as lattice ANC, ANC in the frequency domain, subband ANC and the recursive least squares algorithm (RLS). Finally applications of adaptive cancellation are presented in detail, on practical and experimental level, given a qualitative contribution to noise reduction.

Μελετάται η χρήση προσαρμοστικών αλγορίθμων οι οποίοι εφαρμόζονται στο πεδίο των συχνοτήτων και σκοπός τους είναι να ακυρωθεί σε όσον το δυνατόν μεγαλύτερο βαθμό η επίδραση της ηχούς σε ένα περιβάλλον τηλεδιάσκεψης. Όσον αφορά την προσομοίωση του τηλεπικοινωνιακού περιβάλλοντος αυτή θα γίνει με την χρησιμοποίηση κρουστικών αποκρίσεων οι οποίες θα λαμβάνονται χρησιμοποιώντας την μέθοδο των ψηφιακών κυματοδηγών. / Frequency domain adaptive filters are evaluated for use in a teleconferencing environment. The convergence rate, steady state, ability to track changes of the Frequency domain block quasi-Newton algorithm is compared to the Frequency domain block LMS (FD-BLMS)and time domain normalized LMS (TD-NLMS). Finally an algorithm for acoustic simulation of small rooms is derived in order to produce acoustic echo simulation data for use in the evaluation of the algorithms.

Detta examensarbete utröner möjligheten att aktivt släcka ut en amplitudstark frekvensmodulerad sinussignal digitalt. Detta skall göras utan förkunskap om signalen gällande fas, frekvens eller amplitud. Eventuellt övriga, men betydligt svagare, sinussignaler i den analoga signalen skall inte påverkas nämnvärt av utsläckningen. För att lösa problemet har olika teorier för att lösa delproblemen med att mäta amplitud, fas och frekvens studerats varefter en lämplig kombination valts för implementering i en FPGA. Prestandan som uppmätts har jämförts med vad som teoretiskt är möjligt och vi konstaterar att metoden löser problemet på ett adekvat sätt men är i behov av en del förbättringar som diskuteras i slutet. / This master thesis investigates the possibility to cancel a frequency modulated sinusoid with high amplitude in the digital domain. This will be done without any pre-knowledge of the signal regarding phase, frequency or amplitude. Other arbitrary, but weaker, sinusoids present in the analog signal should not be noticeable affected by the cancellation. To solve the partial problems of measuring amplitude, frequency and phase, different theories have been studied and thereafter a suitable combination was chosen for implementation in a Field Programmable Gate Array, FPGA. The performance measured has been compared to the theoretical maximum performance and it has been concluded that the proposed implementation solves this problem adequately but needs some enhancements, these are discussed in the final chapter.

In this thesis, a novel iterative receiver and its improved version are proposed for relay-assisted multiuser communications, in which multiple users transmit to a destination with the help of a relay and using fast frequency-hopping modulation. Each user employs a channel encoder to protect its information and facilitate interference cancellation at the receiver. The signal received at the relay is either amplified, or partially decoded with a simple energy detector, before being forwarded to the destination. Under flat Rayleigh fading channels, the receiver at the destination can be implemented non-coherently, i.e., it does not require the instantaneous channel information to demodulate the users’ transmitted signals. The proposed iterative algorithm at the destination exploits the soft outputs of the channel decoders to successively extract the maximum likelihood symbols of the users and perform interference cancellation. The iterative method is successfully applied for both cases of amplify-and-forward and partial decode-and-forward relaying. The error performance of the proposed iterative receiver is investigated by computer simulation. Under the same spectral efficiency, simulation results demonstrate the excellent performance of the proposed receiver when compared to the performance of decoding without interference cancellation as well as the performance of the maximum likelihood multiuser detection previously developed for uncoded transmission. Simulation results also suggest that a proper selection of channel coding schemes can help to support significant more users without consuming extra system resources. In addition, to further enhance the receiver’s performance in terms of the bit error rate, an improved version of the iterative receiver is presented. Such an improved receiver invokes inner-loop iterations between the channel decoders and the demappers in such a way that the soft outputs of the channel decoders are also used to refine the outputs of the demappers for every outer-loop iteration. Simulation results indicate a performance gain of about 2.5dB by using the two-loop receiver when compared to the performance of the first proposed receiver.

Soft errors are radiation-induced ionization events (induced by energetic particles like alpha particles, cosmic neutron, etc.) that cause transient errors in integrated circuits. The circuit can always recover from such errors as the underlying semiconductor material is not damaged and hence, they are called soft errors. In nanometer technologies, the reduced node capacitance and supply voltage coupled with high packing density and lack of masking mechanisms are primarily responsible for the increased susceptibility of SRAMs towards soft errors. Coupled with these are the process variations (effective length, width, and threshold voltage), which are prominent in scaled-down technologies. Typically, SRAM constitutes up to 90% of the die in microprocessors and SoCs (System-on-Chip). Hence, the soft errors in SRAMs pose a potential threat to the reliable operation of the system. In this work, a soft-error-robust eight-transistor SRAM cell (8T) is proposed to establish a balance between low power consumption and soft error robustness. Using metrics like access time, leakage power, and sensitivity to single event transients (SET), the proposed approach is evaluated. For the purpose of analysis and comparisons the results of 8T cell are compared with a standard 6T SRAM cell and the state-of-the-art soft-error-robust SRAM cells. Based on simulation results in a 65-nm commercial CMOS process, the 8T cell demonstrates higher immunity to SETs along with smaller area and comparable leakage power. A 32-kb array of 8T cells was fabricated in silicon. After functional verification of the test chip, a radiation test was conducted to evaluate the soft error robustness. As SRAM cells are scaled aggressively to increase the overall packing density, the smaller transistors exhibit higher degrees of process variation and mismatch, leading to larger offset voltages. For SRAM sense amplifiers, higher offset voltages lead to an increased likelihood of an incorrect decision. To address this issue, a sense amplifier capable of cancelling the input offset voltage is presented. The simulated and measured results in 180-nm technology show that the sense amplifier is capable of detecting a 4 mV differential input signal under dc and transient conditions. The proposed sense amplifier, when compared with a conventional sense amplifier, has a similar die area and a greatly reduced offset voltage. Additionally, a dual-input sense amplifier architecture is proposed with corroborating silicon results to show that it requires smaller differential input to evaluate correctly.

No description available.

Several efficient low complexity interference management techniques were developed for improving the performance of multiple-input multiple-output (MIMO) networks. Sub-optimal techniques involving optimal antenna selection-aided stream control were proposed for joint optimization of co-channel MIMO links in a space division multiple access (SDMA) network. Results indicated that the use of the SDMA scheme along with partial channel state information at the transmitters significantly reduces the signaling overhead with minimal loss in throughput performance. Next, a mean squared error (MSE) based antenna selection framework was presented for developing low complexity algorithms for finite complexity receivers. These selection algorithms were shown to provide reasonable bit-error rate performance while keeping the overall system complexity low. Furthermore, some new algebraic properties of linear orthogonal space-time block codes (OSTBCs) were utilized to develop a single-stage and minimum MSE optimal detector for two co-channel users employing unity rate real and derived rate-1/2 complex OSTBCs. A sub-optimal space-time interference cancellation (IC) technique was also developed for a spatial-multiplexing link subjected to Alamouti interference. The performance of proposed interference management techniques and their implications for future research are discussed.

We study the two-user multiple-input single-output (MISO) Gaussian interference channel where the transmitters have perfect channel state information and employ single-stream beamforming. The receivers are capable of performing successive interference cancellation, so when the interfering signal is strong enough, it can be decoded, treating the desired signal as noise, and subtracted from the received signal, before the desired signal is decoded. We propose efficient methods to compute the Pareto-optimal rate points and corresponding beamforming vector pairs, by maximizing the rate of one link given the rate of the other link. We do so by splitting the original problem into four subproblems corresponding to the combinations of the receivers' decoding strategies - either decode the interference or treat it as additive noise. We utilize recently proposed parameterizations of the optimal beamforming vectors to equivalently reformulate each subproblem as a quasi-concave problem, which we solve very efficiently either analytically or via scalar numerical optimization. The computational complexity of the proposed methods is several orders-of-magnitude less than the complexity of the state-of-the-art methods. We use the proposed methods to illustrate the effect of the strength and spatial correlation of the channels on the shape of the rate region.