We extend an efficient cone beam transform inversion formula, proposed earlier for helices, to a general class of curves. The conditions that describe the class are very natural. Curves C are smooth, without self-intersections, have positive curvature and torsion, do not bend too much in a certain sense, and do not admit lines which are tangent to C at one point and intersect C at another point. A domain U is found where reconstruction is possible with a filtered backprojection type algorithm. Results of numerical experiments demonstrate very good image quality. The algorithm developed is useful for image reconstruction in computerized tomography.

In this thesis, several computationally-efficient approximate soft demodulation schemes are developed for multiple-input multiple-output (MIMO) communication systems. These soft demodulators are designed to be deployed in the conventional iterative receiver ('turbo') architecture, and they are designed to provide good performance at substantially lower computational cost than that of the exact soft demodulator. The proposed demodulators are based on the principle of list demodulation and can be classified into two classes, according to the nature of the list-generation algorithm. One class is based on a tree-search algorithm and the other is based on insight generated from the analysis of semidefinite relaxation techniques for hard demodulation. The proposed tree-search demodulators are based on a multi-stack algorithm, developed herein, for efficiently traversing the tree structure that is inherent in the MIMO demodulation problem. The proposed scheme was inspired, in part, by the stack algorithm, which stores all the visited nodes in the tree in a single stack and chooses the next node to expand based on a 'best-first' selection scheme. The proposed algorithm partitions this global stack into a stack for each level of the tree. It examines the tree in the natural ordering of the levels and performs a best-first search in each of the stacks. By assigning appropriate priorities to the level at which the search for the next leaf node re-starts, the proposed demodulators can achieve performance-complexity trade-offs that dominate several existing soft demodulators, including those based on the stack algorithm and those based on 'sphere decoding' principles, especially in the low-complexity region. In the second part of this thesis it is shown that the randomization procedure that is inherent in the semidefinite relaxation (SDR) technique for hard demodulation can be exploited to generate the list members required for list-based soft demodulation. The direct application of this observation yields list-based soft demodulators that only require the solution of one SDP per demodulation-decoding iteration. By approximating the randomization procedure by a set of independent Bernoulli trials, this requirement can be reduced to just one semidefinite program (SDP) per channel use. An advantage of these demodulators over those based on optimal tree-search algorithms is that the computational cost of solving the SDP is a low-order polynomial in the problem size. The analysis and simulation experiments provided in the thesis show that the proposed SDR-based demodulators offer an attractive trade-off between performance and computational cost. The structure of the SDP in the proposed SDR-based demodulators depends on the signaling scheme, and the initial development focuses on the case of QPSK signaling. In the last chapter of this thesis, the extension to MIMO 16-QAM systems is developed, and some interesting observations regarding some existing SDR-based hard demodulation schemes for MIMO 16-QAM systems are derived. The simulation results reveal that the excellent performance-complexity trade-off of the proposed SDR-based schemes is preserved under the extension to 16-QAM signaling. / Thesis / Doctor of Philosophy (PhD)

No description available.

This work investigates the dynamics and vibration in gear systems, including spur and helical gear pairs, idler gear trains, and planetary gears. The spur gear pairs are analyzed using a finite element/contact mechanics (FE/CM) model. A hybrid analytical-computational (HAC) model is proposed for nonlinear gear dynamics. The HAC predictions are compared with FE/CM results and available experimental data for validation. Chapter 2 investigates the static and dynamic tooth root strains in spur gear pairs using a finite element/contact mechanics approach. Extensive comparisons with experiments, including those from the literature and new ones, confirm that the finite element/contact mechanics formulation accurately predicts the tooth root strains. The model is then used to investigate the features of the tooth root strain curves as the gears rotate kinematically and the tooth contact conditions change. Tooth profile modifications are shown to strongly affect the shape of the strain curve. The effects of strain gage location on the shape of the static strain curves are investigated. At non-resonant speeds the dynamic tooth root strain curves have similar shapes as the static strain curves. At resonant speeds, however, the dynamic tooth root strain curves are drastically different because large amplitude vibration causes tooth contact loss. There are three types of contact loss nonlinearities: incomplete tooth contact, total contact loss, and tooth skipping, and each of these has a unique strain curve. Results show that different operating speeds with the same dynamic transmission error can have much different dynamic tooth strain. Chapters 3, 4, and 5 develops a hybrid-analytical-computational (HAC) method for nonlinear dynamic response in gear systems. Chapter 3 describes the basic assumptions and procedures of the method, and implemented the method on two-dimensional vibrations in spur gear pairs. Chapters 4 and 5 extends the method to two-dimensional multi-mesh systems and three-dimensional single-mesh systems. Chapter 3 develops a hybrid analytical-computational (HAC) model for nonlinear dynamic response in spur gear pairs. The HAC model is based on an underlying finite element code. The gear translational and rotational vibrations are calculated analytically using a lumped parameter model, while the crucial dynamic mesh force is calculated using a force-deflection function that is generated from a series of static finite element analyses before the dynamic calculations. Incomplete tooth contact and partial contact loss are captured by the static finite element analyses, and included in the force-deflection function. Elastic deformations of the gear teeth, including the tooth root strains and contact stresses, are calculated. Extensive comparisons with finite element calculations and available experiments validate the HAC model in predicting the dynamic response of spur gear pairs, including near resonant gear speeds when high amplitude vibrations are excited and contact loss occurs. The HAC model is five orders of magnitude faster than the underlying finite element code with almost no loss of accuracy. Chapter 4 investigates the in-plane motions in multi-mesh systems, including the idler chain systems and planetary gear systems, using the HAC method that introduced in Chap. 3. The details of how to implement the HAC method into those systems are explained. The force-deflection function for each mesh is generated individually from a series of static finite element analyses before the dynamic calculations. These functions are used to calculated the dynamic mesh force in the analytical dynamic analyses. The good agreement between the FE/CM and HAC results for both the idler chain and planetary gear systems confirms the capability of the HAC model in predicting the in-plane dynamic response for multi-mesh systems. Conventional softening type contact loss nonlinearities are accurately predicted by HAC method for these multi-mesh systems. Chapter 5 investigates the three-dimensional nonlinear dynamic response in helical gear pairs. The gear translational and rotational vibrations in the three-dimensional space are calculated using an analytical model, while the force due to contact is calculated using the force-deflection. The force-deflection is generated individually from a series of static finite element analyses before the dynamic calculations. The effect of twist angle on the gear tooth contact condition and dynamic response are included. The elastic deformations of the gear teeth along the face-width direction are calculated, and validated by comparing with the FE/CM results. / Ph. D.

In this thesis, a computationally efficient method for detecting a whistle and capturing it using a 4 microphone array is proposed. Furthermore, methods are developed to efficiently process the data captured from all the microphones to estimate the direction of the sound source. The accuracy, the shortcoming and the constraints of the method proposed are also discussed. There is an emphasis placed on being computationally efficient so that the methods may be implemented on a low cost microcontroller and be used to provide a heading to an Unmanned Ground Vehicle. / MS / As humans, we rely on our sense of hearing to help us interact with the outside world. It helps us to listen not just to other people but also for sounds that maybe a warning for us. It can often be the first warning we get of an impending danger as we might hear a predator before we see it or we might hear a car brake and slip before we turn to look at it. However, it is not merely the ability to hear a sound that makes hearing so useful. It is the fact that we can tell which direction the sound is coming from that makes it so important. That is what allows us to know which direction to turn towards to respond to someone or from which direction the sound warning us of danger is coming. We may not be able to pinpoint the location of the source with complete accuracy but we can discern the general heading. It was this idea that inspired this research work. We wanted to be capable of estimating where a sound is coming from while being computationally efficient so that it may be implemented in real time with the help of a low cost microcontroller. This would then be used to provide a heading to an Unmanned Ground Vehicle while keeping the costs down.

International Telemetering Conference Proceedings / October 25-28, 1999 / Riviera Hotel and Convention Center, Las Vegas, Nevada / Most traditional approaches to TT&C have employed waveforms that are neither very power nor bandwidth efficient. A new approach to TT&C waveforms greatly improves these efficiencies. Binary Gaussian Minimum Shift Keying (GMSK) provides a constant envelope bandwidth efficient signal for applications above about 10 Kbps. The constant envelope preserves the spectrum through saturated amplifiers. It provides the best power efficiency when used with turbo coding. For protection against various kinds of burst errors it includes the hybrid interleaving for memory and delay efficiency and packet compatible operations in Time Division Multiple Access (TDMA) environments. Commanding, telemetry, mission data transmission, and tracking are multiplexed in TDMA format.

Is home biasness common among modern investors? To which extent do Swedish investors diversify their investments on an international level? Does home biasness negatively affect the investors performance? To answer these questions, correlation tests of various international indices ranging over four different time periods are conducted, in order to see if correlation between markets are stronger today than before, as stronger correlation would render diversification less useful. To enhance the study, the holdings of the top ten Swedish funds, measured in fund capital according to Morningstar, is reviewed, based on data collected per 2014-12-31 from the Swedish Financial Supervisory Agency (FI). This gives an overview of how the funds diversify their investments internationally, these funds will in turn represent the average Swedish investor in the thesis. By constructing a bullet curve from a set of international indices, the author will analyse to which grade international diversification is useful. The results are that international diversification isn’t as beneficial as theory suggests it is. The reason for it may be due to stronger correlation between international markets in the past 15 years. Most of the Swedish funds tends to be rather home biased in their investments, as about a quarter of the holdings usually are placed in Swedish assets, and in accordance with the results of the indices development, the more home biased they are to Sweden, the better they tend to perform. / Hur vanligt är egentligen home biasness hos den moderna investeraren? Till vilken grad diversifierar egentligen den vanliga Svenska investeraren sina tillgångar internationellt? Påverkar en eventuellt inhemskt investeringsfilosofi investeraren negativt? Korrelationstester för olika världsindex kommer utföras, så att en överskådade blick kan fås över hur världsmarknader rör sig allt mer symmetriskt, då starkare symmetri mellan marknader minskar nyttan av internationell diversifiering. Data om innehav från Sveriges topp tio fonder, sett till fondförmögenhet utifrån Morningstar, har samlats från finansinspektionen per 2014-12-31. Dessa fonder ska representera den typiske Svenska investeraren och dess diversifieringsvanor. Genom att ha samlat data från ett flertal internationella index har effektiv front samt en fiktiv kombination av index skapats för att få fram huruvida avkastning i relation till risk ökar genom internationell diversifiering. Denna kombination av index jämförs sedan mot utveckling av en handfull internationellt samlade index för att se om diversifiering förbättrar avkastningen i relation till risk. Resultatet säger att det index som är mest diversifierade inte är så gynnsamt som teorin påstår. Anledningen till detta kan bero på den ökade korrelationen bland aktiemarknader idag jämfört med för 15 år sedan. De flesta Svenska fonderna har en större andel av sitt innehav i Svenska värdepapper och överlag, förutom diverse undantag, så har det gynnat dessa fonder i avkastning sett till risk.

An inefficient market refers to the fact that a stock price deviate from the true value. Such an market inefficiency is the “January effect”. The “January effect” is the phenomenon were the stock market performs better in January than in any other month. This is a seasonal anomaly which should not exist according to the market efficient hypothesis. The “January effect” is a phenomenon that today cannot be fully understood. Thus, many studies have been made on the “January effect”. The effect have been studied across the world since the 1970s, and Rozeff & Kinney (1976) where the first to conclude a seasonal anomaly where January was the responsible month for abnormal returns. Further studies, such as the study by Keim (1983), concludes that the “January effect” is largely a small firm phenomenon. There are several indicators that are said to be the reason for the “January effect”, such as the tax-loss selling hypothesis tested by Reinganum (1983), none of the findings have however been fully supported. Claesson (1987) conducted a study of the “January effect” on the Swedish Stock market in 1987. Her findings was in accordance with other findings across the world, thus the “January effect” did exist in Sweden during 1980s. My study focus on the “January effect” in Sweden and whether or not it is a present phenomenon, thus increasing the contemporaneity of the “January effect”. I base my study on Claesson’s, but I also use  various studies that have been made across the world about this seasonal anomaly. The purpose of the study is to increase the Swedish contemporaneity of the “January effect”. I want to increase the knowledge and understanding of this seasonal anomaly in today’s stock market in Sweden. The study will be of use for both professional and unprofessional investors and can be of use in portfolio strategy decision making.´ In order to make conclusions and to make the research profound I have used theories such as “The-small-firm in January effect” and the “Tax-loss selling hypothesis”. Earlier studies by researchers have been used in order to give an understanding and in order to make a reliable study. I have  used a sample between the years 2003-2011 from the NASDAQ OMX Nordic Stock Exchange. The Sample focus on the Stockholm Stock Exchange in order to determine the existence of the effect in Sweden. The sample is raw data from three different indices which then have been analyzed through Excel. The finding from this study is that there is a “January effect” present on the Stockholm Stock Exchange today. This seasonal anomaly can be seen for small firms listed on the Small Cap at the Stockholm Stock Exchange. Small firms present abnormal returns during January that is consistent over the sample period. Small firms consistently outperforms large firms during the month of January, an outperformance that cannot be seen in any other month during a given year. The study also concludes that December is a strong month, especially for large firms. This creates a discussion on the exploration of the market inefficiency and calls for further studies on the matter. Further evidence of such an exploration can be seen on the last five days of trading in December for small firms. Small firms consistently present high returns during the last trading days of December, thus strengthen the theory that there is an exploration of the market inefficiency.

Stabilieji skirstiniai yra plati tikimybinių skirstinių klasė. Atsitiktiniai dydžiai, pasiskirstę pagal stabiliuosius skirstinius, pasižymi savybe – jų suma taip pat yra stabili. Šie pasižymi sunkiomis uodegomis ir, kai kuriais atvejais, asimetriškumu. Taigi jie gerai aprašo duomenis. Pagrindinis šių skirstinių trūkumas yra tas, kad nežinomos tikslios pasiskirstymo ir tankio funkcijų išraiškos (išskyrus kelis atvejus: normalusis, Koši ir Levi skirstiniai). Darbo pradžioje pateikta stabiliųjų skirtinių apžvalga bei jų pritaikymas finansų rinkose. Aprašytos pagrindinės stabiliųjų skirstinių savybės, įverčių skaičiavimo algoritmai bei optimalaus portfelio sudarymas ir jo vertės pokyčio rizikos mato (VaR) skaičiavimas. Antroje darbo dalyje nagrinėjamas optimaliojo investicinio portfelio „normalioje“ ir „stabilioje“ rinkoje sudarymas. Rizikos matu laikomas sklaidos parametras (stabiliuoju atveju) arba standartinis nuokrypis, padalintas iš kvaratinės šaknies iš 2, (normaliuoju atveju). Palyginami portfeliai, sudaryti iš septyniolikos lietuviškų akcijų, gauti pagal skirtingas tikimybines prielaidas. Parodyta, kad optimalieji portfeliai skiriasi, kuomet duomenys yra pasiskirstę pagal stabilųjį ir normalųjį skirstinius. / Stable distributions are a rich class of probability distributions that allow skewness and heavy tails. The lack of closed formulas for densities and distribution functions for all distributions (except Gaussian, Cauchy and Levy distributions) is the major drawback. There is an overview of the stable distributions and their applications in finance markets at the beginning of this paper. There are described basic properties of stable distributions, estimation algorithms and optimal asset allocation and stable computation of Value at Risk in the first part of the work. We analyze an investment allocation problems in this work. We consider as the risk measure the estimate of scale parameter (in the stable case) or the expected value of absolute deviation divided by square root of 2 (in Gaussian case). We examine the optimal allocation between seventeen risky assets with normal or stable distributed returns and then we compare the allocation obtained under the Gaussian and stable distributional assumptions. We show that there are differences in the allocation when the data follow the stable non-Gaussian and the normal distribution.

Providing efficient data transport is one of the uppermost objectives in the design of wireless sensor networks (WSNs) since the primary role for each sensor is to report the sensed data to the data sink(s). This thesis focuses on designing efficient data transport schemes for WSNs in the dimensions of energy consumption and time respectively. The developed schemes can be directly applied in a number of applications such as intrusion detection, target tracking, environment monitoring, etc., and can be further extended to underwater acoustic sensor networks and unmanned aerial vehicles (UAVs) networks. With the development of WSN technologies, new challenging research problems such as real-time streaming data gathering and intelligent data communication are emerging. This thesis provides useful foundation for designing next-generation data transport schemes for WSNs. Energy is the most important resource in WSNs because sensor nodes are commonly powered by small batteries, and energy is directly related to the lifetime of nodes and the network. In this thesis, energy-efficient data transport schemes are designed for two major types of WSNs: event-driven sensor networks and time-driven sensor networks. A novel on-line routing scheme called EBGR (Energy-efficient Beaconless Geographic Routing) is designed for event-driven sensor networks characterized by dynamic network topology. The main advantage of EBGR is that it can provide energy-efficient sensor-to-sink routing without any prior neighborhood knowledge. Moreover, the total energy consumption for sensor-to-sink data delivery under EBGR has an upper bound. Time-driven sensor networks, in which all sensors periodically report the sensed data to the sink(s), have been widely used for environment monitoring applications. Unbalanced energy consumption is an inherent problem in time-driven sensor networks. An efficient data gathering scheme, called EBDG (Energy-Balanced Data Gathering), is designed to balance energy consumption for the goal of maximizing network lifetime. Combing all advantages of corona-based network division,mixed-routing and data aggregation, EBDG can prolong network lifetime by an order of magnitude compared with conventional schemes. Time-efficient data transport is another critical issue in WSNs since the data generated by the sensor nodes may become outdated after a certain time interval. This thesis focuses on the problem of providing real-time data gathering in time-driven sensor networks. A novel data gathering scheme based on random access is proposed with the objective to minimize the average duration for completing one round of data gathering. Fully localized solutions have been designed for both linear networks and tree networks. A simple data gathering protocol called RADG (Random Access Data Gathering) is designed. Simulation results show that RADG outperforms CSMA based schemes when the size of the data packets is small. / Thesis (Ph.D.) -- University of Adelaide, School of Computer Science, 2009