This study discusses the monetary policy transmission mechanism in the different channels. The analysis is conducted using generalized impulse response functions derived from a factor-augmented vector error correction (FAVECM) model. The FAVECM methodology as developed by Lee (2009) extends the factoraugmented vector autoregression (FAVAR) model to analyze long-run and shortrun dynamics of non-stationary variables. This recenly derived FAVECM model combines the advantages of factor model and the VECM model. The estimations are conducted using 174 macroeconomic time series in monthly frequency for the period January 2000 to September 2009. Results indicate that interbank call loan rate, deposit rate and prime lending rate are conintegrated, which provides sufficient evidence of the existence of the credit channel in monetary transmission system. Other GIRF results are generally consistent of the expected monetary policy effectiveness.

This study revists Purchasing Power Parity (PPP) and discusses the monetary policy transmission mechanism in exchange rate channels. The analysis is conducted using generalized impulse response functions derived from a Factor- Augmented Vector Error Correction (FAVECM) model. The FAVECM methodology as developed by Lee (2009) extends the Factor- Augmented Vector Autoregression (FAVAR) model to analyze long-run and shortrun dynamics of non-stationary variables. This recently derived FAVECM model combines the advantages of factor model and the VECM model. The estimations are conducted using 157 macroeconomic time series in monthly frequency for the period January 2000 to September 2009. Results indicate that PPP exists and expansionary devaluation effect in Taiwan. Other GIRF results are generally consistent of the expected exchange rate effectiveness.

In this thesis, we present a new low-complexity receiver with the modified hybrid signature direct-sequence code division multiple access (DS-CDMA) system framework that use the multiple-input multiple-output (MIMO) antennas along with Alamouti¡¦s space-time block code (ST-BC). In the transceiver, the modified hybrid signature is exploited. It is not only used to counteract the inter-symbol interference (ISI) introduced by the channel fading duo to multipath propagation but also very useful for extracting the full channel information in the receiver. For reducing computational complexity, we propose a new modified partial adaptivity (MPA) filter. It is not only having the advantage of subspace-based PA-GSC filter to enhance the system performance but also avoid the computation requirement when the Eigen-decomposition approach was adopted. Next, with the modified transceiver framework, in the receiver, based on the linearly constrained constant modulus (LCCM) criterion, we propose a novel semi-blind multiple detector schemes for MIMO-CDMA systems, which is implementing with the adaptive RLS algorithm and framework in the modified partially adaptive (MPA) generalized sidelobe canceller (GSC) . Our proposed scheme is able to perform the two-branch filterbank of LCCM MIMO-CDMA receiver. Computer simulations demonstrate that the proposed receiver has better performance than the convention CM-GSC-RLS receiver with much lower computational load.

There are two main approaches to robust stability analysis: the input-output stability framework with scaling or multiplier, and the Lyapunov functions. Analysis methods in these two directions are usually developed independently, and the relationship between the two is not clear except for some special cases. This motivates us to study the relationship between the two approaches. The generalized performance problem refers to certain frequency-domain conditions on a transfer matrix. We prove the equivalent relationship between generalized performance and robust stability under certain assumptions. The definition of generalized performance requires the internal stability of a transfer matrix, which is not a necessity for robust stability. In view of this, we derive new frequency-domain conditions for robust stability without this requirement. Our result contains a version of the circle criterion as a special case. To tackle the generalized performance problem, we propose a version of the Kalman-Yakubovich-Popov (KYP) lemma to transform the frequency-domain conditions into linear matrix inequalities (LMIs). The proposed LMI condition is then connected to the quadratic stability of an uncertain linear system. Combining the derived results gives a clear picture of the relationships between robust stability, generalized performance, quadratic stability, and KYP lemma. The connections not only unify some previous results but also extend those results to more general stability regions and types of uncertainty. In addition to robust stability analysis, we also tackle the corresponding synthesis problem, i.e. robust pole placement. The desired region for robust pole placement can be the intersection or the union of simple regions. (Simple regions are the half plane, the disk, and the outside of a disk.) One contribution of our synthesis result is that the desired region can be non-convex¡Xmost results on robust pole placement focus on convex regions only. Two examples of the longitudinal control of a combat aircraft and the attitude control of a satellite demonstrate the effectiveness of our result.

We discuss main facts of symmetric Nash equilibrium (SNE) of position auction proposed by Varian (2007). Then we describe more features in detail, such as (1) non-zero surplus of each bidder, (2) allocative and also Pareto efficiency in SNE and (3)the condition of existence of honest strategy in SNE. After that, we propose a best-response bidding strategy for repeated simultaneous position auction of incomplete information with simulation. This approach offers an explanation that how bidders may follow public information to achieve the same equilibrium of lower bound of SNE in the static model. Furthermore, the best-response bidding strategy has following merits: (1) non-zero surplus of each bidder in each round, (2) low information requirement for each bidder¡¦s calculation, (3) much lower increasing rate of rounds than increasing rate of positions and (4) easier rule for bidders to get started with.

In this thesis, we consider the following one dimensional p-Laplacian eigenvalue problem: -((y¡¦/s)^(p-1))¡¦+(p-1)(q-£fw)y^(p-1)=0 a.e. on (0,1) (0.1) and satisfy £\y(0)+ £\ ¡¦ (y¡¦(0)/s(0))=0 £]y(1)+£]¡¦ (y¡¦(1)/s(1))=0 (0.2) where f^(p-1)=|f|^p-2 f=|f|^p-1 sgnf; £\, £\¡¦, £], £]¡¦ ∈R such that £\^2+£\¡¦^2>0 and£]^2+£]¡¦^2>0; and the functions s,q,w are required to satisfy (1) s,q,w∈L^1(0,1); (2) for 0≤x≤1, we have s≥0,w≥0 a.e.; (3) for any x∈ (0,1), ¡ì_0^1 s(t)dt>0, ¡ì_0^x w(t)dt>0,and¡ì_x^1 w(t)dt>0; (4) if for some x_1<x_2,we have¡ì_ x1^x2 w(t)dt=0,then¡ì_ x1^x2 |q(t)|dt=0; (5) for all n∈N, there is a partition {£a_i^(n)}_i=1 ^2n of [0,1] such that for any 0<k≤n-1, ¡ì_£a_2k^(n)^ £a_2k+1^(n) w>0 and ¡ì_£a_2k+1^(n)^ £a_2k+2^(n) s>0. We call the above conditions Atkinson conditions, first introduce in [1].There conditions include the case when s,q,w∈L^1(0,1) and s,w>0 a.e. We use a generalized Prufer substitution and Caratheodory theorem to prove the existence and uniqueness for the solution of the initial value problem of (0.1) above. Then we generalize the Sturm oscillation theorem to one dimensional p-Laplacian and establish the Sturm-Liouville properties of the p-Laplacian operators with L^1 coefficient functions. Our results filled up some gaps in Binding-Drabek [3].

A closed-form pricing formula of European options is obtained by Fischer Black and Myron Scholes (1973). In such a European option, the payoff depends `linearly' on the underlying asset price at the expiration time. An power option has a payoff which depends nonlinearly on the underlying asset price at the expiration time by raising a certain exponent. In the Black-Scholes model, a closed-form formula of a power option is obtained by Esser (2004). This paper extends Esser's result to the generalized Black- Scholes model. That is, we derive a closed-form pricing formula of a power option in the case when both the interest rate and the stock volatility are time-dependent.

The Orthogonal frequency division multiplexing (OFDM) technique has been intensively used in many wireless communication systems to achieve higher data rate transmissions. Due to the fact that the OFDM technique entails redundant block transmissions; the transmitted blocks suffer from the inter-symbol interference (ISI) and inter-block interference (IBI). To compensate this serious effect, in many literatures redundant symbols (or guard interval) with adequate length are inserted in the transmitted symbols to prevent the IBI. Also, in the receiver the equalizer can be employed to deal with ISI. In this thesis, we present a new pseudo random cyclic-postfix (PRCP-) OFDM associated with the multiple-input multiple-output (MIMO) antenna system configuration to further improve the system performance. In fact, the MIMO system can enhance channel capacity and achieve high data-rate. The above-mentioned PRCP-OFDM technique combines with the MIMO antennas system, through the appropriate model design can be used to combat the multi-path effect or the inter-block interference. As evident from the simulation results, the proposed ST-BC MIMO PRCP-OFDM system can avoid the interference of transmitted signals during the estimation of channel impulse response (CIR) with proposed cyclic-postfix sequences. In addition, to further improve and eliminate the residual IBI and ICI, the equalizer with the framework of the generalized sidelobe canceller (GSC) is considered. Specifically, when SNR grows, the proposed ST-BC MIMO PRCP-OFDM system can perform successfully in terms of symbol-error rate and semi-blind channel estimation. This is verified via the computer simulations.

This thesis proposes an adaptive control approach to regulate the hydrogen feed of a fuel cell. The goal of the controller is to maintain the so-called hydrogen excess ratio, defined as the ratio between the hydrogen fed to the cell stake and those consumed in the stake, at a desired level when the fuel cell is under load variation. Maintaining the hydrogen excess ratio at an appropriate level would avoid hydrogen starvation, which is crucial for slowing degeneration of the fuel cell membranes and prolonging the life of the cell stake. The control approach we propose is based on the receding horizon linear quadratic optimal control algorithm with an on-line turning scheme which updates the plant model according to real-time measurement. To ease the computational complexity and make real-time turning realizable, we adopt a simple autoregressive with external disturbance (ARX) model to approximate the complicate chemical/electrical process of the fuel cell. The proposed adaptive control approach is implemented on an experimental platform. The experimental results show that the proposed control works with reasonably good performance.

This paper applies a Factor-augmented error correction model proposed by Banerjee. A, Marcellino. M¡]2009¡^to measure the impact of the United States¡¦ monetary policy on Taiwan. The FECM model has the following advantages. First, it has refined the dynamic factor model, since it allows us to include the error correction terms into equation. Second, we can improve FAVAR model¡¦s shortcomings, the common factor lack of economic interpretation, by using the method of Belviso. F, Milani. F¡]2006¡^. Third, the cointegration can analyze long-run and short-run dynamics of non-stationary variables. Forth, we propose the generalized impulse respone to analyze the FECM model, it doesn¡¦t require orthogonalization of shocks and is invariant to the ordering of the variables. Finally, we indeed prove the interest rate channel does exist in Taiwan and United States through the method of FECM model.