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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

An application of simulation and embedded real time channel evaluation to HF communications

Dawson, J. F. January 1988 (has links)
No description available.
2

The analysis of continuous time exchange rate data : testing and information processing

Demos, Antonis Angelos January 1992 (has links)
No description available.
3

Combined channel sounding and direction finding studies of HF radio propagation effects observed over high latitude communication paths

Jackson, Clive Andrew January 2003 (has links)
The high latitude ionosphere is a dynamic region that is subject to a variety of disturbed conditions affecting oblique propagation of HF radio signals. Multipath and off great circle propagation resulting from rough ionospheric reflecting surfaces introduce time dispersion, while movements in the ionosphere impose Doppler dispersion. These effects, when combined, result in very complex signal characteristics, which cause degradation to the performance of communication systems if the delay or Doppler dispersion exceeds system dependent bounds.;Results are presented based around measurements of signals, produced by the Doppler And Multipath SOunding Network, recorded using a six channel spaced array receiving system, during a 10 day campaign at Kiruna in March 1998. In addition to delay and Doppler processing, the directions of arrival (DOA) of the signal components were estimated using a super resolution direction finding algorithm.;Most signals were narrow in delay and Doppler, however a significant statistical spread in their DOA was observed. Statistics on the occurrence and characteristics of the remaining signals revealed that trends in DOA are often associated with complex delay and Doppler propagation. A number of cases had Doppler spread exceeding a specified Doppler boundary of operation, while none exceeded the delay spread boundary.;Case studies revealed detailed propagation effects. Of particular interest is the often observed East → West trend in DOA with Doppler offset. This is attributed to scattering from irregularities embedded in turbulent bulk convection flows. E-region modes with good spectral and geographic distribution of signal energy are often observed in otherwise complex cases.;Spatial filtering, using two or three element arrays was investigated and found to be effective at reducing large Doppler spreads to lower values more amenable to high data rate communication systems. Fast solver spatial filtering methods were found to be very robust, effective and a lot quicker.
4

Nonlinearities and regime shifts in financial time series /

Åsbrink, Stefan E., January 1900 (has links)
Diss. Stockholm : Handelshögsk.
5

A new non-linear GARCH model /

Hagerud, Gustaf E., January 1900 (has links)
Diss. Stockholm : Handelshögsk.
6

Adaptive equalization of fading radio channels

Shukla, Parveen Kumar January 1989 (has links)
No description available.
7

An Investigation of Fundamental Frequency Limitations for HF/VHF Power Conversion

Xiao, Chucheng 13 October 2006 (has links)
The volume reduction in power converters over the past several decades can chiefly be attributed to increases in switching frequency. It is to be expected that the trends towards miniaturization will maintain steady pressure to keep this pace of increasing switching frequencies of power converters. However certain fundamental limits in high frequency power conversion are being reached as frequencies are being pushed deeper into the megahertz range, inhibiting substantial further increases. The work reported in this dissertation is intended to systematically investigate the fundamental frequency limitations, identify some of the solutions for HF/VHF power conversion and to provide guidelines and tools to optimize the performance of power converters by maximizing frequency. A number of multi-megahertz power converters are examined to evaluate the present status and future trend of HF/VHF power conversion. An interesting trend between power level and frequency is observed. A general limitation about the power level and frequency, independent of design details, is derived from the physics of the semiconductor devices, which determines the upper bound of the power levels as frequency increases. A 250 MHz DC-DC power converter (derived from the Class E power amplifier) is analyzed and demonstrated with discrete components, which again verifies the trend between power level and frequency. The power losses in the semiconductor devices are discussed, and optimization criteria for minimizing the power losses of the devices, are discussed. By relating the power losses to the semiconductor materials' properties, a methodology for selecting proper materials is identified for high frequency and high efficiency power conversion. The frequency scaling effects of passive components, still dominating the volume of the modern power converter, is analyzed. A generic multi-disciplinary methodology is developed to analyze and maximize frequency and performance of passive components in terms of power density and efficiency. It is demonstrated how the optimum frequency can be identified, and how power conversion efficiency deteriorates beyond this optimum under a fixed maximum temperature. Power loss measurement is becoming more challenging as higher frequency and higher efficiency power conversion. To achieve an accurate power loss measurement in a high frequency, high efficiency power electronics system or component, limitations of electrical measurement are identified, and various calorimetric methods are surveyed. Calorimetric methods are more accurate due to the direct heat loss measurement. An advanced calorimetric system is proposed, analyzed, and tested, demonstrating about 5% error in total losses up to 25W. / Ph. D.
8

High Frequency Trading in a Regime-switching Model

Jeon, Yoontae 01 January 2011 (has links)
One of the most famous problem of finding optimal weight to maximize an agent's expected terminal utility in finance literature is Merton's optimal portfolio problem. Classic solution to this problem is given by stochastic Hamilton-Jacobi-Bellman Equation where we briefly review it in chapter 1. Similar idea has found many applications in other finance literatures and we will focus on its application to the high-frequency trading using limit orders in this thesis. In [1], major analysis using the constant volatility arithmetic Brownian motion stock price model with exponential utility function is described. We re-analyze the solution of HJB equation in this case using different asymptotic expansion. And then, we extend the model to the regime-switching volatility model to capture the status of market more accurately.
9

High Frequency Trading in a Regime-switching Model

Jeon, Yoontae 01 January 2011 (has links)
One of the most famous problem of finding optimal weight to maximize an agent's expected terminal utility in finance literature is Merton's optimal portfolio problem. Classic solution to this problem is given by stochastic Hamilton-Jacobi-Bellman Equation where we briefly review it in chapter 1. Similar idea has found many applications in other finance literatures and we will focus on its application to the high-frequency trading using limit orders in this thesis. In [1], major analysis using the constant volatility arithmetic Brownian motion stock price model with exponential utility function is described. We re-analyze the solution of HJB equation in this case using different asymptotic expansion. And then, we extend the model to the regime-switching volatility model to capture the status of market more accurately.
10

Novel Concepts in Piezohydraulic Pump Design

Keller, Charles Anderson 01 April 2004 (has links)
Over the past several years, there has been significant development in the field of applications for piezoelectric materials. This thesis focuses on using these materials in a piezohydraulic pump system. Piezopump systems typically operate by pushing fluid through check valves to produce positive fluid flow. The accompanying hydraulic system utilizes a control valve, hydraulic accumulator, and hydraulic actuator. The function of the piezopump is to convert the very small displacements of the piezoelectric stack actuators into useful work. This paper details the design, construction, and testing of four such possible pumping systems. The first system was a thin diaphragm piezo pump which utilized conventional check valves to rectify the flow. This pump was the next generation system in a series of piezopumps designed at Georgia Tech. Its peak performance with a driving voltage of 150V was a flowrate of 140 cc/min with a blocked pressure of 1.38 MPa (200 psi.). The key features of this system were its aluminum construction and ease of assembly. A new technology was developed which used a resonant fluid cavity to build usable pressure for a pumping system. Two half wave resonators were build to operate at frequencies of 20 kHz and 1 kHz. These systems produced good pressure during resonance, but attempts to rectify these high frequency pulses were unsuccessful. Rectification methods such as reed valves, vortex fluid diodes, and nozzle/ diffuser arrangements were discussed. A reed valve system was developed and tested. A fourth piezoelectric system was developed which used the driving elements and the reed valves originally designed for the resonant systems. This non resonant reed valve pump produced good results. This pump systems produced 338cc/min at a frequency of 400 Hz. It also produced a blocked pressure of 250 psi. There are many applications for these miniature high flow pumping systems. The technology in the reed valve pump is scalable, and the size of this particular system may be reduced dramatically to offer even more space saving potential.

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