There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices. This thesis is therefore based on applying Modern Portfolio Theory concept to this alternative asset class. In this paper we manage to create optimal portfolios of commodities for investors with known and unknown risk preferences. When comparing expected returns to actual returns we found that for the investor with the known risk preference almost replicated the return of the markets. The other investor with unknown risk preference also profited but not as efficient as the market portfolio.

In present day, digital signal processing (DSP) is a popular technology and widely used in many fields. There have increasing number of applications that need high resolution converters. Therefore, analog-to-digital converters play a major role in DSP, and a well-performed ADC will enhance the performance of a certain system. Different types of ADCs are available for various functions. Delta-sigma  converters are famous for high resolution. Dynamic parameters can be used to judge the performance of an ADC, this paper will focus on the critical parameters of spectrum analysis, which contains Signal-to-Noise-and-Distortion Ratio (SINAD), Effective Number of Bits (ENOB) and Spurious-free Dynamic Range (SFDR). The theory and test method of these critical parameters are proposed in this paper using the Evaluation Module and Matlab. The results we acquired from the Evaluation Module are SINAD=86.15dB, SFDR=109.2dB, ENOB=14.177bits; and the results we calculated from MATLAB are: SINAD=86.14dB, SFDR=108.8dB, ENOB=14bits.

Discharges of warfare bio aerosol clouds are powerful weapons in war and terror situations. A discharge of a small amount of a contagious substance can obliterate large areas. The discharges can usually not be seen with bare eyes, hence some tool needs to be used to find bio aerosol cloud discharges. One way is to use a lidar for the detection of clouds. By sending out a laser pulse into the atmosphere some of the light is scattered back. By measuring the backscattered light, the aerosol structure of the atmosphere can be obtained. If a cloud is hit by the laser beam, an increase of light is observed and the cloud can be detected and tracked.In this thesis a tool for simulating the elastic backscattered light has been developed. A graphical user interface for easier handling has also been developed. For automatic detection of clouds some detection algorithms have been tested. Another graphical user interface for presentation of the simulated lidar signals has also been constructed.The simulator is working well. A lot of different parameters can be changed for the lidar system, the atmosphere and the cloud type. The model works as a helpful tool for specifications of an elastic lidar system to be developed and also as a guide for expected system performance and ways to present the results.

No description available.

Disturbing sound sometimes should be cancelled when music has been recorded. In this thesis, MATLAB was used as a tool. System identification was a main method used to find the unknown system. By subtracting the simulated output, disturbing sound was cancelled. Two different systems were identified with both linear (ARX) model and nonlinear (Parallel Hammerstein) model. The quality of these models was measured and compared using different methods. Possibility to implement this work on hardware was also discussed.

When doing recording work in the studio, disturbing sound must be removed. In this thesis, the purpose of this thesis is to formulate a mathematical equation, by using MATLAB to identify a system, then using the system to do cancellation of disturbing sound. The method of doing cancellation is to subtract the simulated output by the actual output, and then the disturbing sound was cancelled. The main thesis work will focus on the system identification, which is the process of determining the characteristic of an unknown system. Three systems were identified with the same model structure, which is linear (ARX) model. After finding out the model, the model quality must be evaluated. If the model is valid, there is a discussion if it is possible to run the mathematical equation in the real application, and how is the market today.

This thesis aims to present a color segmentation approach for traffic sign recognition based on LVQ neural networks. The RGB images were converted into HSV color space, and segmented using LVQ depending on the hue and saturation values of each pixel in the HSV color space. LVQ neural network was used to segment red, blue and yellow colors on the road and traffic signs to detect and recognize them. LVQ was effectively applied to 536 sampled images taken from different countries in different conditions with 89% accuracy and the execution time of each image among 31 images was calculated in between 0.726sec to 0.844sec. The method was tested in different environmental conditions and LVQ showed its capacity to reasonably segment color despite remarkable illumination differences. The results showed high robustness.

Vid malmbrytning förflyttas malm långa sträckor med tåg. Malmbanan är en järnväg som går från Luleå till Narvik i Norge. Mellan Kiruna och Narvik fraktas det årligen ca 15 miljoner ton järnmalm. Tåget består av 2 lok med 52 vagnar där varje vagn kan väga upp till 100 ton. I kopplen mellan vissa vagnar uppstår sprickor som kan leda till brott så att tåget riskerar tappa vagnar. Syftet med det här arbetet är att titta på hur stora krafterna blir i kopplen mellan tågvagnarna. Tåget har i denna studie simulerats i Matlab i form av ett system bestående av massor, fjädrar och dämpare. Vad som är intressant att se är hur dessa krafter varierar när tåget accelererar samt bromsar in så att systemet sätts i svängning. Problemet löstes genom att tillföra en varierande kraft F(t)=F0sin(wt) på loket, vilket simulerar accelerations- samt inbromsnings-tillfällena. Då krafterna mellan vagnarna är större än dragkraften från loket (F0) finns det risk för brott i kopplen (fjädrarna). Detta kan medföra att tåget tappar vagnar. Därför är det önskvärt att studera vilka parametrar som påverkar krafternas storlek i kopplen. Matlab-programmeringen för att räkna ut krafterna mellan vagnarna är uppdelade i två filer, nämligen train_input.m och solver.m. I filen train_input förbereds inputdata för den ordinära differentialekvationslösaren i filen solver.m. De bägge filerna har varsin input-sektion där önskade parametrar måste specificeras innan Matlab-koden exekveras. Om man i Matlab-programmet till en början har ett lok och en vagn, så kan man studera hur den maximala kraften (Fmax) i kopplen påverkas genom att successivt koppla på en extra vagn. Krafterna i kopplen ökar inte proportionellt med ökande antalet vagnar, som man först spontant kan tro. Till en början ökar krafterna mellan dem men när antalet vagnar blir fler och fler så börjar kraftökningen att avta. Flera olika egensvängningar kan äga rum och beroende på vilket tidsintervall man vill studera får man olika värden på Fmax. Detta gör att man inte kan ange vid vilket antal vagnar som krafterna börjar avta. Då styvhetskonstanten är hög samt när deformationen av kopplet/fjädern mellan varje vagn är som störst uppstår stora krafter i kopplen. Styvhetsvärdet k påverkar även vagnarnas position relativt loket under körning. Fjädringen i kopplen minskar med ökande värde på styvhetsvärdet k och kopplen blir på så sätt stelare. Detta resulterar i att vagnarnas position relativt loket inte ändras lika mycket då kopplen görs stelare. När tågvagnarna lastas med malm ökar givetvis även vikten på hela ekipaget och får till följd att loket måste klara av att dra mer last. Kraften i kopplen ökar till följd av ökad massa på tåget. När tågvagnarna inte har någon last och därmed lägre vikt går tåget ryckigt, men när man lastar tåget får det en mjukare gång, frekvensen blir lägre. Dragkraften påverkar kraften i kopplen. Ju större dragkraft desto större kraft uppstår på kopplen. Stora krafter i kopplen uppstår då systemet börjar självsvänga med någon av dess egenvinkelfrekvenser samt då vinkelfrekvensen ligger nära egenvinkelfrekvensen.

In the modern world, because of increasing oil prices and the need to control greenhouse gas emission, a new interest in the production of electric cars is coming about. One of the products is a charging point for electric cars, at which electric cars can be recharged by a plug in cable. Usually people are required to pay for the electricity after recharging the electric cars. Today, the payment is handled by using SMS or through the parking system. There is now an opportunity, in cooperation with AES (the company with which we are working), to equip the pole with GPRS, and this requires development and maintenance of the antenna. The project will include data analysis of the problem, measurements and calculations. In this work, we are computing energy flow of the wave due to the location of the antenna inside the box. We need to do four steps. First, we take a set of points (determined by the computational mesh) that have the same distance from the antenna in the domain. Second, we calculate the angles between the ground and the points in the set. Third, we do an angle-energy plot, to analyse which angle can give the maximum energy. And last, we need to compare the maximum energy value of different position of the antenna. We are going to solve the problem in Matlab, based on the Maxwell equation and the Helmholtz equation, which is not time-dependent.

This report deals with the modeling of a part of the communication system based on the IEEE 802.11a standard which represents the next generation of wireless LAN with greater scalability, better interference immunity and significantly higher speed, up to 54 Mbps. 802.11a uses Orthogonal Frequency Division Multiplexing (OFDM) where modulation is performed by an IFFT and the demodulation by an FFT. After modeling the FFT in Matlab and C, the FFT implementation has been validated using a soft microprocessor core by Xilinx (Microblaze) and the results were compared.