In wireless communications, channel estimation is necessary for coherent symbol detection. This thesis considers a network which consists of two transceivers communicating with the help of a relay applying the amplify-and-forward (AF) relaying scheme. The training based channel estimation technique is applied to the proposed network where the numbers of the training sequence transmitted by the two transceivers, are different. All three terminals are equipped with a single antenna for signal transmission and reception. Communication between the transceivers is carried out in two phases. In the first phase, each transceiver sends a transmission block of data embedded with known training symbols to the relay. In the second phase, the relay retransmits an amplified version of the received signal to both transceivers. Estimates of the channel coefficients are obtained using the Maximum Likelihood (ML) estimator. The performance analysis of the derived estimates are carried out in terms of the mean squared error (MSE) and we determine conditions required to increase the estimation accuracy. / UOIT

A linear periodically time-varying (LPTV) system is a linear time-varying system with the coefficients changing periodically, which is widely used in control, communications, signal processing, and even circuit modeling. This thesis concentrates on identification of LPTV systems. To this end, the representations of LPTV systems are thoroughly reviewed. Identification methods are developed accordingly. The usefulness of the proposed identification methods is verified by the simulation results.<p> A periodic input signal is applied to a finite impulse response (FIR)-LPTV system and measure the noise-contaminated output. Using such periodic inputs, we show that we can formulate the problem of identification of LPTV systems in the frequency domain. With the help of the discrete Fourier transform (DFT), the identification method reduces to finding the least-squares (LS) solution of a set of linear equations. A sufficient condition for the identifiability of LPTV systems is given, which can be used to find appropriate inputs for the purpose of identification.<p> In the frequency domain, we show that the input and the output can be related by using the discrete Fourier transform (DFT) and a least-squares method can be used to identify the alias components. A lower bound on the mean square error (MSE) of the estimated alias components is given for FIR-LPTV systems. The optimal training signal achieving this lower MSE bound is designed subsequently. The algorithm is extended to the identification of infinite impulse response (IIR)-LPTV systems as well. Simulation results show the accuracy of the estimation and the efficiency of the optimal training signal design.

Idrottsparken roundabout in Norrkoping is located in the more dense part of the city.Congestion occurs in peak hours causing queue and extended travel time. This thesis aims to provide alternative model to reduce queue and travel time. Types ofobservation data are flow, length of queue, and travel time that are observed during peakhours in the morning and afternoon. Calibration process is done by minimising root meansquare error of queue, travel time, and combination both of them between observation andcalibrated model. SUMO version 0.14.0 is used to perform the microsimulation. There are two proposed alternatives, namely Scenario 1: the additional lane for right turnfrom East leg to North and from North leg to West and Scenario 2: restriction of heavy goodsvehicles passing Kungsgatan which is located in Northern leg of Idrottsparken roundaboutduring peak hours. For Scenario 1, the results from SUMO will be compared with AIMSUNin terms of queue and travel time. The result of microsimulation shows that parameters that have big influence in the calibrationprocess for SUMO are driver imperfection and driver’s reaction time, while for AIMSUN isdriver’s reaction time and maximum acceleration. From analysis found that the model of thecurrent situation at Idrottsparken can be represented by model simulation which usingcombination between root mean square error of queue and travel time in calibration andvalidation process. Moreover, scenario 2 is the best alternative for SUMO because itproduces the decrease of queue and travel time almost in all legs at morning and afternoonpeak hour without accompanied by increase significant value of them in the other legs. Thecomparison between SUMO and AIMSUN shows that, in general, the AIMSUN has higherchanges value in terms of queue and travel time due to the limited precision in SUMO forroundabout modelling.

The purpose of this thesis is to evaluate five different volatility forecasting models that are used to calculate financial market risk. The models are used on both daily exchange rates and high-frequency intraday data from four different series. The results show that time series models fitted to high-frequency intraday data together with a critical value taken from the empirical distribution displayed the best forecasts overall.

A linear periodically time-varying (LPTV) system is a linear time-varying system with the coefficients changing periodically, which is widely used in control, communications, signal processing, and even circuit modeling. This thesis concentrates on identification of LPTV systems. To this end, the representations of LPTV systems are thoroughly reviewed. Identification methods are developed accordingly. The usefulness of the proposed identification methods is verified by the simulation results.<p> A periodic input signal is applied to a finite impulse response (FIR)-LPTV system and measure the noise-contaminated output. Using such periodic inputs, we show that we can formulate the problem of identification of LPTV systems in the frequency domain. With the help of the discrete Fourier transform (DFT), the identification method reduces to finding the least-squares (LS) solution of a set of linear equations. A sufficient condition for the identifiability of LPTV systems is given, which can be used to find appropriate inputs for the purpose of identification.<p> In the frequency domain, we show that the input and the output can be related by using the discrete Fourier transform (DFT) and a least-squares method can be used to identify the alias components. A lower bound on the mean square error (MSE) of the estimated alias components is given for FIR-LPTV systems. The optimal training signal achieving this lower MSE bound is designed subsequently. The algorithm is extended to the identification of infinite impulse response (IIR)-LPTV systems as well. Simulation results show the accuracy of the estimation and the efficiency of the optimal training signal design.

Parameter identification of an induction machine is of great importance in numerous industrial applications, including the assessment of machine performance and design of control schemes. Parameter identification is based on the input-output signals and the model used. Many researches have applied the inverter drive to control the exciting signal of the induction machine in the identifying process. This study proposed a method to identify all parameter of the induction machine with a no-load low-voltage starting test. The method has a simple structure without needing extra hardware, which could significantly simplify the procedures and save cost. Based on the curves of resistance and reactance, the user can obtain the machine¡¦s equivalent circuit parameters. With the identified parameters of the equivalent circuit, input voltage, and rotor speed, the user can find the torque. From the torque and rotor speed, the user can find the mechanical parameters. A least mean square (LMS) method was used with a particle swarm optimization (PSO) method to solve the aforementioned problem. From various tests, the practicability and accuracy of this method can been proven. This study also proposes a method to rapidly analyze power parameters. This method uses two adjacent data to compute the fundamental frequency component of voltage or current. The parameters of fundamental frequency component include frequency, amplitude, and phase. Under the condition of varied parameters, the frequency and phase are dependent. This method fixes the frequency and computes the amplitude and phase, and then stable results will be obtained.

In this study, molecular dynamics (MD) simulations was employed to investigate (5,5), (10,10) single-walled nanocoils and (5,5)@(10,10) double-walled carbon nanocoils. The study can be arranged into two parts¡G In part I: Investigate the mechanical properties of (5,5), (10,10) single-walled nanocoils and (5,5)@(10,10) double-walled carbon nanocoils. The second reactive empirical bond order (REBO) potential was employed to model the interaction between carbon atoms. The contours of atomic slip vector and sequential slip vector were used to investigate the structural variations at different strains during the tension process. The yielding stress, maximum tensile strength, and Young¡¦s modulus were determined from the tensile stress-strain profiles. The results show that the nanocoils have superelastic characteristics to the carbon nanotube in the same tube diameter. In part II: Investigate the diffusion behavior of water molecules confined inside narrow (5,5) and (10,10) carbon nanocoils under different tensile strains. The condensed-phase optimized molecular potentials for atomistic simulation studies (COMPASS) potential was employed to model the interaction between carbon-carbon atoms¡Acarbon atoms-water molecules and water-water molecules. To analysis the kinetic behavior of water molecules in two carbon nanocoils, the diffusion coefficients, square displacement (SD) and mean square displacement (MSD) of water molecules were calculated. The results show that diffusion coefficient of water will increase with the strains of carbon nanocoils. However, the diffusion coefficient has a significant decrease in a large strain due to the structural deformation of carbon nanocoils. The diffusion behaviors of water inside the (5,5) and (10,10) carbon nanotubes were also investigated to compare the results in (5,5) and (10,10) carbon nanotubes. Our results indicate that two carbon nanocoils have a lower diffusion coefficient of water than that of carbon nanotubes because the geometry of carbon nanocoil is easily to block up the diffusion of water molecules.

The binary response experiments are often used in many areas. In many investigations, different kinds of optimal designs are discussed under an assumed model. There are also some discussions on optimal designs for discriminating models. The main goal in this work is to find an optimal design with two support points which minimizes the maximal probability differences between possible models from two types of symmetric location and scale families. It is called the minimum bias two-points design, or the $mB_2$ design in short here. D- and A-efficiencies of the $mB_2$ design obtained here are evaluated under an assumed model. Furthermore, when the assumed model is incorrect, the biases and the mean square errors in evaluating the true probabilities are computed and compared with that by using the D- and A-optimal designs for the incorrectly assumed model.

Motion estimation is the key issue in video compressing. Several methods for motion estimation based on the center biased strategy and minimum mean square error trend searching have been proposed, such as TSS, FSS, UCBDS and MIBAS, but these methods yield poor estimates or find local minima. Many other methods predict the starting point for the estimation, these can be fast but are inaccurate. This study addresses the causes of wrong estimates, local minima and incorrect predictions in the prior estimation methods. The Multiple Searching Trend (MST) is proposed to overcome the problems of ineffective searches and local minima, and the Adaptive Dilated Searching Field (ADSF) is described to prevent prediction from wrong location. Applying MST and ADSF to the listed estimating methods, such as UCBDS, a fast and accurate can be reached. For this this reason, the method is called CockTail Searching (CTS). In another proposed method, we try to define the new criteria used to determine a referent macro block within the search window in a referent frame, which matches the estimated current macro block in the current frame, in motion estimation process used in MPEG standard. The Prediction Error(PE) in the Pixel Difference(PD) between the referent macro block and the current macro block is defined to be a new criterion which can get better performance in compressed data length than the Mean Square Error(MSE) used by most of motion estimation methods. The other criterion combined PE and MSE is proposed to get better performance than the PE. Two new criteria is applied to a famous motion estimation method, UCBDS, to show the performance of the new criteria. The evaluation results show that using new criteria in UCBDS can get more 40% reduction in compressed data size than the UCBDS with MSE.

This paper is concerned with the problem of finding an experimental design for discrimination between two rival models and for model robustness that minimizing the maximum bias simultaneously in binary response experiments. The criterion for model discrimination is based on the $T$-optimality criterion proposed in Atkinson and Fedorov (1975), which maximizes the sum of squares of deviations between the two rival models while the criterion for model robustness is based on minimizing the maximum probability bias of the two rival models. In this paper we obtain the optimum designs satisfy the above two criteria for some commonly used rival models in binary response experiments such as the probit and logit models etc.