Questions of detector synthesis based on the generalized signal processing algorithm for signals with random initial phase are considered. Variance and variance estimation of total noise component at the generalized d...
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ISBN:
(纸本)0819425850
Questions of detector synthesis based on the generalized signal processing algorithm for signals with random initial phase are considered. Variance and variance estimation of total noise component at the generalized detector output under the finite time interval [0, T] are determined. Comparative analysis of detection characteristics of the optimal and generalized detectors is carried out. Investigation avenues to stabilization of detection characteristics under employment of the generalised detector independent of signal random parameters based on phase tracking system have been proposed.
This article derives a generalized algorithm for duration and convexity of option embedded bonds that provides a convenient way of estimating the dollar value of 1 basis point change in yield known as DV01, an importa...
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This article derives a generalized algorithm for duration and convexity of option embedded bonds that provides a convenient way of estimating the dollar value of 1 basis point change in yield known as DV01, an important metric in the bond market. As delta approaches 1, duration of callable bonds approaches zero once the bond is called. However, when the delta is zero, the short call is worthless and duration of callable will be equal to that of a straight bond. On the other hand, the convexity of a callable bond follows the same behaviour when the delta is 1 as shown in Dunetz and Mahoney (1988) as well as in Mehran and Homaifar's (1993) derivations. However, in the case when delta is zero, the convexity of a callable bond approaches zero as well, which is in stark contrast to the non-zero convexity derived in Dunetz and Mahoney's paper. Our generalized algorithm shows that duration and convexity nearly symmetrically underestimate (overestimate) the actual price change by 11/10 basis points for +/- 100 basis points change in yield. Furthermore, our algorithm reduces to that of MH for convertible bonds assuming the convertible bond is not callable.
Pulse-like signals are ubiquitous in the field of single molecule analysis, e.g., electrical or optical pulses caused by analyte translocations in nanopores. The primary challenge in processing pulse-like signals is t...
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Pulse-like signals are ubiquitous in the field of single molecule analysis, e.g., electrical or optical pulses caused by analyte translocations in nanopores. The primary challenge in processing pulse-like signals is to capture the pulses in noisy backgrounds, but current methods are subjectively based on a user-defined threshold for pulse recognition. Here, we propose a generalized machine-learning based method, named pulse detection transformer (PETR), for pulse detection. PETR determines the start and end time points of individual pulses, thereby singling out pulse segments in a time-sequential trace. It is objective without needing to specify any threshold. It provides a generalized interface for downstream algorithms for specific application scenarios. PETR is validated using both simulated and experimental nanopore translocation data. It returns a competitive performance in detecting pulses through assessing them with several standard metrics. Finally, the generalization nature of the PETR output is demonstrated using two representative algorithms for feature extraction.
A generalized digital simulation algorithm is presented for a power converter-induction machine circuit and its control system. With this new method, not only multimachines and multiconverters can be simulated, but al...
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ISBN:
(纸本)780003285X
A generalized digital simulation algorithm is presented for a power converter-induction machine circuit and its control system. With this new method, not only multimachines and multiconverters can be simulated, but also power circuits and control circuits can be evaluated simultaneously. Simulation software is developed on a personal computer. The simulation results of induction machines fed from CSI or VSI both in steady state and transient processes show good agreement with experimental results.
The paper presents a generalized algorithm for the reaching and boundedness of the sliding variable in case of discrete time sliding mode control systems. The algorithm is general as it not only comprises functions in...
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The paper presents a generalized algorithm for the reaching and boundedness of the sliding variable in case of discrete time sliding mode control systems. The algorithm is general as it not only comprises functions in the sliding variable, but also functions in other variables, which are known. With the help of the proposed generalized reaching law, an important problem of a reaching law with uncertainty bounded by known functions is studied. The convergence of the sliding variable to an ultimate bounding function in presence of such an uncertainty is shown by the band approach method. This is achieved by appropriately selecting the functions in the proposed generalized reaching law. (C) 2014 Elsevier Ltd. All rights reserved.
Traditionally, the convergence rate of the sliding variable given by a discrete reaching law has been fixed in nature. This paper presents a generalized algorithm for discrete time sliding mode control systems which o...
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Traditionally, the convergence rate of the sliding variable given by a discrete reaching law has been fixed in nature. This paper presents a generalized algorithm for discrete time sliding mode control systems which offers a flexible convergence rate for the sliding variable. For analysis, we use the recently developed band approach method which gives us the values of the parameters in the algorithm for the desired convergence to take place, once the ultimate band is chosen appropriately. (C) 2015 Elsevier Ltd. All rights reserved.
In a Distributed Computing System (DCS), the failure of one or more system components causes the degradation in its effectiveness to complete a given task as opposed to a complete network breakdown. This paper address...
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In a Distributed Computing System (DCS), the failure of one or more system components causes the degradation in its effectiveness to complete a given task as opposed to a complete network breakdown. This paper addresses the issue of degraded system effectiveness evaluation by introducing two static measures, namely, Distributed Program Performance Index (DPP1) and Distributed System Performance Index (DSPI). These metrics can be used to compare networks with different features for application execution. It can be used to determine if the network with high reliability and bw capacity, or low reliability and high capacity is better for a given program execution. An algorithm is also developed for computing these indices, and a is shown to be not only efficient, but general enough to compute many other existing measures such as computer networks, distributed systems, transaction based systems, etc.
This paper proposes a generalized algorithm of detecting six-degree-of-freedom (6-DOF) motions of an object with unknown surface curvature. The proposed system is a 6-DOF motion detection system for long distance rang...
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ISBN:
(纸本)9781479957361
This paper proposes a generalized algorithm of detecting six-degree-of-freedom (6-DOF) motions of an object with unknown surface curvature. The proposed system is a 6-DOF motion detection system for long distance range based on low cost laser distance sensors and a vision sensor. This does not require prior information on the geometric configurations of the feature points nor the surface curvature of the object. Simulations are conducted to validate the proposed algorithm on a regularly curved object.
We present a general algorithm for learning the structure of discrete Markov random fields from i.i.d. samples. The algorithm either achieves the same computational complexity or lowers the computational complexity of...
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ISBN:
(纸本)9781467310161
We present a general algorithm for learning the structure of discrete Markov random fields from i.i.d. samples. The algorithm either achieves the same computational complexity or lowers the computational complexity of earlier algorithms for several cases, and provides a new low-computational complexity algorithm for the case of Ising models where the underlying graph is the Erdos-Renyi random graph G similar to G (p, c/p).
We propose a discrete denoising algorithm, that, based on the observation of, the output of a known Discrete Memoryless Channel (DMC), estimates the input sequence to minimize a given fidelity, criterion. The algorith...
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ISBN:
(纸本)0780376293
We propose a discrete denoising algorithm, that, based on the observation of, the output of a known Discrete Memoryless Channel (DMC), estimates the input sequence to minimize a given fidelity, criterion. The algorithm is universal in the sense that it requires no knowledge of the input sequence or its statistical properties. Yet, asymptotically it performs as well as the optimum denoiser that knows the input sequence distribution. The, proposed denoising algorithm is practical, and can be implemented in O(nlogn) time and O(n(2/3) log n) storage complexity. Extensions to the case of delay-constrained denoising, and to the case of channel uncertainty, are briefly discussed.
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