2 resultados para Quadratic error gradient
em WestminsterResearch - UK
Resumo:
In this paper we carry out a detailed performance analysis of a novel blind-source-seperation (BSS) based DSP algorithm that tackles the carrier phase synchronization error problem. The results indicate that the mismatch can be effectively compensated during the normal operation as well as in the rapidly changing environments. Since the compensation is carried out before any modulation specific processing, the proposed method works with all standard modulation formats and lends itself to efficient real-time custom integrated hardware or software implementations.
Resumo:
A growing literature considers the impact of uncertainty using SVAR models that include proxies for uncertainty shocks as endogenous variables. In this paper we consider the impact of measurement error in these proxies on the estimated impulse responses. We show via a Monte-Carlo experiment that measurement error can result in attenuation bias in impulse responses. In contrast, the proxy SVAR that uses the uncertainty shock proxy as an instrument does not su¤er from this bias. Applying this latter method to the Bloom (2009) data-set results in impulse responses to uncertainty shocks that are larger in magnitude and more persistent than those obtained from a recursive SVAR.