4 resultados para VAR errors
em WestminsterResearch - UK
Resumo:
This work addresses the joint compensation of IQimbalances and carrier phase synchronization errors of zero- IF receivers. The compensation scheme based on blind-source separation which provides simple yet potent means to jointly compensate for these errors independent of modulation format and constellation size used. The low-complexity of the algorithm makes it a suitable option for real-time deployment as well as practical for integration into monolithic receiver designs.
Resumo:
In this paper, we carry out a detailed performance analysis of the blind source separation based I/Q corrector operating at the baseband. Performance of the digital I/Q corrector is evaluated not only under time-varying phase and gain errors but also in the presence of multipath and Rayleigh fading channels. Performance under low-SNR and different modulation formats and constellation sizes is also evaluated. What is more, BER improvement after correction is illustrated. The results indicate that the adaptive algorithm offers adequate performance for most communication applications hence, reducing the matching requirements of the analog front-end enabling higher levels of integration.
Resumo:
This paper explores the benefits of compensating transmitter gain and phase inbalances in the receiver for quadrature communication systems. It is assumed that the gain and phase imbalances are introduced at the transmitter only. A simple non-data aided DSP algorithm is used at the reciever to compensate for the imbalances. Computer simulation has been formed to study a coherent QPSK communication system.
Resumo:
This paper provides an empirical study to assess the forecasting performance of a wide range of models for predicting volatility and VaR in the Madrid Stock Exchange. The models performance was measured by using different loss functions and criteria. The results show that FIAPARCH processes capture and forecast more accurately the dynamics of IBEX-35 returns volatility. It is also observed that assuming a heavy-tailed distribution does not improve models ability for predicting volatility. However, when the aim is forecasting VaR, we find evidence of that the Student’s t FIAPARCH outperforms the models it nests the lower the target quantile.