Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis

I discuss the identifiability of a structural New Keynesian Phillips curve when it is embedded in a small scale dynamic stochastic general equilibrium model. Identification problems emerge because not all the structural parameters are recoverable from the semi-structural ones and because the objective functions I consider are poorly behaved. The solution and the moment mappings are responsible for the problems.

Out-of-sample forecast tests robust to the choice of window size

This paper proposes new methodologies for evaluating out-of-sample forecastingperformance that are robust to the choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over a wide rangeof window sizes. We show that the tests proposed in the literature may lack the powerto detect predictive ability and might be subject to data snooping across differentwindow sizes if used repeatedly. An empirical application shows the usefulness of themethodologies for evaluating exchange rate models' forecasting ability.

A Robust Multiple Feature Approach To Endpoint Detection In Car Environment Based On Advanced Classifiers

In this paper we propose an endpoint detection system based on the use of several features extracted from each speech frame, followed by a robust classifier (i.e Adaboost and Bagging of decision trees, and a multilayer perceptron) and a finite state automata (FSA). We present results for four different classifiers. The FSA module consisted of a 4-state decision logic that filtered false alarms and false positives. We compare the use of four different classifiers in this task. The look ahead of the method that we propose was of 7 frames, which are the number of frames that maximized the accuracy of the system. The system was tested with real signals recorded inside a car, with signal to noise ratio that ranged from 6 dB to 30dB. Finally we present experimental results demonstrating that the system yields robust endpoint detection.

Robust Detection of Incumbents in Cognitive Radio Networks Using Groups

Cognitive radio is a wireless technology aimed at improvingthe efficiency use of the radio-electric spectrum, thus facilitating a reductionin the load on the free frequency bands. Cognitive radio networkscan scan the spectrum and adapt their parameters to operate in the unoccupiedbands. To avoid interfering with licensed users operating on a givenchannel, the networks need to be highly sensitive, which is achieved byusing cooperative sensing methods. Current cooperative sensing methodsare not robust enough against occasional or continuous attacks. This articleoutlines a Group Fusion method that takes into account the behavior ofusers over the short and long term. On fusing the data, the method is basedon giving more weight to user groups that are more unanimous in their decisions.Simulations have been performed in a dynamic environment withinterferences. Results prove that when attackers are present (both reiterativeor sporadic), the proposed Group Fusion method has superior sensingcapability than other methods.

High capacity robust audio watermarking scheme based on FFT and linear regression

Peer-reviewed

A robust audio watermarking scheme based on MPEG 1 Layer 3 Compression

This paper describes an audio watermarking scheme based on lossy compression. The main idea is taken from an image watermarking approach where the JPEG compression algorithm is used to determine where and how the mark should be placed. Similarly, in the audio scheme suggested in this paper, an MPEG 1 Layer 3 algorithm is chosen for compression to determine the position of the mark bits and, thus, the psychoacoustic masking of the MPEG 1 Layer 3compression is implicitly used. This methodology provides with a high robustness degree against compression attacks. The suggested scheme is also shown to succeed against most of the StirMark benchmark attacks for audio.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.

Robust beamforming for interference rejection in mobile communications

The problem of robust beamformer design for mobile communicationsapplications in the presence of moving co-channel sources isaddressed. A generalization of the optimum beamformer based on a statisticalmodel accounting for source movement is proposed. The new methodis easily implemented and is shown to offer dramatic improvements overconventional optimum beamforming for moving sources under a varietyof operating conditions.

Reliable computation of robust response tori on the verge of breakdown

We prove the existence and local uniqueness of invariant tori on the verge of breakdown for two systems: the quasi-periodically driven logistic map and the quasi-periodically forced standard map. These systems exemplify two scenarios: the Heagy-Hammel route for the creation of strange non- chaotic attractors and the nonsmooth bifurcation of saddle invariant tori. Our proofs are computer- assisted and are based on a tailored version of the Newton-Kantorovich theorem. The proofs cannot be performed using classical perturbation theory because the two scenarios are very far from the perturbative regime, and fundamental hypotheses such as reducibility or hyperbolicity either do not hold or are very close to failing. Our proofs are based on a reliable computation of the invariant tori and a careful study of their dynamical properties, leading to the rigorous validation of the numerical results with our novel computational techniques.

Robust watermarking scheme based on the JPEG2000 standard

Peer reviewed

SQualTrack: A Tool for Robust Fault Detection

One of the techniques used to detect faults in dynamic systems is analytical redundancy. An important difficulty in applying this technique to real systems is dealing with the uncertainties associated with the system itself and with the measurements. In this paper, this uncertainty is taken into account by the use of intervals for the parameters of the model and for the measurements. The method that is proposed in this paper checks the consistency between the system's behavior, obtained from the measurements, and the model's behavior; if they are inconsistent, then there is a fault. The problem of detecting faults is stated as a quantified real constraint satisfaction problem, which can be solved using the modal interval analysis (MIA). MIA is used because it provides powerful tools to extend the calculations over real functions to intervals. To improve the results of the detection of the faults, the simultaneous use of several sliding time windows is proposed. The result of implementing this method is semiqualitative tracking (SQualTrack), a fault-detection tool that is robust in the sense that it does not generate false alarms, i.e., if there are false alarms, they indicate either that the interval model does not represent the system adequately or that the interval measurements do not represent the true values of the variables adequately. SQualTrack is currently being used to detect faults in real processes. Some of these applications using real data have been developed within the European project advanced decision support system for chemical/petrochemical manufacturing processes and are also described in this paper

Fourier-based registration for robust forward-looking sonar mosaicing in low-visibility underwater environments

Vehicle operations in underwater environments are often compromised by poor visibility conditions. For instance, the perception range of optical devices is heavily constrained in turbid waters, thus complicating navigation and mapping tasks in environments such as harbors, bays, or rivers. A new generation of high-definition forward-looking sonars providing acoustic imagery at high frame rates has recently emerged as a promising alternative for working under these challenging conditions. However, the characteristics of the sonar data introduce difficulties in image registration, a key step in mosaicing and motion estimation applications. In this work, we propose the use of a Fourier-based registration technique capable of handling the low resolution, noise, and artifacts associated with sonar image formation. When compared to a state-of-the art region-based technique, our approach shows superior performance in the alignment of both consecutive and nonconsecutive views as well as higher robustness in featureless environments. The method is used to compute pose constraints between sonar frames that, integrated inside a global alignment framework, enable the rendering of consistent acoustic mosaics with high detail and increased resolution. An extensive experimental section is reported showing results in relevant field applications, such as ship hull inspection and harbor mapping

The adequacy of different robust statistical tests in comparing two independent groups

In the current study, we evaluated various robust statistical methods for comparing two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 33 experimental conditions were used as a function of sample size, standard deviation and asymmetry. For each condition, 5000 replications per group were generated. The results obtained by this study show an adequate type error I rate but not a high power for the confidence intervals. In general, for the two scenarios studied (mean population differences and not mean population differences) in the different conditions analysed, the Mann-Whitney U-test demonstrated strong performance, and a little worse the t-test of Yuen-Welch.

Review of Robust Cooperative Spectrum Sensing Techniques for Cognitive Radio Networks

Cognitive radio networks sense spectrum occupancy and manage themselvesto operate in unused bands without disturbing licensed users. The detection capability of aradio system can be enhanced if the sensing process is performed jointly by a group of nodesso that the effects of wireless fading and shadowing can be minimized. However, taking acollaborative approach poses new security threats to the system as nodes can report falsesensing data to reach a wrong decision. This paper makes a review of secure cooperativespectrum sensing in cognitive radio networks. The main objective of these protocols is toprovide an accurate resolution about the availability of some spectrum channels, ensuring thecontribution from incapable users as well as malicious ones is discarded. Issues, advantagesand disadvantages of such protocols are investigated and summarized.

Free triples, large indifference classes and the majority rule

We present a new domain of preferences under which the majority relation is always quasi-transitive and thus Condorcet winners always exist. We model situations where a set of individuals must choose one individual in the group. Agents are connected through some relationship that can be interpreted as expressing neighborhood, and which is formalized by a graph. Our restriction on preferences is as follows: each agent can freely rank his immediate neighbors, but then he is indifferent between each neighbor and all other agents that this neighbor "leads to". Hence, agents can be highly perceptive regarding their neighbors, while being insensitive to the differences between these and other agents which are further removed from them. We show quasi-transitivity of the majority relation when the graph expressing the neighborhood relation is a tree. We also discuss a further restriction allowing to extend the result for more general graphs. Finally, we compare the proposed restriction with others in the literature, to conclude that it is independent of any previously discussed domain restriction.