Statistical reference criteria for adaptive signal processing in digital communications

A general criterion for the design of adaptive systemsin digital communications called the statistical reference criterionis proposed. The criterion is based on imposition of the probabilitydensity function of the signal of interest at the outputof the adaptive system, with its application to the scenario ofhighly powerful interferers being the main focus of this paper.The knowledge of the pdf of the wanted signal is used as adiscriminator between signals so that interferers with differingdistributions are rejected by the algorithm. Its performance isstudied over a range of scenarios. Equations for gradient-basedcoefficient updates are derived, and the relationship with otherexisting algorithms like the minimum variance and the Wienercriterion are examined.

Lp-solutions to BSDEs with super-linear growth coefficient. Application to degenerate semilinear PDEs.

We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover, can be neither locally Lipschitz in the variable y nor in the variable z. This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities.

Automatic DVB signal analyser

El problema de controlar les emissions de televisió digital a tota Europa pel desenvolupament de receptors robustos i fiables és cada vegada més significant, per això, sorgeix la necessitat d’automatitzar el procés d’anàlisi i control d’aquests senyals. Aquest projecte presenta el desenvolupament software d’una aplicació que vol solucionar una part d’aquest problema. L’aplicació s’encarrega d’analitzar, gestionar i capturar senyals de televisió digital. Aquest document fa una introducció a la matèria central que és la televisió digital i la informació que porten els senyals de televisió, concretament, la que es refereix a l’estàndard "Digital Video Broadcasting". A continuació d’aquesta part, l’escrit es concentra en l’explicació i descripció de les funcionalitats que necessita cobrir l'aplicació, així com introduir i explicar cada etapa d’un procés de desenvolupament software. Finalment, es resumeixen els avantatges de la creació d’aquest programa per l’automatització de l’anàlisi de senyal digital partint d’una optimització de recursos.

Disseny i implementació d'una etapa d'acondicionament per a mesures de conductivitat realitzades amb un microscopi de forces atòmiques

En aquest treball, s’ha dissenyat un mòdul d’acondicionament a fi de millorar les mesures de conductivitat realitzades amb un AFM (Microscopi de Forces Atòmiques). L’equip actual disposa d’un preamplificador de baix soroll amb un guany de 10 10V/A. Donat que els corrents que es pretenen mesurar són extremadament petits (~pA), s’ha dissenyat un filtre per eliminar diferents fonts de soroll, com ara el soroll que introdueix la xarxa elèctrica a 50Hz. Es pretén reduir aquesta component freqüencial un factor mínim de 10 (20dB). També s’ha afegit un filtre passa baixos per eliminar els soroll que es troba fora de l’amplada de banda del preamplificador. S’ha introduït una etapa d’amplificació de guany variable: 1, 10 i 100 per augmentar la flexibilitat de l’equip i finalment també s’ha dissenyat una etapa per eliminar la tensió d’offset d’aquest amplificador. L’abast del treball anirà des del disseny fins la implementació final sobre una placa PCB.

GNSS signal detection based on first-order absolute statistics

Aquest projecte es centra principalment en el detector no coherent d’un GPS. Per tal de caracteritzar el procés de detecció d’un receptor, es necessita conèixer l’estadística implicada. Pel cas dels detectors no coherents convencionals, l’estadística de segon ordre intervé plenament. Les prestacions que ens dóna l’estadística de segon ordre, plasmada en la ROC, són prou bons tot i que en diferents situacions poden no ser els millors. Aquest projecte intenta reproduir el procés de detecció mitjançant l’estadística de primer ordre com a alternativa a la ja coneguda i implementada estadística de segon ordre. Per tal d’aconseguir-ho, s’usen expressions basades en el Teorema Central del Límit i de les sèries Edgeworth com a bones aproximacions. Finalment, tant l’estadística convencional com l’estadística proposada són comparades, en termes de la ROC, per tal de determinar quin detector no coherent ofereix millor prestacions en cada situació.

Involvement of the extracellular signal-regulated kinase cascade for cocaine-rewarding properties

A central feature of drugs of abuse is to induce gene expression in discrete brain structures that are critically involved in behavioral responses related to addictive processes. Although extracellular signal-regulated kinase (ERK) has been implicated in several neurobiological processes, including neuronal plasticity, its role in drug addiction remains poorly understood. This study was designed to analyze the activation of ERK by cocaine, its involvement in cocaine-induced early and long-term behavioral effects, as well as in gene expression. We show, by immunocytochemistry, that acute cocaine administration activates ERK throughout the striatum, rapidly but transiently. This activation was blocked when SCH 23390 [a specific dopamine (DA)-D1 antagonist] but not raclopride (a DA-D2 antagonist) was injected before cocaine. Glutamate receptors of NMDA subtypes also participated in ERK activation, as shown after injection of the NMDA receptor antagonist MK 801. The systemic injection of SL327, a selective inhibitor of the ERK kinase MEK, before cocaine, abolished the cocaine-induced ERK activation and decreased cocaine-induced hyperlocomotion, indicating a role of this pathway in events underlying early behavioral responses. Moreover, the rewarding effects of cocaine were abolished by SL327 in the place-conditioning paradigm. Because SL327 antagonized cocaine-induced c-fos expression and Elk-1 hyperphosphorylation, we suggest that the ERK intracellular signaling cascade is also involved in the prime burst of gene expression underlying long-term behavioral changes induced by cocaine. Altogether, these results reveal a new mechanism to explain behavioral responses of cocaine related to its addictive properties.

Non-invasive monitoring of diaphragmatic timing by means of surface contact sensors: an experimental study in dogs

Background: Non-invasive monitoring of respiratory muscle function is an area of increasing research interest, resulting in the appearance of new monitoring devices, one of these being piezoelectric contact sensors. The present study was designed to test whether the use of piezoelectric contact (non-invasive) sensors could be useful in respiratory monitoring, in particular in measuring the timing of diaphragmatic contraction.Methods: Experiments were performed in an animal model: three pentobarbital anesthetized mongrel dogs. The motion of the thoracic cage was acquired by means of a piezoelectric contact sensor placed on the costal wall. This signal is compared with direct measurements of the diaphragmatic muscle length, made by sonomicrometry. Furthermore, to assess the diaphragmatic function other respiratory signals were acquired: respiratory airflow and transdiaphragmatic pressure. Diaphragm contraction time was estimated with these four signals. Using diaphragm length signal as reference, contraction times estimated with the other three signals were compared with the contraction time estimated with diaphragm length signal.Results: The contraction time estimated with the TM signal tends to give a reading 0.06 seconds lower than the measure made with the DL signal (-0.21 and 0.00 for FL and DP signals, respectively), with a standard deviation of 0.05 seconds (0.08 and 0.06 for FL and DP signals, respectively). Correlation coefficients indicated a close link between time contraction estimated with TM signal and contraction time estimated with DL signal (a Pearson correlation coefficient of 0.98, a reliability coefficient of 0.95, a slope of 1.01 and a Spearman's rank-order coefficient of 0.98). In general, correlation coefficients and mean and standard deviation of the difference were better in the inspiratory load respiratory test than in spontaneous ventilation tests.Conclusion: The technique presented in this work provides a non-invasive method to assess the timing of diaphragmatic contraction in canines, using a piezoelectric contact sensor placed on the costal wall.

Interplay of spectral efficiency, power and doppler spectrum for reference-signal-assisted wireless communication

Expressions relating spectral efficiency, power, and Doppler spectrum, are derived for Rayleigh-faded wireless channels with Gaussian signal transmission. No side information on the state of the channel is assumed at the receiver. Rather, periodic reference signals are postulated in accordance with the functioning of most wireless systems. The analysis relies on a well-established lower bound, generally tight and asymptotically exact at low SNR. In contrast with most previous studies, which relied on block-fading channel models, a continuous-fading model is adopted. This embeds the Doppler spectrum directly in the derived expressions, imbuing them with practical significance. Closed-form relationships are obtained for the popular Clarke-Jakes spectrum and informative expansions, valid for arbitrary spectra, are found for the low- and high-power regimes. While the paper focuses on scalar channels, the extension to multiantenna settings is also discussed.

Optimum power allocation for multiuser OFDM with arbitrary signal constellations

This paper formulates power allocation policies that maximize the region of mutual informationsachievable in multiuser downlink OFDM channels. Arbitrary partitioning ofthe available tones among users and arbitrary modulation formats, possibly different forevery user, are considered. Two distinct policies are derived, respectively for slow fadingchannels tracked instantaneously by the transmitter and for fast fading channels knownonly statistically thereby. With instantaneous channel tracking, the solution adopts theform of a multiuser mercury/waterfilling procedure that generalizes the single-user mercury/waterfilling introduced in [1, 2]. With only statistical channel information, in contrast,the mercury/waterfilling interpretation is lost. For both policies, a number of limitingregimes are explored and illustrative examples are provided.

Spectral efficiency in reference-signal-assisted low-power wireless communication

Expressions relating spectral efficiency, power and Doppler spectrum are derived for low-power Rayleighfaded wireless channels with proper complex signaling. Noside information on the state of the channel is assumed at the receiver. Rather, periodic reference signals are postulated inaccordance with the functioning of most wireless systems. In contrast with most previous studies, which relied on block-fading channel models, a continuous-fading model is adopted. This embeds the Doppler spectrum directly in thederived expressions thereby imbuing them with practical significance.

Monetary policy with signal extraction from the bond market

Monetary policy is conducted in an environment of uncertainty. This paper sets upa model where the central bank uses real-time data from the bond market togetherwith standard macroeconomic indicators to estimate the current state of theeconomy more efficiently, while taking into account that its own actions influencewhat it observes. The timeliness of bond market data allows for quicker responsesof monetary policy to disturbances compared to the case when the central bankhas to rely solely on collected aggregate data. The information content of theterm structure creates a link between the bond market and the macroeconomythat is novel to the literature. To quantify the importance of the bond market asa source of information, the model is estimated on data for the United Statesand Australia using Bayesian methods. The empirical exercise suggests that thereis some information in the US term structure that helps the Federal Reserve toidentify shocks to the economy on a timely basis. Australian bond prices seemto be less informative than their US counterparts, perhaps because Australia is arelatively small and open economy.

Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.

The gain-loss asymmetry and single-self preferences

Kahneman and Tversky asserted a fundamental asymmetry between gains and losses, namely a reflection effect which occurs when an individual prefers a sure gain of $ pz to anuncertain gain of $ z with probability p, while preferring an uncertain loss of $z with probability p to a certain loss of $ pz.We focus on this class of choices (actuarially fair), and explore the extent to which thereflection effect, understood as occurring at a range of wealth levels, is compatible with single-self preferences.We decompose the reflection effect into two components, a probability switch effect,which is compatible with single-self preferences, and a translation effect, which is not. To argue the first point, we analyze two classes of single-self, nonexpected utility preferences, which we label homothetic and weakly homothetic. In both cases, we characterize the switch effect as well as the dependence of risk attitudes on wealth.We also discuss two types of utility functions of a form reminiscent of expected utility but with distorted probabilities. Type I always distorts the probability of the worst outcome downwards, yielding attraction to small risks for all probabilities. Type II distorts low probabilities upwards, and high probabilities downwards, implying risk aversion when the probability of the worst outcome is low. By combining homothetic or weak homothetic preferences with Type I or Type II distortion functions, we present four explicit examples: All four display a switch effect and, hence, a form of reflection effect consistent a single self preferences.

Giffen goods and market making

This paper shows that information effects per se are not responsible forthe Giffen goods anomaly affecting competitive traders demands in multi-asset, noisy rational expectations equilibrium models. The role thatinformation plays in traders strategies also matters. In a market withrisk averse, uninformed traders, informed agents havea dual motive for trading: speculation and market making. Whilespeculation entails using prices to assess the effect of private signalerror terms, market making requires employing them to disentangle noisetraders effects in traders aggregate orders. In a correlated environment,this complicates a trader s signal-extraction problem and maygenerate upward-sloping demand curves. Assuming either (i) that competitive,risk neutral market makers price the assets, or that (ii) the risktolerance coefficient of uninformed traders grows without bound, removesthe market making component from informed traders demands, rendering themwell behaved in prices.

Signal analysis of Ney performances

Ney is an end-blown flute which is mainly used for Makam music. Although from the beginning of 20th century a score representation based on extending the Western musicis used, because of its rich articulation repertoire, actualNey music can not be totally represented by written score.Ney is still taught and transmitted orally in Turkey. Becauseof that the performance has a distinct and importantrole in Ney music. Therefore signal analysis of ney performancesis crucial for understanding the actual music.Another important aspect which is also a part of the performanceis the articulations that performers apply. In Makam music in Turkey none of the articulations are taught evennamed by teachers. Articulations in Ney are valuable for understanding the real performance. Since articulations are not taught and their places are not marked in the score, the choice and character of the articulation is unique for eachperformer which also makes each performance unique.Our method analyzes audio files of well known Turkish Ney players. In order to obtain our analysis data, we analyzed audio files of 8 different performers vary from 1920to 2000.