Blind equalization of nonirreducible systems using the CM criterion

We address the blind equalization of finite-impulse-response (FIR) and multiple-input multiple-output (MIMO) channel systems excited by constant modulus (CM) signals. It is known that the algorithms based on the CM criterion can equalize an FIR MIMO system that is irreducible. The irreducible condition is restrictive as it requires all source signals to be received at sensors simultaneously. In this paper, we further show that the CM property of signals can be exploited to construct a zero-forcing equalizer for a system that is nonirreducible. Simulation examples demonstrate the proposed result.

A new second order method for blind signal separation from convolutive mixtures

This paper presents a new approach to separate colored signals mixed by FIR (finite impulse response) and MIMO (multiple-input multiple-output) channels. A cost function is proposed by employing linear constrainit to the de mixing vectors. The linear constraint is shown to be sufficient for avoiding trivial solution. The minimization of the cost function is performed using the Lagrangian method. Simulation results demonstrate the performance of the algorithm.

Blind equalization of non-irreducible and non-column-reduced channels driven by constant modulus signals

We address the blind equalization of finite-impulse-response (FIR), multiple-input multiple-output (MIMO) channels excited by constant modulus (CM) signals. It is known that the algorithms based on the constant modulus (CM) criterion can equalize an FIR MIMO channel that is irreducible and column-reduced. We show in this paper that the CM property of signals can be exploited to construct a zero-forcing equalizer for a non-irreducible and non-column-reduced channel. We also give a lower bound for the order of the equalizer. Simulation examples demonstrate the proposed result.

Adaptive blind channel equalization based on constellation information of MPSK signal

In this paper, we propose a new adaptive algorithm for the blind equalization of an FIR (finite impulse response) channel excited by an M-ary phase shift keying (MPSK) signal. Different from the conventional constant modulus algorithm (CMA), which exploits the amplitude information of the input signal, the proposed algorithm exploits the full constellation information of the input signal. Theoretical analysis shows that the new algorithm has less mean square error (MSE), namely better equalization performance, in steady state than the CMA. Numerical simulations show the effectiveness of the new algorithm

Blind equalization of non-irreducible channels driven by MPSK signals

This paper deals with the problem of blind equalization of finite-impulse-response (FIR) and multiple-input multiple-output (MIMO) channels excited by M-ary phase shift keying (MPSK) signals. It is known that the algorithms based on the constant modulus (CM) criterion can equalize an FIR MIMO channel that is irreducible. The irreducible condition is restrictive since it requires that all source signals arrive at the receiving antennas simultaneously. In this paper, we show that the CM criterion can also be used to construct a zero-forcing equalizer for a channel that is non-irreducible. We also derive a lower bound for the order of the equalizer. The proposed result is validated by numerical simulations.

Blind identification of FIR MIMO channels by decorrelating subchannels

We study blind identification and equalization of finite impulse response (FIR) and multi-input and multi-output (MIMO) channels driven by colored signals. We first show a sufficient condition for an FIR MIMO channel to be identifiable up to a scaling and permutation using the second-order statistics of the channel output. This condition is that the channel matrix is irreducible (but not necessarily column-reduced), and the input signals are mutually uncorrelated and of distinct power spectra. We also show that this condition is necessary in the sense that no single part of the condition can be further weakened without another part being strengthened. While the above condition is a strong result that sets a fundamental limit of blind identification, there does not yet exist a working algorithm under that condition. In the second part of this paper, we show that a method called blind identification via decorrelating subchannels (BIDS) can uniquely identify an FIR MIMO channel if a) the channel matrix is nonsingular (almost everywhere) and column-wise coprime and b) the input signals are mutually uncorrelated and of sufficiently diverse power spectra. The BIDS method requires a weaker condition on the channel matrix than that required by most existing methods for the same problem.

A new blind-equalization algorithm for an FIR SIMO system driven by MPSK signal

We consider the problem of blind equalization of a finite impulse response and single-input multiple-output system driven by an M-ary phase-shift-keying signal. The existing single-mode algorithms for this problem include the constant modulus algorithm (CMA) and the multimodulus algorithm (MMA). It has been shown that the MMA outperforms the CMA when the input signal has no more than four constellation points, i.e., Mles4. In this brief, we present a new adaptive equalization algorithm that jointly exploits the amplitude and phase information of the input signal. Theoretical analysis shows that the proposed algorithm has less mean square error, i.e., better equalization performance, at steady state than the CMA regardless of the value of M. The superior performance of our algorithm to the CMA and the MMA is validated by simulation examples

Identifying house price diffusion patterns among Australian state capital cities

Prior research supports the proposition that house price diffusion shows a ripple effect along the spatial dimension. That is, house price changes in one region would reflect in subsequent house price changes in other regions, showing certain linkages among regions. Using the vector autoregression model and the impulse response function, this study investigates house price diffusion among Australia's state capital cities, examining the response of one market to the innovation of other markets and determining the lagged terms for the maximum absolute value of the other markets' responses. The results show that the most important subnational markets in Australia do not point to Sydney, rather towards Canberra and Hobart, while the Darwin market plays a role of buffer. The safest markets are Sydney and Melbourne. This study helps to predict house price movement trends in eight capital cities.

Female labour force participation, fertility and infant mortality in Australia : some empirical evidence from Granger causality tests

This study applies Granger causality tests within a multivariate error correction framework to examine the relationship between female participation rates, infant mortality rates and fertility rates for Australia using annual data from 1960 to 2000. Decomposition of variance and impulse response functions are also considered. The main findings are twofold. First, in the short run there is unidirectional Granger causality running from the fertility rate to female labour force participation and from the infant mortality rate to female labour force participation while there is neutrality between the fertility rate and infant mortality rate. Second, in the long run both the fertility rate and infant mortality rate Granger cause female labour participation.

Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia

This study applies Granger causality tests within a multivariate error correction framework to examine the relationship between judicial caseload, real income and urbanization for Australia using annual data from 1904 to 2001. Decomposition of variance and impulse response functions are also considered. The Granger causality results as well as the decomposition of variance and impulse response functions suggest that urbanization is the most exogenous of the three variables in both the long run and short run while judicial caseload and real income are relatively exogenous in the short run.

Higher education, real income and real investment in China : evidence from Granger causality tests

This paper employs cointegration and error-correction modelling to test the causal relationship between real income, real investment and tertiary education using data for the People's Republic of China over the period 1952-1999. To proxy tertiary education we use higher education enrolments and higher education graduates in alternative empirical specifications. One of the paper's main findings is that real income, real investment and tertiary education are cointegrated when real investment is the dependent variable, but are not cointegrated when either tertiary education or real income is the dependent variable. We also extend the in-sample analysis to examine the decomposition of variance and impulse response functions.

Realized volatility and correlation in grain futures markets: testing for spillover effects

Fluctuations in commodity prices are a major concern to many market participants. This paper uses realized volatility methods to calculate daily volatility and correlation estimates for three grain futures prices (corn, soybean, and wheat). The realized volatility estimates exhibit properties consistent with the stylized facts observed in earlier studies. According to daily realized correlations and regression coefficients, the spot returns from the three grain futures are positively related. The realized estimates are then used to evaluate the degree of volatility transmission across grain futures prices. The impulse response analysis is conducted by fitting the vector autoregressive model to realized volatility and correlation estimates, using the bootstrap method for statistical inference. The results indicate that rich dynamic interactions exist among the volatilities and correlations across the grain futures markets.

New Zealand’s trade balance : evidence of the J-curve and granger causality

This article tests for the existence of any cointegration relationship between trade balance and real effective exchange rate (REER), foreign income and domestic income for New Zealand during the period 1970-2000. It also examines the direction of the casual relationship between the above variables, and applies the impulse response analysis to determine whether shocks to the REER induce the trade balance to follow a J-curve pattern. The results indicate that there is no cointegration relationship between the above variables; there is a casual connection in both directions between trade balance and foreign income; and New Zealand's trade balance exhibits a J-curve pattern when there is a depreciation of the New Zealand dollar.

Temporal causality and the dynamics of democracy, emigration and real income in Fiji

This study is the first to explore temporal causality between democracy, emigration and real income in Fiji within a multivariate cointegration model. We find three long run relationships between democracy, emigration and real income. In the long run there is evidence that migration and democracy Granger cause real GDP in Fiji; real GDP and democracy Granger cause migration from Fiji and that real GDP and migration Granger cause democracy in Fiji. In the short run we find unidirectional Granger causality running from migration to real GDP and from democracy to real GDP, but neutrality between democracy and migration in the short run. We also extend the analysis to examine the degree of exogeneity of the variables beyond the sample period through considering the decomposition of variance and impulse response functions.

Interdependence and dynamic linkages between the emerging stock markets of South Asia

The present article examines the dynamic linkages between the stock markets
of Bangladesh, India, Pakistan and Sri Lanka using a temporal Granger causality
approach by binding the relationship among the stock price indices within a
multivariate cointegration framework. We also examine the impulse response
functions. Our main finding is that in the long run, stock prices in Bangladesh,
India and Sri Lanka Granger-cause stock prices in Pakistan. In the short run
there is unidirectional Granger causality running from stock prices in Pakistan
to India, stock prices in Sri Lanka to India and from stock prices in Pakistan to
Sri Lanka. Bangladesh is the most exogenous of the four markets, reflecting its
small size and modest market capitalization.