Rational Function Interpolation of Electromagnetic Transfer Functions of High-Speed Interconnect Systems from Discrete Time-Domain and Frequency-Domain Data

We present new methodologies to generate rational function approximations of broadband electromagnetic responses of linear and passive networks of high-speed interconnects, and to construct SPICE-compatible, equivalent circuit representations of the generated rational functions. These new methodologies are driven by the desire to improve the computational efficiency of the rational function fitting process, and to ensure enhanced accuracy of the generated rational function interpolation and its equivalent circuit representation. Toward this goal, we propose two new methodologies for rational function approximation of high-speed interconnect network responses. The first one relies on the use of both time-domain and frequency-domain data, obtained either through measurement or numerical simulation, to generate a rational function representation that extrapolates the input, early-time transient response data to late-time response while at the same time providing a means to both interpolate and extrapolate the used frequency-domain data. The aforementioned hybrid methodology can be considered as a generalization of the frequency-domain rational function fitting utilizing frequency-domain response data only, and the time-domain rational function fitting utilizing transient response data only. In this context, a guideline is proposed for estimating the order of the rational function approximation from transient data. The availability of such an estimate expedites the time-domain rational function fitting process. The second approach relies on the extraction of the delay associated with causal electromagnetic responses of interconnect systems to provide for a more stable rational function process utilizing a lower-order rational function interpolation. A distinctive feature of the proposed methodology is its utilization of scattering parameters. For both methodologies, the approach of fitting the electromagnetic network matrix one element at a time is applied. It is shown that, with regard to the computational cost of the rational function fitting process, such an element-by-element rational function fitting is more advantageous than full matrix fitting for systems with a large number of ports. Despite the disadvantage that different sets of poles are used in the rational function of different elements in the network matrix, such an approach provides for improved accuracy in the fitting of network matrices of systems characterized by both strongly coupled and weakly coupled ports. Finally, in order to provide a means for enforcing passivity in the adopted element-by-element rational function fitting approach, the methodology for passivity enforcement via quadratic programming is modified appropriately for this purpose and demonstrated in the context of element-by-element rational function fitting of the admittance matrix of an electromagnetic multiport.

The Limits of Discrete Time Repeated Games:Some Notes and Comments

This paper studies the limits of discrete time repeated games with public monitoring. We solve and characterize the Abreu, Milgrom and Pearce (1991) problem. We found that for the "bad" ("good") news model the lower (higher) magnitude events suggest cooperation, i.e., zero punishment probability, while the highrt (lower) magnitude events suggest defection, i.e., punishment with probability one. Public correlation is used to connect these two sets of signals and to make the enforceability to bind. The dynamic and limit behavior of the punishment probabilities for variations in ... (the discount rate) and ... (the time interval) are characterized, as well as the limit payo¤s for all these scenarios (We also introduce uncertainty in the time domain). The obtained ... limits are to the best of my knowledge, new. The obtained ... limits coincide with Fudenberg and Levine (2007) and Fudenberg and Olszewski (2011), with the exception that we clearly state the precise informational conditions that cause the limit to converge from above, to converge from below or to degenerate. JEL: C73, D82, D86. KEYWORDS: Repeated Games, Frequent Monitoring, Random Pub- lic Monitoring, Moral Hazard, Stochastic Processes.

Efficient self-synchronised blind audio watermarking system based on time domain and FFT amplitude modification

Many audio watermarking schemes divide the audio signal into several blocks such that part of the watermark is embedded into each of them. One of the key issues in these block-oriented watermarking schemes is to preserve the synchronisation, i.e. to recover the exact position of each block in the mark recovery process. In this paper, a novel time domain synchronisation technique is presented together with a new blind watermarking scheme which works in the Discrete Fourier Transform (DFT or FFT) domain. The combined scheme provides excellent imperceptibility results whilst achieving robustness against typical attacks. Furthermore, the execution of the scheme is fast enough to be used in real-time applications. The excellent transparency of the embedding algorithm makes it particularly useful for professional applications, such as the embedding of monitoring information in broadcast signals. The scheme is also compared with some recent results of the literature.

Some concepts and models usefulninthe analysis of discrete life time data

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study consists of five chapters. In Chapter II we take up the derivation of some general results useful in reliability modelling that involves two component mixtures. Expression for the failure rate, mean residual life and second moment of residual life of the mixture distributions in terms of the corresponding quantities in the component distributions are investigated. Some applications of these results are also pointed out. The role of the geometric,Waring and negative hypergeometric distributions as models of life lengths in the discrete time domain has been discussed already. While describing various reliability characteristics, it was found that they can be often considered as a class. The applicability of these models in single populations naturally extends to the case of populations composed of sub-populations making mixtures of these distributions worth investigating. Accordingly the general properties, various reliability characteristics and characterizations of these models are discussed in chapter III. Inference of parameters in mixture distribution is usually a difficult problem because the mass function of the mixture is a linear function of the component masses that makes manipulation of the likelihood equations, leastsquare function etc and the resulting computations.very difficult. We show that one of our characterizations help in inferring the parameters of the geometric mixture without involving computational hazards. As mentioned in the review of results in the previous sections, partial moments were not studied extensively in literature especially in the case of discrete distributions. Chapters IV and V deal with descending and ascending partial factorial moments. Apart from studying their properties, we prove characterizations of distributions by functional forms of partial moments and establish recurrence relations between successive moments for some well known families. It is further demonstrated that partial moments are equally efficient and convenient compared to many of the conventional tools to resolve practical problems in reliability modelling and analysis. The study concludes by indicating some new problems that surfaced during the course of the present investigation which could be the subject for a future work in this area.

Synchronization of Discrete-Time Chaotic Systems in Bandlimited Channels

Over the last couple of decades, many methods for synchronizing chaotic systems have been proposed with communications applications in view. Yet their performance has proved disappointing in face of the nonideal character of usual channels linking transmitter and receiver, that is, due to both noise and signal propagation distortion. Here we consider a discrete-time master-slave system that synchronizes despite channel bandwidth limitations and an allied communication system. Synchronization is achieved introducing a digital filter that limits the spectral content of the feedback loop responsible for producing the transmitted signal. Copyright (C) 2009 Marcio Eisencraft et al.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Finite-difference time-domain-based studies of MRI pulsed field gradient-induced eddy currents inside the human body

In modern magnetic resonance imaging (MRI), patients are exposed to strong, rapidly switching magnetic gradient fields that, in extreme cases, may be able to elicit nerve stimulation. This paper presents theoretical investigations into the spatial distribution of induced current inside human tissues caused by pulsed z-gradient fields. A variety of gradient waveforms have been studied. The simulations are based on a new, high-definition, finite-difference time-domain method and a realistic inhomogeneous 10-mm resolution human body model with appropriate tissue parameters. it was found that the eddy current densities are affected not only by the pulse sequences but by many parameters such as the position of the body inside the gradient set, the local biological material properties and the geometry of the body. The discussion contains a comparison of these results with previous results found in the literature. This study and the new methods presented herein will help to further investigate the biological effects caused by the switched gradient fields in a MRI scan. (C) 2002 Wiley Periodicals, Inc.

Comparison of Fourier-Domain and Time-Domain Optical Coherence Tomography in the Detection of Band Atrophy of the Optic Nerve

PURPOSE: To compare the ability of Fourier-domain (FD) optical coherence tomography (3D OCT-1000; Top, con, Tokyo, Japan) and time domain (TD) OCT (Stratus; Carl Zeiss Meditec Inc, Dublin, California, USA) to detect axonal loss in eyes with band atrophy (BA) of the optic nerve. DESIGN: Cross-sectional study. METHODS: Thirty-six eyes from 36 patients with BA and temporal visual field (VF) defect from chiasmal compression and 36 normal eyes were studied. Subjects were submitted to standard automated perimetry and macular and retinal nerve fiber layer (RNFL) measurements were taken using 3D OCT-1000 and Stratus OCT. Receiver operating characteristic (ROC) curves were calculated for each parameter. Spearman correlation coefficients were obtained to evaluate the relationship between RNFL and macular thickness parameters and severity of VF loss. Measurements from the two devices were compared. RESULTS: Regardless of OCT device, all RNFL and macular thickness parameters were significantly lower in eyes with BA compared with normal eyes, but no statistically significant difference was found with regard to the area under the ROC curve. Structure-function relationships were also similar for the two devices. In both groups, RNFL and macular thickness measurements were generally and in some cases significantly smaller with 3D OCT-1000 than with Stratus OCT. CONCLUSIONS: The introduction of FD technology did not lead to better discrimination ability for detecting BA of the optic nerve compared with TD technology when using the software currently provided by the manufacturer. 3D OCT-1000 FD OCT RNFL and macular measurements were generally smaller than TD Stratus OCT measurements. Investigators should be aware of this fact when comparing measurements obtained with these two devices. (Am J Oplathalmol 2009;147: 56-63. (c) 2009 by Elsevier Inc. All rights reserved.)