Decimation Filter Design Toolbox for Multi-Standard Wireless Transceivers using MATLAB.

The demand for new telecommunication services requiring higher capacities, data rates and different operating modes have motivated the development of new generation multi-standard wireless transceivers. A multi-standard design often involves extensive system level analysis and architectural partitioning, typically requiring extensive calculations. In this research, a decimation filter design tool for wireless communication standards consisting of GSM, WCDMA, WLANa, WLANb, WLANg and WiMAX is developed in MATLAB® using GUIDE environment for visual analysis. The user can select a required wireless communication standard, and obtain the corresponding multistage decimation filter implementation using this toolbox. The toolbox helps the user or design engineer to perform a quick design and analysis of decimation filter for multiple standards without doing extensive calculation of the underlying methods.

Queues with inter- ruption in Random/ Markovian Environment

In many situations probability models are more realistic than deterministic models. Several phenomena occurring in physics are studied as random phenomena changing with time and space. Stochastic processes originated from the needs of physicists.Let X(t) be a random variable where t is a parameter assuming values from the set T. Then the collection of random variables {X(t), t ∈ T} is called a stochastic process. We denote the state of the process at time t by X(t) and the collection of all possible values X(t) can assume, is called state space

Exercise sheet 6

Exercises and solutions in LaTex

Exercise sheet 6 pdf

Exercises and solutions in PDF

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Análisis de sensibilidad para un modelo de medición de percepción de marca basado en simulación computacional por agentes

Se presenta el análisis de sensibilidad de un modelo de percepción de marca y ajuste de la inversión en marketing desarrollado en el Laboratorio de Simulación de la Universidad del Rosario. Este trabajo de grado consta de una introducción al tema de análisis de sensibilidad y su complementario el análisis de incertidumbre. Se pasa a mostrar ambos análisis usando un ejemplo simple de aplicación del modelo mediante la aplicación exhaustiva y rigurosa de los pasos descritos en la primera parte. Luego se hace una discusión de la problemática de medición de magnitudes que prueba ser el factor más complejo de la aplicación del modelo en el contexto práctico y finalmente se dan conclusiones sobre los resultados de los análisis.

Grado de predicción del valor de las acciones ante nuevas emisiones en el sector de extracción de petróleo crudo y gas natural en Colombia, mediante modelos de caos y análisis recurrente

El presente trabajo se enfoca en el análisis de las acciones de Ecopetrol, empresa representativa del mercado de Extracción de Petróleo y Gas natural en Colombia (SP&G), durante el periodo, del 22 de mayo de 2012 al 30 de agosto de 2013. Durante este espacio de tiempo la acción sufrió una serie de variaciones en su precio las cuales se relacionaban a la nueva emisión de acciones que realizo la Compañía. Debido a este cambio en el comportamiento del activo se generaron una serie de interrogantes sobre, (i) la reacción del mercado ante diferentes sucesos ocurridos dentro de las firmas y en su entorno (ii) la capacidad de los modelos financieros de predecir y entender las posibles reacciones observadas de los activos (entendidos como deuda). Durante el desarrollo del presente trabajo se estudiará la pertinencia del mismo, en línea con los objetivos y desarrollos de la Escuela de Administración de la Universidad del Rosario. Puntualmente en temas de Perdurabilidad direccionados a la línea de Gerencia. Donde el entendimiento de la deuda como parte del funcionamiento actual y como variable determinante para el comportamiento futuro de las organizaciones tiene especial importancia. Una vez se clarifica la relación entre el presente trabajo y la Universidad, se desarrollan diferentes conceptos y teorías financieras que han permitido conocer y estudiar de manera más específica el mercado, con el objetivo de reducir los riesgos de las inversiones realizadas. Éste análisis se desarrolla en dos partes: (i) modelos de tiempo discreto y (ii) modelos de tiempo continúo. Una vez se tiene mayor claridad sobre los modelos estudiados hasta el momento se realiza el respectivo análisis de los datos mediante modelos de caos y análisis recurrente los cuales nos permiten entender que las acciones se comportan de manera caótica pero que establecen ciertas relaciones entre los precios actuales y los históricos, desarrollando comportamientos definidos entre los precios, las cantidades, el entorno macroeconómico y la organización. De otra parte, se realiza una descripción del mercado de petróleo en Colombia y se estudia a Ecopetrol como empresa y eje principal del mercado descrito en el país. La compañía Ecopetrol es representativa debido a que es uno de los mayores aportantes fiscales del país, pues sus ingresos se desprenden de bienes que se encuentran en el subsuelo por lo que la renta petrolera incluye impuestos a la producción transformación y consumo (Ecopetrol, 2003). Por último, se presentan los resultados del trabajo, así como el análisis que da lugar para presentar ciertas recomendaciones a partir de lo observado.

Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts

En este documento está desarrollado un modelo de mercado financiero basado en movimientos aleatorios con tiempo continuo, con velocidades constantes alternantes y saltos cuando hay cambios en la velocidad. Si los saltos en la dirección tienen correspondencia con la dirección de la velocidad del comportamiento aleatorio subyacente, con respecto a la tasa de interés, el modelo no presenta arbitraje y es completo. Se construye en detalle las estrategias replicables para opciones, y se obtiene una presentación cerrada para el precio de las opciones. Las estrategias de cubrimiento quantile para opciones son construidas. Esta metodología es aplicada al control de riesgo y fijación de precios de instrumentos de seguros.

Estimating detailed soil water profile records from point measurements

Temporal and spatial patterns of soil water content affect many soil processes including evaporation, infiltration, ground water recharge, erosion and vegetation distribution. This paper describes the analysis of a soil moisture dataset comprising a combination of continuous time series of measurements at a few depths and locations, and occasional roving measurements at a large number of depths and locations. The objectives of the paper are: (i) to develop a technique for combining continuous measurements of soil water contents at a limited number of depths within a soil profile with occasional measurements at a large number of depths, to enable accurate estimation of the soil moisture vertical pattern and the integrated profile water content; and (ii) to estimate time series of soil moisture content at locations where there are just occasional soil water measurements available and some continuous records from nearby locations. The vertical interpolation technique presented here can strongly reduce errors in the estimation of profile soil water and its changes with time. On the other hand, the temporal interpolation technique is tested for different sampling strategies in space and time, and the errors generated in each case are compared.

A simple variance formula for population size estimators by conditioning

This note considers the variance estimation for population size estimators based on capture–recapture experiments. Whereas a diversity of estimators of the population size has been suggested, the question of estimating the associated variances is less frequently addressed. This note points out that the technique of conditioning can be applied here successfully which also allows us to identify sources of variation: the variance due to estimation of the model parameters and the binomial variance due to sampling n units from a population of size N. It is applied to estimators typically used in capture–recapture experiments in continuous time including the estimators of Zelterman and Chao and improves upon previously used variance estimators. In addition, knowledge of the variances associated with the estimators by Zelterman and Chao allows the suggestion of a new estimator as the weighted sum of the two. The decomposition of the variance into the two sources allows also a new understanding of how resampling techniques like the Bootstrap could be used appropriately. Finally, the sample size question for capture–recapture experiments is addressed. Since the variance of population size estimators increases with the sample size, it is suggested to use relative measures such as the observed-to-hidden ratio or the completeness of identification proportion for approaching the question of sample size choice.

A simple variance formula for population size estimators by conditioning

This note considers the variance estimation for population size estimators based on capture–recapture experiments. Whereas a diversity of estimators of the population size has been suggested, the question of estimating the associated variances is less frequently addressed. This note points out that the technique of conditioning can be applied here successfully which also allows us to identify sources of variation: the variance due to estimation of the model parameters and the binomial variance due to sampling n units from a population of size N. It is applied to estimators typically used in capture–recapture experiments in continuous time including the estimators of Zelterman and Chao and improves upon previously used variance estimators. In addition, knowledge of the variances associated with the estimators by Zelterman and Chao allows the suggestion of a new estimator as the weighted sum of the two. The decomposition of the variance into the two sources allows also a new understanding of how resampling techniques like the Bootstrap could be used appropriately. Finally, the sample size question for capture–recapture experiments is addressed. Since the variance of population size estimators increases with the sample size, it is suggested to use relative measures such as the observed-to-hidden ratio or the completeness of identification proportion for approaching the question of sample size choice.

Bayesian analysis of correlated evolution of discrete characters by reversible-jump Markov chain Monte Carlo

We describe a Bayesian method for investigating correlated evolution of discrete binary traits on phylogenetic trees. The method fits a continuous-time Markov model to a pair of traits, seeking the best fitting models that describe their joint evolution on a phylogeny. We employ the methodology of reversible-jump ( RJ) Markov chain Monte Carlo to search among the large number of possible models, some of which conform to independent evolution of the two traits, others to correlated evolution. The RJ Markov chain visits these models in proportion to their posterior probabilities, thereby directly estimating the support for the hypothesis of correlated evolution. In addition, the RJ Markov chain simultaneously estimates the posterior distributions of the rate parameters of the model of trait evolution. These posterior distributions can be used to test among alternative evolutionary scenarios to explain the observed data. All results are integrated over a sample of phylogenetic trees to account for phylogenetic uncertainty. We implement the method in a program called RJ Discrete and illustrate it by analyzing the question of whether mating system and advertisement of estrus by females have coevolved in the Old World monkeys and great apes.

The phytocannabinoid Δ9-tetrahydrocannabivarin modulates inhibitory neurotransmission in the cerebellum

Background and purpose: The phytocannabinoid Delta(9)-tetrahydrocannabivarin (Delta(9)-THCV) has been reported to exhibit a diverse pharmacology; here, we investigate functional effects of Delta(9)-THCV, extracted from Cannabis sativa, using electrophysiological techniques to define its mechanism of action in the CNS. Experimental approach: Effects of Delta(9)-THCV and synthetic cannabinoid agents on inhibitory neurotransmission at interneurone-Purkinje cell (IN-PC) synapses were correlated with effects on spontaneous PC output using single-cell and multi-electrode array (MEA) electrophysiological recordings respectively, in mouse cerebellar brain slices in vitro. Key results: The cannabinoid receptor agonist WIN 55,212-2 (WIN55) decreased miniature inhibitory postsynaptic current (mIPSC) frequency at IN-PC synapses. WIN55-induced inhibition was reversed by Delta(9)-THCV, and also by the CB1 receptor antagonist AM251; Delta(9)-THCV or AM251 acted to increase mIPSC frequency beyond basal values. When applied alone, Delta(9)-THCV, AM251 or rimonabant increased mIPSC frequency. Pre-incubation with Delta(9)-THCV blocked WIN55-induced inhibition. In MEA recordings, WIN55 increased PC spike firing rate; Delta(9)-THCV and AM251 acted in the opposite direction to decrease spike firing. The effects of Delta(9)-THCV and WIN55 were attenuated by the GABA(A) receptor antagonist bicuculline methiodide. Conclusions and implications: We show for the first time that Delta(9)-THCV acts as a functional CB1 receptor antagonist in the CNS to modulate inhibitory neurotransmission at IN-PC synapses and spontaneous PC output. Delta(9)-THCV- and AM251-induced increases in mIPSC frequency beyond basal levels were consistent with basal CB1 receptor activity. WIN55-induced increases in PC spike firing rate were consistent with synaptic disinhibition; whilst Delta(9)-THCV-and AM251-induced decreases in spike firing suggest a mechanism of PC inhibition.

Model predictive control using dynamic integrated system optimisation and parameter estimation (DISOPE)

DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.

Microcontroller-based peak current mode control using digital slope compensation

Microcontroller-based peak current mode control of a buck converter is investigated. The new solution uses a discrete time controller with digital slope compensation. This is implemented using only a single-chip microcontroller to achieve desirable cycle-by-cycle peak current limiting. The digital controller is implemented as a two-pole, two-zero linear difference equation designed using a continuous time model of the buck converter and a discrete time transform. Subharmonic oscillations are removed with digital slope compensation using a discrete staircase ramp. A 16 W hardware implementation directly compares analog and digital control. Frequency response measurements are taken and it is shown that the crossover frequency and expected phase margin of the digital control system match that of its analog counterpart.