The transformed-stationary approach: a generic and simplified methodology for non-stationary extreme value analysis

Statistical approaches to study extreme events require, by definition, long time series of data. In many scientific disciplines, these series are often subject to variations at different temporal scales that affect the frequency and intensity of their extremes. Therefore, the assumption of stationarity is violated and alternative methods to conventional stationary extreme value analysis (EVA) must be adopted. Using the example of environmental variables subject to climate change, in this study we introduce the transformed-stationary (TS) methodology for non-stationary EVA. This approach consists of (i) transforming a non-stationary time series into a stationary one, to which the stationary EVA theory can be applied, and (ii) reverse transforming the result into a non-stationary extreme value distribution. As a transformation, we propose and discuss a simple time-varying normalization of the signal and show that it enables a comprehensive formulation of non-stationary generalized extreme value (GEV) and generalized Pareto distribution (GPD) models with a constant shape parameter. A validation of the methodology is carried out on time series of significant wave height, residual water level, and river discharge, which show varying degrees of long-term and seasonal variability. The results from the proposed approach are comparable with the results from (a) a stationary EVA on quasi-stationary slices of non-stationary series and (b) the established method for non-stationary EVA. However, the proposed technique comes with advantages in both cases. For example, in contrast to (a), the proposed technique uses the whole time horizon of the series for the estimation of the extremes, allowing for a more accurate estimation of large return levels. Furthermore, with respect to (b), it decouples the detection of non-stationary patterns from the fitting of the extreme value distribution. As a result, the steps of the analysis are simplified and intermediate diagnostics are possible. In particular, the transformation can be carried out by means of simple statistical techniques such as low-pass filters based on the running mean and the standard deviation, and the fitting procedure is a stationary one with a few degrees of freedom and is easy to implement and control. An open-source MAT-LAB toolbox has been developed to cover this methodology, which is available at https://github.com/menta78/tsEva/(Mentaschi et al., 2016).

Design of switched-capacitor filters using low gain amplifiers

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

A linearly tunable low-voltage CMOS transconductor with improved common-mode stability and its application to (gm)-C filters

A linearly tunable low-voltage CMOS transconductor featuring a new adaptative-bias mechanism that considerably improves the stability of the processed-signal common,mode voltage over the tuning range, critical for very-low voltage applications, is introduced. It embeds a feedback loop that holds input devices on triode region while boosting the output resistance. Analysis of the integrator frequency response gives an insight into the location of secondary poles and zeros as function of design parameters. A third-order low-pass Cauer filter employing the proposed transconductor was designed and integrated on a 0.8-mum n-well CMOS standard process. For a 1.8-V supply, filter characterization revealed f(p) = 0.93 MHz, f(s) = 1.82 MHz, A(min) = 44.08, dB, and A(max) = 0.64 dB at nominal tuning. Mined by a de voltage V-TUNE, the filter bandwidth was linearly adjusted at a rate of 11.48 kHz/mV over nearly one frequency decade. A maximum 13-mV deviation on the common-mode voltage at the filter output was measured over the interval 25 mV less than or equal to V-TUNE less than or equal to 200 mV. For V-out = 300 mV(pp) and V-TUNE = 100 mV, THD was -55.4 dB. Noise spectral density was 0.84 muV/Hz(1/2) @1 kHz and S/N = 41 dB @ V-out = 300 mV(pp) and 1-MHz bandwidth. Idle power consumption was 1.73 mW @V-TUNE = 100 mV. A tradeoff between dynamic range, bandwidth, power consumption, and chip area has then been achieved.

Design and development of high gain wideband microstrip antenna and DGS filters using numerical experimentation approach

Microstrip antenna, Wideband antennas, high gain antennas, Microstrip filters, DGS filters , low-pass filter, band-pass filter

Designing Digital Filters for Servo Systems

The aim of this work was to select an appropriate digital filter for a servo application and to filter the noise from the measurement devices. Low pass filter attenuates the high frequency noise beyond the specified cut-off frequency. Digital lowpass filters in both IIR and FIR responses were designed and experimentally compared to understand their characteristics from the corresponding step responses of the system. Kaiser Windowing and Equiripple methods were selected for FIR response, whereas Butterworth, Chebyshev, InverseChebyshev and Elliptic methods were designed for IIR case. Limitations in digital filter design for a servo system were analysed. Especially the dynamic influences of each designed filter on the control stabilityof the electrical servo drive were observed. The criterion for the selection ofparameters in designing digital filters for servo systems was studied. Control system dynamics was given significant importance and the use of FIR and IIR responses in different situations were compared to justify the selection of suitableresponse in each case. The software used in the filter design was MatLab/Simulink® and dSPACE's DSP application. A speed controlled Permanent Magnet Linear synchronous Motor was used in the experimental work.

Preliminary results from the infrared multilayer filters and materials exposed to the space environment on the NASA LDEF mission

With continually increasing demands for improvements to atmospheric and planetary remote-sensing instrumentation, for both high optical system performance and extended operational lifetimes, an investigation to access the effects of prolonged exposure of the space environment to a series of infrared interference filters and optical materials was promoted on the NASA LDEF mission. The NASA Long Duration Exposure Facility (LDEF) was launchd by the Space Shuttle to transport various science and technology experiments both to and from space, providing investigators with the opportunity to study the effects of the space environment on materials and systems used in space-flight applications. Preliminary results to be discussed consist of transmission measurements obtained and processed from an infrared spectrophotometer both before (1983) and after (1990) exposure compared with unexposed control specimens, together with results of detailed microscopic and general visual examinations performed on the experiment. The principle lead telluride (PbTe) and Zinc Sulphide (ZnS) based multilayer filters selected for this preliminary investigation consist of : an 8-12µm low pass edge filter, a 10.6µm 2.5% half bandwidth (HBW) double half-wave narrow bandpass filter, and a 10% HBW triple half-wave wide bandpass filter at 15µm. Optical substrates of MgF2 and KRS-5 (T1BrI) will also be discussed.

New algorithms for synthesized design of optical filters

Chebyshev optical-filter algorithms for low-cost microcomputers have been improved. An offset ripple is now used for better transmission/matching in low-pass stacks. A prototype for narrowband filters is now more general and nearer practicability.

A tunable triode-MOSFET transconductor and its application to g(m)-C filters

A linear, tunable CMOS transconductance stage is introduced. Drain voltage of the input transistor operating in triode region is settled by a regulation loop and a first-order linear relationship between g(m) and a de bias voltage is achieved. In addition to easy tuning, this technique offers circuit simplicity, wide dynamic range, high input and output impedances and low consumption. The transconductor is presented on both single-ended and fully-differential versions. A 3rd-order elliptical low-pass g(m)-C filter with a nominal roll-off frequency of 2MHz is used as one example for the many applications of the proposed transconductor. SPICE data describe circuits performances and filter tunabilily Passband is tuned at a rate of 2.36KHz/mV and good linearity is indicated by a 0.89% THD for an 800mV(p-p) balanced-driven input.

The Use of Almost Linear Phase IIR filters In DFT Modulated Filter Banks for Communication Systems

This paper is on the use and performance of M-path polyphase Infinite Impulse Response (IIR) filters for channelisation, conventionally where Finite Impulse Response (FIR) filters are preferred. This paper specifically focuses on the Discrete Fourier Transform (DFT) modulated filter banks, which are known to be an efficient choice for channelisation in communication systems. In this paper, the low-pass prototype filter for the DFT filter bank has been implemented using an M-path polyphase IIR filter and we show that the spikes present at the stopband can be avoided by making use of the guardbands between narrowband channels. It will be shown that the channelisation performance will not be affected when polyphase IIR filters are employed instead of their counterparts derived from FIR prototype filters. Detailed complexity and performance analysis of the proposed use will be given in this article.

Estudo de filtros RC para baixas e altas freqüências por meio de um circuito para superposição de sinais

Apresentamos nesse trabalho, um experimento realizado nos Laboratórios didáticos do Instituto de Física da USP, relacionado ao estudo do funcionamento de filtros RC para baixas e altas freqüências. Para tal, foi especialmente projetado um circuito que efetua a superposição de um sinal gerado internamente, a uma onda senoidal externa. Várias situações experimentais podem ser geradas, por meio da variação da freqüência, tanto do sinal interno quanto da onda senoidal externa. Um estudo das componentes de freqüência de Fourier é também realizado para se estabelecer os parâmetros de funcionamento dos filtros. O funcionamento dos circuitos como integradores e diferenciadores também é explorado. Os estudantes são, portanto, levados a compreender a eficácia desses filtros mais simples, dependendo das freqüências dos sinais de entrada e correspondentes componentes de Fourier, e das freqüências de corte estabelecidas.

Fully Connected PLL Networks: How Filter Determines the Number of Nodes

Synchronization plays an important role in telecommunication systems, integrated circuits, and automation systems. Formerly, the masterslave synchronization strategy was used in the great majority of cases due to its reliability and simplicity. Recently, with the wireless networks development, and with the increase of the operation frequency of integrated circuits, the decentralized clock distribution strategies are gaining importance. Consequently, fully connected clock distribution systems with nodes composed of phase-locked loops (PLLs) appear as a convenient engineering solution. In this work, the stability of the synchronous state of these networks is studied in two relevant situations: when the node filters are first-order lag-lead low-pass or when the node filters are second-order low-pass. For first-order filters, the synchronous state of the network shows to be stable for any number of nodes. For second-order filter, there is a superior limit for the number of nodes, depending on the PLL parameters. Copyright (C) 2009 Atila Madureira Bueno et al.

Modeling and Filtering Double-Frequency Jitter in One-Way Master-Slave Chain Networks

One-way master-slave (OWMS) chain networks are widely used in clock distribution systems due to their reliability and low cost. As the network nodes are phase-locked loops (PLLs), double-frequency jitter (DFJ) caused by their phase detectors appears as an impairment to the performance of the clock recovering process found in communication systems and instrumentation applications. A nonlinear model for OWMS chain networks with P + 1 order PLLs as slave nodes is presented, considering the DFJ. Since higher order filters are more effective in filtering DFJ, the synchronous state stability conditions for an OWMS chain network with third-order nodes are derived, relating the loop gain and the filter coefficients. By using these conditions, design examples are discussed.

Using bifurcations in the determination of lock-in ranges for third-order phase-locked loops

Transmission and switching in digital telecommunication networks require distribution of precise time signals among the nodes. Commercial systems usually adopt a master-slave (MS) clock distribution strategy building slave nodes with phase-locked loop (PLL) circuits. PLLs are responsible for synchronizing their local oscillations with signals from master nodes, providing reliable clocks in all nodes. The dynamics of a PLL is described by an ordinary nonlinear differential equation, with order one plus the order of its internal linear low-pass filter. Second-order loops are commonly used because their synchronous state is asymptotically stable and the lock-in range and design parameters are expressed by a linear equivalent system [Gardner FM. Phaselock techniques. New York: John Wiley & Sons: 1979]. In spite of being simple and robust, second-order PLLs frequently present double-frequency terms in PD output and it is very difficult to adapt a first-order filter in order to cut off these components [Piqueira JRC, Monteiro LHA. Considering second-harmonic terms in the operation of the phase detector for second order phase-locked loop. IEEE Trans Circuits Syst [2003;50(6):805-9; Piqueira JRC, Monteiro LHA. All-pole phase-locked loops: calculating lock-in range by using Evan`s root-locus. Int J Control 2006;79(7):822-9]. Consequently, higher-order filters are used, resulting in nonlinear loops with order greater than 2. Such systems, due to high order and nonlinear terms, depending on parameters combinations, can present some undesirable behaviors, resulting from bifurcations, as error oscillation and chaos, decreasing synchronization ranges. In this work, we consider a second-order Sallen-Key loop filter [van Valkenburg ME. Analog filter design. New York: Holt, Rinehart & Winston; 1982] implying a third order PLL The resulting lock-in range of the third-order PLL is determined by two bifurcation conditions: a saddle-node and a Hopf. (C) 2008 Elsevier B.V. All rights reserved.

: SiC Multilayer Photonic Structures with Self Optical Bias Amplification

Characteristics of tunable wavelength pi'n/pin filters based on a-SiC:H multilayered stacked cells are studied both experimental and theoretically. Results show that the device combines the demultiplexing operation with the simultaneous photodetection and self amplification of the signal. An algorithm to decode the multiplex signal is established. A capacitive active band-pass filter model is presented and supported by an electrical simulation of the state variable filter circuit. Experimental and simulated results show that the device acts as a state variable filter. It combines the properties of active high-pass and low-pass filter sections into a capacitive active band-pass filter using a changing photo capacitance to control the power delivered to the load.

Light-activated amplification in SiC Tandem devices: A capacitive active filter model

Characteristics of tunable wavelength pi'n/pin filters based on a-SiC:H multilayered stacked cells are studied both experimentally and theoretically. Results show that the device combines the demultiplexing operation with the simultaneous photodetection and self amplification of the signal. An algorithm to decode the multiplex signal is established. A capacitive active band-pass filter model is presented and supported by an electrical simulation of the state variable filter circuit. Experimental and simulated results show that the device acts as a state variable filter. It combines the properties of active high-pass and low-pass filter sections into a capacitive active band-pass filter using a changing capacitance to control the power delivered to the load.