Tunable centre frequency resonator based bandpass Σ-Δ modulators

This paper presents a methodology for the design of oversampled narrow-band single-loop and multi-stage resonator-based bandpass Σ-Δ modulators that can accommodate different passband centre to sampling frequency ratios. These tunable bandpass configurations are designed by analytically determining the required compensation hardware to deliver good resolution. Thorough simulations demonstrate that comparatively superior in-band signal-to-noise ratios (SNRs) and dynamic ranges (DRs) are attributed to the inclusion of appropriate feedforward and feedback compensators within these structures.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Adaptive, Decentralized, And Real-Time Sampling Strategies For Resource Constrained Hydraulic And Hydrologic Sensor Networks

We discuss the development and performance of a low-power sensor node (hardware, software and algorithms) that autonomously controls the sampling interval of a suite of sensors based on local state estimates and future predictions of water flow. The problem is motivated by the need to accurately reconstruct abrupt state changes in urban watersheds and stormwater systems. Presently, the detection of these events is limited by the temporal resolution of sensor data. It is often infeasible, however, to increase measurement frequency due to energy and sampling constraints. This is particularly true for real-time water quality measurements, where sampling frequency is limited by reagent availability, sensor power consumption, and, in the case of automated samplers, the number of available sample containers. These constraints pose a significant barrier to the ubiquitous and cost effective instrumentation of large hydraulic and hydrologic systems. Each of our sensor nodes is equipped with a low-power microcontroller and a wireless module to take advantage of urban cellular coverage. The node persistently updates a local, embedded model of flow conditions while IP-connectivity permits each node to continually query public weather servers for hourly precipitation forecasts. The sampling frequency is then adjusted to increase the likelihood of capturing abrupt changes in a sensor signal, such as the rise in the hydrograph – an event that is often difficult to capture through traditional sampling techniques. Our architecture forms an embedded processing chain, leveraging local computational resources to assess uncertainty by analyzing data as it is collected. A network is presently being deployed in an urban watershed in Michigan and initial results indicate that the system accurately reconstructs signals of interest while significantly reducing energy consumption and the use of sampling resources. We also expand our analysis by discussing the role of this approach for the efficient real-time measurement of stormwater systems.

Analysis and design of multirate synchronous sampling schemes for sparse multiband signals

We consider the problem of developing efficient sampling schemes for multiband sparse signals. Previous results on multicoset sampling implementations that lead to universal sampling patterns (which guarantee perfect reconstruction), are based on a set of appropriate interleaved analog to digital converters, all of them operating at the same sampling frequency. In this paper we propose an alternative multirate synchronous implementation of multicoset codes, that is, all the analog to digital converters in the sampling scheme operate at different sampling frequencies, without need of introducing any delay. The interleaving is achieved through the usage of different rates, whose sum is significantly lower than the Nyquist rate of the multiband signal. To obtain universal patterns the sampling matrix is formulated and analyzed. Appropriate choices of the parameters, that is the block length and the sampling rates, are also proposed.

Comparison of high-speed videokeratoscopy and ultrasound distance sensing for measuring the longitudinal corneal apex movements

Two different methods to measure binocular longitudinal corneal apex movements were synchronously applied. High-speed videokeratoscopy at a sampling frequency of 15 Hz and a customdesigned ultrasound distance sensor at 100 Hz were used for the left and the right eye, respectively. Four healthy subjects participated in the study. Simultaneously, cardiac electric cycle (ECG) was registered for each subject at 100 Hz. Each measurement took 20 s. Subjects were asked to suppress blinking during the measurements. A rigid headrest and a bite-bar were used to minimize undesirable head movements. Time, frequency and time-frequency representations of the acquired signals were obtained to establish their temporal and spectral contents. Coherence analysis was used to estimate the correlation between the measured signals. The results showed close correlation between both corneal apex movements and the cardiopulmonary system. Unraveling these relationships could lead to better understanding of interactions between ocular biomechanics and vision. The advantages and disadvantages of the two methods in the context of measuring longitudinal movements of the corneal apex are outlined.

Ultrasonic measurement of fine head movements in a standard ophthalmic headrest

We aimed to investigate the naturally occurring horizontal plane movements of a head stabilized in a standard ophthalmic headrest and to analyze their magnitude, velocity, spectral characteristics, and correlation to the cardio pulmonary system. Two custom-made air-coupled highly accurate (±2 μm)ultrasound transducers were used to measure the displacements of the head in different horizontal directions with a sampling frequency of 100 Hz. Synchronously to the head movements, an electrocardiogram (ECG) signal was recorded. Three healthy subjects participated in the study. Frequency analysis of the recorded head movements and their velocities was carried out, and functions of coherence between the two displacements and the ECG signal were calculated. Frequency of respiration and the heartbeat were clearly visible in all recorded head movements. The amplitude of head displacements was typically in the range of ±100 μm. The first harmonic of the heartbeat (in the range of 2–3 Hz), rather than its principal frequency, was found to be the dominant frequency of both head movements and their velocities. Coherence analysis showed high interdependence between the considered signals for frequencies of up to 20 Hz. These findings may contribute to the design of better ophthalmic headrests and should help other studies in the decision making of whether to use a heavy headrest or a bite bar.

Development of an online condition monitoring system for slow speed machinery

One of the main challenges of slow speed machinery condition monitoring is that the energy generated from an incipient defect is too weak to be detected by traditional vibration measurements due to its low impact energy. Acoustic emission (AE) measurement is an alternative for this as it has the ability to detect crack initiations or rubbing between moving surfaces. However, AE measurement requires high sampling frequency and consequently huge amount of data are obtained to be processed. It also requires expensive hardware to capture those data, storage and involves signal processing techniques to retrieve valuable information on the state of the machine. AE signal has been utilised for early detection of defects in bearings and gears. This paper presents an online condition monitoring (CM) system for slow speed machinery, which attempts to overcome those challenges. The system incorporates relevant signal processing techniques for slow speed CM which include noise removal techniques to enhance the signal-to-noise and peak-holding down sampling to reduce the burden of massive data handling. The analysis software works under Labview environment, which enables online remote control of data acquisition, real-time analysis, offline analysis and diagnostic trending. The system has been fully implemented on a site machine and contributing significantly to improve the maintenance efficiency and provide a safer and reliable operation.

A practical signal processing approach for condition monitoring of low speed machinery using Peak-Hold-Down-Sample algorithm

A simple and effective down-sample algorithm, Peak-Hold-Down-Sample (PHDS) algorithm is developed in this paper to enable a rapid and efficient data transfer in remote condition monitoring applications. The algorithm is particularly useful for high frequency Condition Monitoring (CM) techniques, and for low speed machine applications since the combination of the high sampling frequency and low rotating speed will generally lead to large unwieldy data size. The effectiveness of the algorithm was evaluated and tested on four sets of data in the study. One set of the data was extracted from the condition monitoring signal of a practical industry application. Another set of data was acquired from a low speed machine test rig in the laboratory. The other two sets of data were computer simulated bearing defect signals having either a single or multiple bearing defects. The results disclose that the PHDS algorithm can substantially reduce the size of data while preserving the critical bearing defect information for all the data sets used in this work even when a large down-sample ratio was used (i.e., 500 times down-sampled). In contrast, the down-sample process using existing normal down-sample technique in signal processing eliminates the useful and critical information such as bearing defect frequencies in a signal when the same down-sample ratio was employed. Noise and artificial frequency components were also induced by the normal down-sample technique, thus limits its usefulness for machine condition monitoring applications.

Measurement error of rearfoot kinematics during running between a 100Hz and 30Hz camera

Background: Measurement accuracy is critical for biomechanical gait assessment. Very few studies have determined the accuracy of common clinical rearfoot variables between cameras with different collection frequencies. Research question: What is the measurement error for common rearfoot gait parameters when using a standard 30Hz digital camera compared to 100Hz camera? Type of study: Descriptive. Methods: 100 footfalls were recorded from 10 subjects ( 10 footfalls per subject) running on a treadmill at 2.68m/s. A high-speed digital timer, accurate within 1ms served as an external reference. Markers were placed along the vertical axis of the heel counter and the long axis of the shank. 2D coordinates for the four markers were determined from heel strike to heel lift. Variables of interest included time of heel strike (THS), time of heel lift (THL), time to maximum eversion (TMax), and maximum rearfoot eversion angle (EvMax). Results: THS difference was 29.77ms (+/- 8.77), THL difference was 35.64ms (+/- 6.85), and TMax difference was 16.50ms (+/- 2.54). These temporal values represent a difference equal to 11.9%, 14.3%, and 6.6% of the stance phase of running gait, respectively. EvMax difference was 1.02 degrees (+/- 0.46). Conclusions: A 30Hz camera is accurate, compared to a high-frequency camera, in determining TMax and EvMax during a clinical gait analysis. However, relatively large differences, in excess of 12% of the stance phase of gait, for THS and THL variables were measured.

Essays on volatility and liquidity in financial markets

The price formation of financial assets is a complex process. It extends beyond the standard economic paradigm of supply and demand to the understanding of the dynamic behavior of price variability, the price impact of information, and the implications of trading behavior of market participants on prices. In this thesis, I study aggregate market and individual assets volatility, liquidity dimensions, and causes of mispricing for US equities over a recent sample period. How volatility forecasts are modeled, what determines intradaily jumps and causes changes in intradaily volatility and what drives the premium of traded equity indexes? Are they induced, for example, by the information content of lagged volatility and return parameters or by macroeconomic news, changes in liquidity and volatility? Besides satisfying our intellectual curiosity, answers to these questions are of direct importance to investors developing trading strategies, policy makers evaluating macroeconomic policies and to arbitrageurs exploiting mispricing in exchange-traded funds. Results show that the leverage effect and lagged absolute returns improve forecasts of continuous components of daily realized volatility as well as jumps. Implied volatility does not subsume the information content of lagged returns in forecasting realized volatility and its components. The reported results are linked to the heterogeneous market hypothesis and demonstrate the validity of extending the hypothesis to returns. Depth shocks, signed order flow, the number of trades, and resiliency are the most important determinants of intradaily volatility. In contrast, spread shock and resiliency are predictive of signed intradaily jumps. There are fewer macroeconomic news announcement surprises that cause extreme price movements or jumps than those that elevate intradaily volatility. Finally, the premium of exchange-traded funds is significantly associated with momentum in net asset value and a number of liquidity parameters including the spread, traded volume, and illiquidity. The mispricing of industry exchange traded funds suggest that limits to arbitrage are driven by potential illiquidity.

Impact of nitrification inhibitor (DMPP) on soil nitrous oxide emissions from an intensive broccoli production system in sub-tropical Australia

Vegetable cropping systems are often characterised by high inputs of nitrogen fertiliser. Elevated emissions of nitrous oxide (N2O) can be expected as a consequence. In order to mitigate N2O emissions from fertilised agricultural fields, the use of nitrification inhibitors, in combination with ammonium based fertilisers, has been promoted. However, no data is currently available on the use of nitrification inhibitors in sub-tropical vegetable systems. A field experiment was conducted to investigate the effect of the nitrification inhibitor 3,4-dimethylpyrazole phosphate (DMPP) on N2O emissions and yield from broccoli production in sub-tropical Australia. Soil N2O fluxes were monitored continuously (3 h sampling frequency) with fully automated, pneumatically operated measuring chambers linked to a sampling control system and a gas chromatograph. Cumulative N2O emissions over the 5 month observation period amounted to 298 g-N/ha, 324 g-N/ha, 411 g-N/ha and 463 g-N/ha in the conventional fertiliser (CONV), the DMPP treatment (DMPP), the DMMP treatment with a 10% reduced fertiliser rate (DMPP-red) and the zero fertiliser (0N), respectively. The temporal variation of N2O fluxes showed only low emissions over the broccoli cropping phase, but significantly elevated emissions were observed in all treatments following broccoli residues being incorporated into the soil. Overall 70–90% of the total emissions occurred in this 5 weeks fallow phase. There was a significant inhibition effect of DMPP on N2O emissions and soil mineral N content over the broccoli cropping phase where the application of DMPP reduced N2O emissions by 75% compared to the standard practice. However, there was no statistical difference between the treatments during the fallow phase or when the whole season was considered. This study shows that DMPP has the potential to reduce N2O emissions from intensive vegetable systems, but also highlights the importance of post-harvest emissions from incorporated vegetable residues. N2O mitigation strategies in vegetable systems need to target these post-harvest emissions and a better evaluation of the effect of nitrification inhibitors over the fallow phase is needed.

Rainfall variability drives interannual variation in N2O emissions from a humid, subtropical pasture

Variations in interannual rainfall totals can lead to large uncertainties in annual N2O emission budget estimates from short term field studies. The interannual variation in nitrous oxide (N2O) emissions from a subtropical pasture in Queensland, Australia, was examined using continuous measurements of automated chambers over 2 consecutive years. Nitrous oxide emissions were highest during the summer months and were highly episodic, related more to the size and distribution of rain events than soil water content. Over 48% of the total N2O emitted was lost in just 16% of measurement days. Interannual variation in annual N2O estimates was high, with cumulative emissions increasing with decreasing rainfall. Cumulative emissions averaged 1826.7 ± 199.9 g N2O-N ha−1 yr−1 over the two year period, though emissions from 2008 (2148 ± 273 g N2O-N ha−1 yr−1) were 42% higher than 2007 (1504 ± 126 g N2O-N ha−1 yr−1). This increase in annual emissions coincided with almost half of the summer precipitation from 2007 to 2008. Emissions dynamics were chiefly driven by the distribution and size of rain events which varied on a seasonal and annual basis. Sampling frequency effects on cumulative N2O flux estimation were assessed using a jackknife technique to inform future manual sampling campaigns. Test subsets of the daily measured data were generated for the pasture and two adjacent land-uses (rainforest and lychee orchard) by selecting measured flux values at regular time intervals ranging from 1 to 30 days. Errors associated with weekly sampling were up to 34% of the sub-daily mean and were highly biased towards overestimation if strategically sampled following rain events. Sampling time of day also played a critical role. Morning sampling best represented the 24 hour mean in the pasture, whereas sampling at noon proved the most accurate in the shaded rainforest and lychee orchard.

Pipeline Analog To Ternary Converter

The paper describes the application of the pipelining principle to the realization of an analogue-to-ternary converter. The circuit shows a considerable saving in hard-ware compared with an earlier proposed circuit. The main hardware components used are analogue comparators, subtractors and the delay elements; hence this method of A/T conversion can operate at a higher sampling frequency.

Impact of nitrification inhibitor (DMPP) on soil nitrous oxide emissions from an intensive broccoli production system in sub-tropical Australia

Vegetable cropping systems are often characterised by high inputs of nitrogen fertiliser. Elevated emissions of nitrous oxide (N2O) can be expected as a consequence. In order to mitigate N2O emissions from fertilised agricultural fields, the use of nitrification inhibitors, in combination with ammonium based fertilisers, has been promoted. However, no data is currently available on the use of nitrification inhibitors in sub-tropical vegetable systems. A field experiment was conducted to investigate the effect of the nitrification inhibitor 3,4-dimethylpyrazole phosphate (DMPP) on N2O emissions and yield from broccoli production in sub-tropical Australia. Soil N2O fluxes were monitored continuously (3 h sampling frequency) with fully automated, pneumatically operated measuring chambers linked to a sampling control system and a gas chromatograph. Cumulative N2O emissions over the 5 month observation period amounted to 298 g-N/ha, 324 g-N/ha, 411 g-N/ha and 463 g-N/ha in the conventional fertiliser (CONV), the DMPP treatment (DMPP), the DMMP treatment with a 10% reduced fertiliser rate (DMPP-red) and the zero fertiliser (0N), respectively. The temporal variation of N2O fluxes showed only low emissions over the broccoli cropping phase, but significantly elevated emissions were observed in all treatments following broccoli residues being incorporated into the soil. Overall 70–90% of the total emissions occurred in this 5 weeks fallow phase. There was a significant inhibition effect of DMPP on N2O emissions and soil mineral N content over the broccoli cropping phase where the application of DMPP reduced N2O emissions by 75% compared to the standard practice. However, there was no statistical difference between the treatments during the fallow phase or when the whole season was considered. This study shows that DMPP has the potential to reduce N2O emissions from intensive vegetable systems, but also highlights the importance of post-harvest emissions from incorporated vegetable residues. N2O mitigation strategies in vegetable systems need to target these post-harvest emissions and a better evaluation of the effect of nitrification inhibitors over the fallow phase is needed.

A note on fractal dimensions of biomedical waveforms

In this paper, we study performance of Katz method of computing fractal dimension of waveforms, and its estimation accuracy is compared with Higuchi's method. The study is performed on four synthetic parametric fractal waveforms for which true fractal dimensions can be calculated, and real sleep electroencephalogram. The dependence of Katz's fractal dimension on amplitude, frequency and sampling frequency of waveforms is noted. Even though the Higuchi's method has given more accurate estimation of fractal dimensions, the study suggests that the results of Katz's based fractal dimension analysis of biomedical waveforms have to be carefully interpreted.