Automatic Bandwidth Estimation Strategy for High-Quality Non-Parametric Modeling based Moving Object Detection

Here, a novel and efficient moving object detection strategy by non-parametric modeling is presented. Whereas the foreground is modeled by combining color and spatial information, the background model is constructed exclusively with color information, thus resulting in a great reduction of the computational and memory requirements. The estimation of the background and foreground covariance matrices, allows us to obtain compact moving regions while the number of false detections is reduced. Additionally, the application of a tracking strategy provides a priori knowledge about the spatial position of the moving objects, which improves the performance of the Bayesian classifier

Optimal and Long-Term Dynamic Transport Policy Design: Seeking Maximum Social Welfare through a Pricing Scheme.

This article presents an alternative approach to the decision-making process in transport strategy design. The study explores the possibility of integrating forecasting, assessment and optimization procedures in support of a decision-making process designed to reach the best achievable scenario through mobility policies. Long-term evaluation, as required by a dynamic system such as a city, is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The social welfare achieved by implementing mobility LUTI model policies is measured through a cost-benefit analysis and maximized through an optimization process throughout the evaluation period. The method is tested by optimizing a pricing policy scheme in Madrid on a cordon toll in a context requiring system efficiency, social equity and environmental quality. The optimized scheme yields an appreciable increase in social surplus through a relatively low rate compared to other similar pricing toll schemes. The results highlight the different considerations regarding mobility impacts on the case study area, as well as the major contributors to social welfare surplus. This leads the authors to reconsider the cost-analysis approach, as defined in the study, as the best option for formulating sustainability measures.

Improving the analysis of road pricing acceptability surveys by using hybrid models

Several international studies have analyzed the acceptability of road pricing schemes by means of an attitude survey in combination with the results of a stated choice experiment using both a descriptive analysis and a discrete-choice model with binary choice (?accept? or ?not accept? the toll). However, the use of hybrid discrete choice models constitutes an innovative alternative for integrating subjective attitudes and perceptions deriving from the survey of attitudes with the more objective variables from the stated choice experiment. This paper analyzes the results of applying these models to measure the acceptability of interurban road pricing among different groups of stakeholders (road freight and passenger operators, highway concessionaires, and associations of private car users) with qualitatively significant opinions on road pricing measures. Our results show that hybrid models are better suited to explaining the acceptability of a road pricing scheme by different groups of stakeholders than a separate analysis of the survey of attitudes and a discrete-choice model applied on a stated choice experiment. A particular finding was that the strong psycho-social latent variable of the perception of fairness explains the rejection or acceptance of a toll scheme by road stakeholders.

Equity pricing in the mining sector: evidence from NYSE and LSE

The study examines the Capital Asset Pricing Model (CAPM) for the mining sector using weekly stock returns from 27 companies traded on the New York Stock Exchange (NYSE) or on the London Stock Exchange (LSE) for the period of December 2008 to December 2010. The results support the use of the CAPM for the allocation of risk to companies. Most companies involved in precious metals (particularly gold), which have a beta value less than unity (Table 1), have been actuated as shelter values during the financial crisis. Values of R2 do not shown very explanatory power of fitted models (R2 < 70 %). Estimated coefficients beta are not sufficient to determine the expected returns on securities but the results of the tests conducted on sample data for the period analysed do not appear to clearly reject the CAPM

Survey of architectures and optimizations for wide bandwidth envelope amplifier

In the last years, RF power amplifiers are taking advantage of the switched dc-dc converters to use them in several architectures that may improve the efficiency of the amplifier, keeping a good linearity. The use of linearization techniques such as Envelope Elimination and Restoration(EER) and Envelope Tracking (ET) requires a very fast dc-dc power converter to provide variable voltage supply to the power amplifier but theoretically the efficiency can be much higher than using the classical amplifiers belonging to classes A, B or AB. The purpose of this paper is to analyze the state of the art of the power converters used as envelope amplifiers in this application. The power topologies will be explored and several important parameters such as efficiency, bandwidth will be discussed.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Integration of congestion pricing and intertemporal preference rate in social welfare function

Assessing social benefits in transport policy implementation has been studied by many researchers using theoretical or empirical measures. However, few of them measure social benefit using different discount rates including the inter-temporal preferences rate of users, the private investment discount rate and the inter-temporal preferences rate of the government. In general, the social discount rate used is the same for all social actors. Therefore, this paper aims to assess a new method by integrating different types of discount rate belonging to different social actors in order to measure the real benefits of each actor in the short, medium and long term. A dynamic simulation is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The method is tested by optimizing a cordon toll scheme in Madrid considering socio- economic efficiency and environmental criteria. Based on the modified social welfare function (WF), the effects on the measure of social benefits are estimated and compared with the classical WF results as well. The results of this research could be a key issue to understanding the relationship between transport system policies and social actors' benefits distribution in a metropolitan context. The results show that the use of more suitable discount rates for each social actor had an effect on the selection and definition of optimal strategy of congestion pricing. The usefulness of the measure of congestion toll declines more quickly overtime.

Integration of congestion pricing and intertemporal preferences rate integration in social welfare function

Many researchers have used theoretical or empirical measures to assess social benefits in transport policy implementation. However, few have measured social benefits by using discount rates, including the intertemporal preference rate of users, the private investment discount rate, and the intertemporal preference rate of the government. In general, the social discount rate used is the same for all social actors. This paper aims to assess a new method by integrating different types of discount rates belonging to different social actors to measure the real benefits of each actor in the short term, medium term, and long term. A dynamic simulation is provided by a strategic land use and transport interaction model. The method was tested by optimizing a cordon toll scheme in Madrid, Spain. Socioeconomic efficiency and environmental criteria were considered. On the basis of the modified social welfare function, the effects on the measure of social benefits were estimated and compared with the classical welfare function measures. The results show that the use of more suitable discount rates for each social actor had an effect on the selection and definition of optimal strategy of congestion pricing. The usefulness of the measure of congestion toll declines more quickly over time. This result could be the key to understanding the relationship between transport system policies and the distribution of social actors? benefits in a metropolitan context.

Application and modeling of GaN FET in 1MHz large signal bandwidth power supply for radio frequency power amplifier

In this paper, implementation and testing of non- commercial GaN HEMT in a simple buck converter for envelope amplifier in ET and EER transmission techn iques has been done. Comparing to the prototypes with commercially available EPC1014 and 1015 GaN HEMTs, experimentally demonstrated power supply provided better thermal management and increased the switching frequency up to 25MHz. 64QAM signal with 1MHz of large signal bandw idth and 10.5dB of Peak to Average Power Ratio was gener ated, using the switching frequency of 20MHz. The obtaine defficiency was 38% including the driving circuit an d the total losses breakdown showed that switching power losses in the HEMT are the dominant ones. In addition to this, some basic physical modeling has been done, in order to provide an insight on the correlation between the electrical characteristics of the GaN HEMT and physical design parameters. This is the first step in the optimization of the HEMT design for this particular application.

Ripple cancellation technique applied to a synchronous buck converter to achieve very high bandwidth and very high efficiency envelope amplifier

This work presents a single stage converter for a high bandwidth and a high efficiency envelope amplifier. The current ripple cancellation technique is applied to a synchronous buck converter to cancel the output current ripple and to decrease the switching frequency without a reduction in the large signal bandwidth. The converter is modeled and the new design with ripple cancellation circuit is detailed. The advantages of the proposed design are presented and validated experimentally. The transfer function of the output filter of the buck converter with ripple cancellation circuit has been modeled and compared to measurements, showing a good correspondence. Experimental validation is provided at 4MHz of switching frequency for DC and variable output voltage for a sinusoidal and a 64QAM signal. Additional experimental validation of the efficiency improvement is provided, compared to the equivalent design (same bandwidth and output voltage ripple) of the conventional buck converter.

Optimal and Long-Term Dynamic Transport Policy Design: Seeking Maximum Social Welfare through a Pricing Scheme

This article presents an alternative approach to the decision-making process in transport strategy design. The study explores the possibility of integrating forecasting, assessment and optimization procedures in support of a decision-making process designed to reach the best achievable scenario through mobility policies. Long-term evaluation, as required by a dynamic system such as a city, is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The social welfare achieved by implementing mobility LUTI model policies is measured through a cost-benefit analysis and maximized through an optimization process throughout the evaluation period. The method is tested by optimizing a pricing policy scheme in Madrid on a cordon toll in a context requiring system efficiency, social equity and environmental quality. The optimized scheme yields an appreciable increase in social surplus through a relatively low rate compared to other similar pricing toll schemes. The results highlight the different considerations regarding mobility impacts on the case study area, as well as the major contributors to social welfare surplus. This leads the authors to reconsider the cost-analysis approach, as defined in the study, as the best option for formulating sustainability measures.

Wide bandwidth envelope trackers with reduced switching frequency for RF power amplifier

El requerimiento de proveer alta frecuencia de datos en los modernos sistema de comunicación inalámbricos resulta en complejas señales moduladas de radio-frequencia (RF) con un gran ancho de banda y alto ratio pico-promedio (PAPR). Para garantizar la linealidad del comportamiento, los amplificadores lineales de potencia comunes funcionan típicamente entre 4 y 10 dB de back-o_ desde la máxima potencia de salida, ocasionando una baja eficiencia del sistema. La eliminación y restauración de la evolvente (EER) y el seguimiento de la evolvente (ET) son dos prometedoras técnicas para resolver el problema de la eficiencia. Tanto en EER como en ET, es complicado diseñar un amplificador de potencia que sea eficiente para señales de RF de alto ancho de banda y alto PAPR. Una propuesta común para los amplificadores de potencia es incluir un convertidor de potencia de muy alta eficiencia operando a frecuencias más altas que el ancho de banda de la señal RF. En este caso, la potencia perdida del convertidor ocasionado por la alta frecuencia desaconseja su práctica cuando el ancho de banda es muy alto. La solución a este problema es el enfoque de esta disertación que presenta dos arquitecturas de amplificador evolvente: convertidor híbrido-serie con una técnica de evolvente lenta y un convertidor multinivel basado en un convertidor reductor multifase con control de tiempo mínimo. En la primera arquitectura, una topología híbrida está compuesta de una convertidor reductor conmutado y un regulador lineal en serie que trabajan juntos para ajustar la tensión de salida para seguir a la evolvente con precisión. Un algoritmo de generación de una evolvente lenta crea una forma de onda con una pendiente limitada que es menor que la pendiente máxima de la evolvente original. La salida del convertidor reductor sigue esa forma de onda en vez de la evolvente original usando una menor frecuencia de conmutación, porque la forma de onda no sólo tiene una pendiente reducida sino también un menor ancho de banda. De esta forma, el regulador lineal se usa para filtrar la forma de onda tiene una pérdida de potencia adicional. Dependiendo de cuánto se puede reducir la pendiente de la evolvente para producir la forma de onda, existe un trade-off entre la pérdida de potencia del convertidor reductor relacionada con la frecuencia de conmutación y el regulador lineal. El punto óptimo referido a la menor pérdida de potencia total del amplificador de evolvente es capaz de identificarse con la ayuda de modelo preciso de pérdidas que es una combinación de modelos comportamentales y analíticos de pérdidas. Además, se analiza el efecto en la respuesta del filtro de salida del convertidor reductor. Un filtro de dampeo paralelo extra es necesario para eliminar la oscilación resonante del filtro de salida porque el convertidor reductor opera en lazo abierto. La segunda arquitectura es un amplificador de evolvente de seguimiento de tensión multinivel. Al contrario que los convertidores que usan multi-fuentes, un convertidor reductor multifase se emplea para generar la tensión multinivel. En régimen permanente, el convertidor reductor opera en puntos del ciclo de trabajo con cancelación completa del rizado. El número de niveles de tensión es igual al número de fases de acuerdo a las características del entrelazamiento del convertidor reductor. En la transición, un control de tiempo mínimo (MTC) para convertidores multifase es novedosamente propuesto y desarrollado para cambiar la tensión de salida del convertidor reductor entre diferentes niveles. A diferencia de controles convencionales de tiempo mínimo para convertidores multifase con inductancia equivalente, el propuesto MTC considera el rizado de corriente por cada fase basado en un desfase fijo que resulta en diferentes esquemas de control entre las fases. La ventaja de este control es que todas las corrientes vuelven a su fase en régimen permanente después de la transición para que la siguiente transición pueda empezar muy pronto, lo que es muy favorable para la aplicación de seguimiento de tensión multinivel. Además, el control es independiente de la carga y no es afectado por corrientes de fase desbalanceadas. Al igual que en la primera arquitectura, hay una etapa lineal con la misma función, conectada en serie con el convertidor reductor multifase. Dado que tanto el régimen permanente como el estado de transición del convertidor no están fuertemente relacionados con la frecuencia de conmutación, la frecuencia de conmutación puede ser reducida para el alto ancho de banda de la evolvente, la cual es la principal consideración de esta arquitectura. La optimización de la segunda arquitectura para más alto anchos de banda de la evolvente es presentada incluyendo el diseño del filtro de salida, la frecuencia de conmutación y el número de fases. El área de diseño del filtro está restringido por la transición rápida y el mínimo pulso del hardware. La rápida transición necesita un filtro pequeño pero la limitación del pulso mínimo del hardware lleva el diseño en el sentido contrario. La frecuencia de conmutación del convertidor afecta principalmente a la limitación del mínimo pulso y a las pérdidas de potencia. Con una menor frecuencia de conmutación, el ancho de pulso en la transición es más pequeño. El número de fases relativo a la aplicación específica puede ser optimizado en términos de la eficiencia global. Otro aspecto de la optimización es mejorar la estrategia de control. La transición permite seguir algunas partes de la evolvente que son más rápidas de lo que el hardware puede soportar al precio de complejidad. El nuevo método de sincronización de la transición incrementa la frecuencia de la transición, permitiendo que la tensión multinivel esté más cerca de la evolvente. Ambas estrategias permiten que el convertidor pueda seguir una evolvente con un ancho de banda más alto que la limitación de la etapa de potencia. El modelo de pérdidas del amplificador de evolvente se ha detallado y validado mediante medidas. El mecanismo de pérdidas de potencia del convertidor reductor tiene que incluir las transiciones en tiempo real, lo cual es diferente del clásico modelos de pérdidas de un convertidor reductor síncrono. Este modelo estima la eficiencia del sistema y juega un papel muy importante en el proceso de optimización. Finalmente, la segunda arquitectura del amplificador de evolvente se integra con el amplificador de clase F. La medida del sistema EER prueba el ahorro de energía con el amplificador de evolvente propuesto sin perjudicar la linealidad del sistema. ABSTRACT The requirement of delivering high data rates in modern wireless communication systems results in complex modulated RF signals with wide bandwidth and high peak-to-average ratio (PAPR). In order to guarantee the linearity performance, the conventional linear power amplifiers typically work at 4 to 10 dB back-off from the maximum output power, leading to low system efficiency. The envelope elimination and restoration (EER) and envelope tracking (ET) are two promising techniques to overcome the efficiency problem. In both EER and ET, it is challenging to design efficient envelope amplifier for wide bandwidth and high PAPR RF signals. An usual approach for envelope amplifier includes a high-efficiency switching power converter operating at a frequency higher than the RF signal's bandwidth. In this case, the power loss of converter caused by high switching operation becomes unbearable for system efficiency when signal bandwidth is very wide. The solution of this problem is the focus of this dissertation that presents two architectures of envelope amplifier: a hybrid series converter with slow-envelope technique and a multilevel converter based on a multiphase buck converter with the minimum time control. In the first architecture, a hybrid topology is composed of a switched buck converter and a linear regulator in series that work together to adjust the output voltage to track the envelope with accuracy. A slow envelope generation algorithm yields a waveform with limited slew rate that is lower than the maximum slew rate of the original envelope. The buck converter's output follows this waveform instead of the original envelope using lower switching frequency, because the waveform has not only reduced slew rate but also reduced bandwidth. In this way, the linear regulator used to filter the waveform has additional power loss. Depending on how much reduction of the slew rate of envelope in order to obtain that waveform, there is a trade-off between the power loss of buck converter related to the switching frequency and the power loss of linear regulator. The optimal point referring to the lowest total power loss of this envelope amplifier is identified with the help of a precise power loss model that is a combination of behavioral and analytic loss model. In addition, the output filter's effect on the response is analyzed. An extra parallel damping filter is needed to eliminate the resonant oscillation of output filter L and C, because the buck converter operates in open loop. The second architecture is a multilevel voltage tracking envelope amplifier. Unlike the converters using multi-sources, a multiphase buck converter is employed to generate the multilevel voltage. In the steady state, the buck converter operates at complete ripple cancellation points of duty cycle. The number of the voltage levels is equal to the number of phases according the characteristics of interleaved buck converter. In the transition, a minimum time control (MTC) for multiphase converter is originally proposed and developed for changing the output voltage of buck converter between different levels. As opposed to conventional minimum time control for multiphase converter with equivalent inductance, the proposed MTC considers the current ripple of each phase based on the fixed phase shift resulting in different control schemes among the phases. The advantage of this control is that all the phase current return to the steady state after the transition so that the next transition can be triggered very soon, which is very favorable for the application of multilevel voltage tracking. Besides, the control is independent on the load condition and not affected by the unbalance of phase current. Like the first architecture, there is also a linear stage with the same function, connected in series with the multiphase buck converter. Since both steady state and transition state of the converter are not strongly related to the switching frequency, it can be reduced for wide bandwidth envelope which is the main consideration of this architecture. The optimization of the second architecture for wider bandwidth envelope is presented including the output filter design, switching frequency and the number of phases. The filter design area is restrained by fast transition and the minimum pulse of hardware. The fast transition needs small filter but the minimum pulse of hardware limitation pushes the filter in opposite way. The converter switching frequency mainly affects the minimum pulse limitation and the power loss. With lower switching frequency, the pulse width in the transition is smaller. The number of phases related to specific application can be optimized in terms of overall efficiency. Another aspect of optimization is improving control strategy. Transition shift allows tracking some parts of envelope that are faster than the hardware can support at the price of complexity. The new transition synchronization method increases the frequency of transition, allowing the multilevel voltage to be closer to the envelope. Both control strategies push the converter to track wider bandwidth envelope than the limitation of power stage. The power loss model of envelope amplifier is detailed and validated by measurements. The power loss mechanism of buck converter has to include the transitions in real time operation, which is different from classical power loss model of synchronous buck converter. This model estimates the system efficiency and play a very important role in optimization process. Finally, the second envelope amplifier architecture is integrated with a Class F amplifier. EER system measurement proves the power saving with the proposed envelope amplifier without disrupting the linearity performance.

Active Learning and Dynamic Pricing Policies

In this paper, we address the problem of dynamic pricing to optimize the revenue coming from the sales of a limited inventory in a finite time-horizon. A priori, the demand is assumed to be unknown. The seller must learn on the fly. We first deal with the simplest case, involving only one class of product for sale. Furthermore the general situation is considered with a finite number of product classes for sale. In particular, a case in point is the sale of tickets for events related to culture and leisure; in this case, typically the tickets are sold months before the event, thus, uncertainty over actual demand levels is a very a common occurrence. We propose a heuristic strategy of adaptive dynamic pricing, based on experience gained from the past, taking into account, for each time period, the available inventory, the time remaining to reach the horizon, and the profit made in previous periods. In the computational simulations performed, the demand is updated dynamically based on the prices being offered, as well as on the remaining time and inventory. The simulations show a significant profit over the fixed-price strategy, confirming the practical usefulness of the proposed strategy. We develop a tool allowing us to test different dynamic pricing strategies designed to fit market conditions and seller s objectives, which will facilitate data analysis and decision-making in the face of the problem of dynamic pricing.

How varies optimal welfare pricing with income distribution? The case of the untolled alternative.

In some countries, such as Spain, it is very common that in the same corridor there are two roads with the same origin and destination but with some differences. The most important contrast is that one is a toll highway which offers a better quality than the parallel road in exchange of a price. The users decide if the price of the toll is worth to pay for the advantages offered. This problem is known as the untolled alternative and it has been largely studied in the academic literature, particularly related to economic efficiency and the optimal welfare toll. However, there is a gap in the literature academic regarding how it affects income distribution to the optimal toll. The main objective of the paper is to fill this gap. In this paper a theoretical model in order to obtain the optimal welfare price in a toll highway that competes for capturing the traffic with a conventional road is developed. This model is done for non-usual users who decide over the expectation of free flow conditions. This model is finally applied to the variables we want to focus on: average value of travel time (VTT) which is strongly related with income, dispersion of this VTT and traffic levels, from free flow to congestion. Derived from the results, we conclude that the higher the average VTT the higher the optimal price, the higher the dispersion of this VTT the lower the optimal price and finally, the more the traffic the higher the optimal toll.

Evaluating the equity effects of road-pricing in the European urban context - The Madrid Metropolitan Area

The paper identifies the potential spatial and social impacts of a proposed road-pricing scheme for different social groups in the Madrid Metropolitan Area (MMA). We appraise the accessibility of different districts within the MMA in terms of the actual and perceived cost of using the road infrastructure ‘before’ and ‘after’ implementation of the scheme. The appraisal framework was developed using quantitative survey data and qualitative focus group discussions with residents. We then simulated user behaviours (mode and route choice) based on the empirical evidence from a travel demand model for the MMA. The results from our simulation model demonstrated that implementation of the toll on the orbital metropolitan motorways (M40, M30, for example) decreases accessibility mostly in the districts where there are no viable public transport alternatives. Our specific study finding is that the economic burden of the road-pricing scheme particularly affects unskilled and lower income individuals living in the south of the MMA. The focus groups confirmed that low income drivers in the south part of the MMA would reduce their use of tolled roads and have to find new arrangements for these trips: i.e. switch to public transport, spend double the time travelling or stay at home. More generally, our research finds that European transport planners are still a long way from recognising the social equity implications of their policy decisions and that more thorough social appraisals are needed to avoid the social exclusion of low income populations when road tolling is proposed.