Enhanced detection-guided NLMS estimation of sparse FIR-modeled signal channels

In various signal-channel-estimation problems, the channel being estimated may be well approximated by a discrete finite impulse response (FIR) model with sparsely separated active or nonzero taps. A common approach to estimating such channels involves a discrete normalized least-mean-square (NLMS) adaptive FIR filter, every tap of which is adapted at each sample interval. Such an approach suffers from slow convergence rates and poor tracking when the required FIR filter is "long." Recently, NLMS-based algorithms have been proposed that employ least-squares-based structural detection techniques to exploit possible sparse channel structure and subsequently provide improved estimation performance. However, these algorithms perform poorly when there is a large dynamic range amongst the active taps. In this paper, we propose two modifications to the previous algorithms, which essentially remove this limitation. The modifications also significantly improve the applicability of the detection technique to structurally time varying channels. Importantly, for sparse channels, the computational cost of the newly proposed detection-guided NLMS estimator is only marginally greater than that of the standard NLMS estimator. Simulations demonstrate the favourable performance of the newly proposed algorithm. © 2006 IEEE.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

100-Gb/s point-to-point solutions for long-reach passive optical networks in sparse rural and urban areas

Long reach-passive optical networks (LR-PON) are being proposed as a means of enabling ubiquitous fiber-to-the-home (FTTH) by massive sharing of network resources and therefore reducing per customer costs to affordable levels. In this paper, we analyze the chain solutions for LR-PON deployment in urban and rural areas at 100-Gb/s point-to-point transmission using dual polarization-quaternary phase shift-keying (DP-QPSK) modulation. The numerical analysis shows that with appropriate finite impulse response (FIR) filter designs, 100-Gb/s transmission can be achieved with at least 512 way split and up to 160 km total distance, which is sufficient for many of the optical paths in a practical situation, for point-to-point link from one LR-PON to another LR-PON through the optical switch at the metro nodes and across a core light path through the core network without regeneration.

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.

Asynchronus design for improved EMC behavior of ICs

International audience

Dynamic characterisation of four nine-story large-panel R.C. buildings in Bishkek (Kyrgyzstan): A comparison between experimental ambient vibration analysis and numerical finite element modeling

With the outlook of improving seismic vulnerability assessment for the city of Bishkek (Kyrgyzstan), the global dynamic behaviour of four nine-storey r.c. large-panel buildings in elastic regime is studied. The four buildings were built during the Soviet era within a serial production system. Since they all belong to the same series, they have very similar geometries both in plan and in height. Firstly, ambient vibration measurements are performed in the four buildings. The data analysis composed of discrete Fourier transform, modal analysis (frequency domain decomposition) and deconvolution interferometry, yields the modal characteristics and an estimate of the linear impulse response function for the structures of the four buildings. Then, finite element models are set up for all four buildings and the results of the numerical modal analysis are compared with the experimental ones. The numerical models are finally calibrated considering the first three global modes and their results match the experimental ones with an error of less then 20%.

Disseny d'un sistema de filtrat d'àudio

Tant el medi transmissor com els equips d'enregistrament o reproducció de so introdueixen components de soroll d'alta freqüència als senyals. En aquest treball de final de carrera (TFC), s'ha dissenyat i implementat un sistema de filtrat d'àudio encaminat a filtrar aquestes components d'alta freqüència. Donat que l'oïda humana no pot percebre sons de més de 20 kHz, s'ha considerat aquest límit com a freqüència màxima a mantenir en la senyal.S'ha començat estudiant el senyal problema a través del seu espectre de freqüències simulat mitjançant la transformada discreta de Fourier (DFT, en anglès). Una vegada identificades les components d'alta freqüència a atenuar, s'han estudiat les diferents opcions de filtre passabaix.Inicialment, s'ha valorat la possibilitat del disseny de filtres analògics de Butterworth o Chebyshev, o de filtres digitals de tipus IIR (Infinite Impulse Response) basats en els primers. Tanmateix, malgrat assolir les especificacions en magnitud, mitjançant aquest filtres no s'obté una fase lineal en la banda de pas. Per això, s'ha realitzat un disseny de filtre digital tipus FIR (Finite Infinite Response) que compleix estrictament amb les especificacions i presenta una fase lineal en la banda de pas. S'ha simulat el comportament d'aquest filtre amb el senyal problema per tal d'assegurar el seu correcte funcionament.A continuació, s'ha implementat aquest últim disseny en llenguatge C i compilat per un microcontrolador de l'empresa Microchip. S'han realitzat proves de simulació mitjançant Stimulus del programa MPLAB. En definitiva, s'ha dissenyat un filtre passabaix de tipus FIR per acondicionar una senyal d'àudio que posteriorment s'ha implementat en un microcontrolador de Microchip.

Factor models, VARMA processes and parameter instability with applications in macroeconomics

Avec les avancements de la technologie de l'information, les données temporelles économiques et financières sont de plus en plus disponibles. Par contre, si les techniques standard de l'analyse des séries temporelles sont utilisées, une grande quantité d'information est accompagnée du problème de dimensionnalité. Puisque la majorité des séries d'intérêt sont hautement corrélées, leur dimension peut être réduite en utilisant l'analyse factorielle. Cette technique est de plus en plus populaire en sciences économiques depuis les années 90. Étant donnée la disponibilité des données et des avancements computationnels, plusieurs nouvelles questions se posent. Quels sont les effets et la transmission des chocs structurels dans un environnement riche en données? Est-ce que l'information contenue dans un grand ensemble d'indicateurs économiques peut aider à mieux identifier les chocs de politique monétaire, à l'égard des problèmes rencontrés dans les applications utilisant des modèles standards? Peut-on identifier les chocs financiers et mesurer leurs effets sur l'économie réelle? Peut-on améliorer la méthode factorielle existante et y incorporer une autre technique de réduction de dimension comme l'analyse VARMA? Est-ce que cela produit de meilleures prévisions des grands agrégats macroéconomiques et aide au niveau de l'analyse par fonctions de réponse impulsionnelles? Finalement, est-ce qu'on peut appliquer l'analyse factorielle au niveau des paramètres aléatoires? Par exemple, est-ce qu'il existe seulement un petit nombre de sources de l'instabilité temporelle des coefficients dans les modèles macroéconomiques empiriques? Ma thèse, en utilisant l'analyse factorielle structurelle et la modélisation VARMA, répond à ces questions à travers cinq articles. Les deux premiers chapitres étudient les effets des chocs monétaire et financier dans un environnement riche en données. Le troisième article propose une nouvelle méthode en combinant les modèles à facteurs et VARMA. Cette approche est appliquée dans le quatrième article pour mesurer les effets des chocs de crédit au Canada. La contribution du dernier chapitre est d'imposer la structure à facteurs sur les paramètres variant dans le temps et de montrer qu'il existe un petit nombre de sources de cette instabilité. Le premier article analyse la transmission de la politique monétaire au Canada en utilisant le modèle vectoriel autorégressif augmenté par facteurs (FAVAR). Les études antérieures basées sur les modèles VAR ont trouvé plusieurs anomalies empiriques suite à un choc de la politique monétaire. Nous estimons le modèle FAVAR en utilisant un grand nombre de séries macroéconomiques mensuelles et trimestrielles. Nous trouvons que l'information contenue dans les facteurs est importante pour bien identifier la transmission de la politique monétaire et elle aide à corriger les anomalies empiriques standards. Finalement, le cadre d'analyse FAVAR permet d'obtenir les fonctions de réponse impulsionnelles pour tous les indicateurs dans l'ensemble de données, produisant ainsi l'analyse la plus complète à ce jour des effets de la politique monétaire au Canada. Motivée par la dernière crise économique, la recherche sur le rôle du secteur financier a repris de l'importance. Dans le deuxième article nous examinons les effets et la propagation des chocs de crédit sur l'économie réelle en utilisant un grand ensemble d'indicateurs économiques et financiers dans le cadre d'un modèle à facteurs structurel. Nous trouvons qu'un choc de crédit augmente immédiatement les diffusions de crédit (credit spreads), diminue la valeur des bons de Trésor et cause une récession. Ces chocs ont un effet important sur des mesures d'activité réelle, indices de prix, indicateurs avancés et financiers. Contrairement aux autres études, notre procédure d'identification du choc structurel ne requiert pas de restrictions temporelles entre facteurs financiers et macroéconomiques. De plus, elle donne une interprétation des facteurs sans restreindre l'estimation de ceux-ci. Dans le troisième article nous étudions la relation entre les représentations VARMA et factorielle des processus vectoriels stochastiques, et proposons une nouvelle classe de modèles VARMA augmentés par facteurs (FAVARMA). Notre point de départ est de constater qu'en général les séries multivariées et facteurs associés ne peuvent simultanément suivre un processus VAR d'ordre fini. Nous montrons que le processus dynamique des facteurs, extraits comme combinaison linéaire des variables observées, est en général un VARMA et non pas un VAR comme c'est supposé ailleurs dans la littérature. Deuxièmement, nous montrons que même si les facteurs suivent un VAR d'ordre fini, cela implique une représentation VARMA pour les séries observées. Alors, nous proposons le cadre d'analyse FAVARMA combinant ces deux méthodes de réduction du nombre de paramètres. Le modèle est appliqué dans deux exercices de prévision en utilisant des données américaines et canadiennes de Boivin, Giannoni et Stevanovic (2010, 2009) respectivement. Les résultats montrent que la partie VARMA aide à mieux prévoir les importants agrégats macroéconomiques relativement aux modèles standards. Finalement, nous estimons les effets de choc monétaire en utilisant les données et le schéma d'identification de Bernanke, Boivin et Eliasz (2005). Notre modèle FAVARMA(2,1) avec six facteurs donne les résultats cohérents et précis des effets et de la transmission monétaire aux États-Unis. Contrairement au modèle FAVAR employé dans l'étude ultérieure où 510 coefficients VAR devaient être estimés, nous produisons les résultats semblables avec seulement 84 paramètres du processus dynamique des facteurs. L'objectif du quatrième article est d'identifier et mesurer les effets des chocs de crédit au Canada dans un environnement riche en données et en utilisant le modèle FAVARMA structurel. Dans le cadre théorique de l'accélérateur financier développé par Bernanke, Gertler et Gilchrist (1999), nous approximons la prime de financement extérieur par les credit spreads. D'un côté, nous trouvons qu'une augmentation non-anticipée de la prime de financement extérieur aux États-Unis génère une récession significative et persistante au Canada, accompagnée d'une hausse immédiate des credit spreads et taux d'intérêt canadiens. La composante commune semble capturer les dimensions importantes des fluctuations cycliques de l'économie canadienne. L'analyse par décomposition de la variance révèle que ce choc de crédit a un effet important sur différents secteurs d'activité réelle, indices de prix, indicateurs avancés et credit spreads. De l'autre côté, une hausse inattendue de la prime canadienne de financement extérieur ne cause pas d'effet significatif au Canada. Nous montrons que les effets des chocs de crédit au Canada sont essentiellement causés par les conditions globales, approximées ici par le marché américain. Finalement, étant donnée la procédure d'identification des chocs structurels, nous trouvons des facteurs interprétables économiquement. Le comportement des agents et de l'environnement économiques peut varier à travers le temps (ex. changements de stratégies de la politique monétaire, volatilité de chocs) induisant de l'instabilité des paramètres dans les modèles en forme réduite. Les modèles à paramètres variant dans le temps (TVP) standards supposent traditionnellement les processus stochastiques indépendants pour tous les TVPs. Dans cet article nous montrons que le nombre de sources de variabilité temporelle des coefficients est probablement très petit, et nous produisons la première évidence empirique connue dans les modèles macroéconomiques empiriques. L'approche Factor-TVP, proposée dans Stevanovic (2010), est appliquée dans le cadre d'un modèle VAR standard avec coefficients aléatoires (TVP-VAR). Nous trouvons qu'un seul facteur explique la majorité de la variabilité des coefficients VAR, tandis que les paramètres de la volatilité des chocs varient d'une façon indépendante. Le facteur commun est positivement corrélé avec le taux de chômage. La même analyse est faite avec les données incluant la récente crise financière. La procédure suggère maintenant deux facteurs et le comportement des coefficients présente un changement important depuis 2007. Finalement, la méthode est appliquée à un modèle TVP-FAVAR. Nous trouvons que seulement 5 facteurs dynamiques gouvernent l'instabilité temporelle dans presque 700 coefficients.

Fiscal policy in Brazil: from counter-cyclical response to crisis

The main goal of this article is to identify the dynamic effects of fiscal policy on output in Brazil from 1997 to 2014, and, more specifically, to estimate those effects when the output falls below its potential level. To do so, we estimate VAR (vector autoregressive) models to generate impulse-response functions and causality/endogeneity tests. Our most remarkable results indicate the following channel of economic policy in Brazil: to foster output, government spending increases causing increases in both tax rates and revenue and the short-term interest rate. A fiscal stimulus via spending seems efficient for economic performance as well as monetary policy; however, the latter operates pro-cyclically in the way we defined here, while the former is predominantly countercyclical. As the monetary shock had a negative effect on GDP growth and GDP growth responded positively to the fiscal shock, it seems that the economic policy has given poise to growth with one hand and taken it with the other one. The monetary policy is only reacting to the fiscal stimuli. We were not able to find any statistically significant response of the output to tax changes, but vice versa seems work in the Brazilian case.

Migração usando equação da onda unidirecional de abertura arbitrária

Neste trabalho avaliamos uma classe de operadores de continuação de campos de onda, baseados em equações unidirecionais e com aplicação direta à migração sísmica. O método de representação de equações de onda unidirecionais, desenvolvido neste trabalho, é válido para abertura angular arbitrária, baseia-se no conceito de rigidez de um semiespaço, na transformação Dirichlet-Neumann e em sua discretização por elementos finitos. O método de construção dos operadores de continuação requer a introdução de variáveis auxiliares cujo número cresce em função da maior abertura angular desejada para o operador. Efetuamos a implementação no domínio do espaço e da frequência o que permite sua imediata paralelização. Baseados em experimentos numéricos, que avaliam a relação de dispersão e a resposta ao impulso do operador, propomos prescrições que permitem especificar o número de variáveis auxiliares e o passo de continuação para o operador de migração. A aplicação do algoritmo nos dados do modelo de domo salino da SEG-EAGE demonstra a capacidade do algoritmo em migrar refletores com forte mergulho em meios com forte variação lateral de velocidade.

Migração FD 3D em profundidade usando aproximação de Padé complexa

A implementação convencional do método de migração por diferenças finitas 3D, usa a técnica de splitting inline e crossline para melhorar a eficiência computacional deste algoritmo. Esta abordagem torna o algoritmo eficiente computacionalmente, porém cria anisotropia numérica. Esta anisotropia numérica por sua vez, pode levar a falsos posicionamentos de refletores inclinados, especialmente refletores com grandes ângulos de mergulho. Neste trabalho, como objetivo de evitar o surgimento da anisotropia numérica, implementamos o operador de extrapolação do campo de onda para baixo sem usar a técnica splitting inline e crossline no domínio frequência-espaço via método de diferenças finitas implícito, usando a aproximação de Padé complexa. Comparamos a performance do algoritmo iterativo Bi-gradiente conjugado estabilizado (Bi-CGSTAB) com o multifrontal massively parallel solver (MUMPS) para resolver o sistema linear oriundo do método de migração por diferenças finitas. Verifica-se que usando a expansão de Padé complexa ao invés da expansão de Padé real, o algoritmo iterativo Bi-CGSTAB fica mais eficientes computacionalmente, ou seja, a expansão de Padé complexa atua como um precondicionador para este algoritmo iterativo. Como consequência, o algoritmo iterativo Bi-CGSTAB é bem mais eficiente computacionalmente que o MUMPS para resolver o sistema linear quando usado apenas um termo da expansão de Padé complexa. Para aproximações de grandes ângulos, métodos diretos são necessários. Para validar e avaliar as propriedades desses algoritmos de migração, usamos o modelo de sal SEG/EAGE para calcular a sua resposta ao impulso.

Migração FFD 3D em profundidade usando aproximação de Padé complexa

Implementações dos métodos de migração diferença finita e Fourier (FFD) usam fatoração direcional para acelerar a performance e economizar custo computacional. Entretanto essa técnica introduz anisotropia numérica que podem erroneamente posicionar os refletores em mergulho ao longo das direções em que o não foi aplicado a fatoração no operador de migração. Implementamos a migração FFD 3D, sem usar a técnica do fatoração direcional, no domínio da frequência usando aproximação de Padé complexa. Essa aproximação elimina a anisotropia numérica ao preço de maior custo computacional buscando a solução do campo de onda para um sistema linear de banda larga. Experimentos numéricos, tanto no modelo homogêneo e heterogêneo, mostram que a técnica da fatoração direcional produz notáveis erros de posicionamento dos refletores em meios com forte variação lateral de velocidade. Comparamos a performance de resolução do algoritmo de FFD usando o método iterativo gradiente biconjugado estabilizado (BICGSTAB) e o multifrontal massively parallel direct solver (MUMPS). Mostrando que a aproximação de Padé complexa é um eficiente precondicionador para o BICGSTAB, reduzindo o número de iterações em relação a aproximação de Padé real. O método iterativo BICGSTAB é mais eficiente que o método direto MUMPS, quando usamos apenas um termo da expansão de Padé complexa. Para maior ângulo de abertura do operador, mais termos da série são requeridos no operador de migração, e neste caso, a performance do método direto é mais eficiente. A validação do algoritmo e as propriedades da evolução computacional foram avaliadas para a resposta ao impulso do modelo de sal SEG/EAGE.

A new method for the estimation of the reverberation time from measured room impulse responses with application to Italian opera houses

The Schroeder's backward integration method is the most used method to extract the decay curve of an acoustic impulse response and to calculate the reverberation time from this curve. In the literature the limits and the possible improvements of this method are widely discussed. In this work a new method is proposed for the evaluation of the energy decay curve. The new method has been implemented in a Matlab toolbox. Its performance has been tested versus the most accredited literature method. The values of EDT and reverberation time extracted from the energy decay curves calculated with both methods have been compared in terms of the values themselves and in terms of their statistical representativeness. The main case study consists of nine Italian historical theatres in which acoustical measurements were performed. The comparison of the two extraction methods has also been applied to a critical case, i.e. the structural impulse responses of some building elements. The comparison underlines that both methods return a comparable value of the T30. Decreasing the range of evaluation, they reveal increasing differences; in particular, the main differences are in the first part of the decay, where the EDT is evaluated. This is a consequence of the fact that the new method returns a “locally" defined energy decay curve, whereas the Schroeder's method accumulates energy from the tail to the beginning of the impulse response. Another characteristic of the new method for the energy decay extraction curve is its independence on the background noise estimation. Finally, a statistical analysis is performed on the T30 and EDT values calculated from the impulse responses measurements in the Italian historical theatres. The aim of this evaluation is to know whether a subset of measurements could be considered representative for a complete characterization of these opera houses.

Graphics Processor Unit Based Parallelization of Optimized Baseline Wander Filtering Algorithms for Long-term Electrocardiography

Long-term electrocardiogram (ECG) often suffers from relevant noise. Baseline wander in particular is pronounced in ECG recordings using dry or esophageal electrodes, which are dedicated for prolonged registration. While analog high-pass filters introduce phase distortions, reliable offline filtering of the baseline wander implies a computational burden that has to be put in relation to the increase in signal-to-baseline ratio (SBR). Here we present a graphics processor unit (GPU) based parallelization method to speed up offline baseline wander filter algorithms, namely the wavelet, finite, and infinite impulse response, moving mean, and moving median filter. Individual filter parameters were optimized with respect to the SBR increase based on ECGs from the Physionet database superimposed to auto-regressive modeled, real baseline wander. A Monte-Carlo simulation showed that for low input SBR the moving median filter outperforms any other method but negatively affects ECG wave detection. In contrast, the infinite impulse response filter is preferred in case of high input SBR. However, the parallelized wavelet filter is processed 500 and 4 times faster than these two algorithms on the GPU, respectively, and offers superior baseline wander suppression in low SBR situations. Using a signal segment of 64 mega samples that is filtered as entire unit, wavelet filtering of a 7-day high-resolution ECG is computed within less than 3 seconds. Taking the high filtering speed into account, the GPU wavelet filter is the most efficient method to remove baseline wander present in long-term ECGs, with which computational burden can be strongly reduced.

The video head impulse test during post-rotatory nystagmus: physiology and clinical implications.

The aim of this study was to test the effects of a sustained nystagmus on the head impulse response of the vestibulo-ocular reflex (VOR) in healthy subjects. VOR gain (slow-phase eye velocity/head velocity) was measured using video head impulse test goggles. Acting as a surrogate for a spontaneous nystagmus (SN), a post-rotatory nystagmus (PRN) was elicited after a sustained, constant-velocity rotation, and then head impulses were applied. 'Raw' VOR gain, uncorrected for PRN, in healthy subjects in response to head impulses with peak velocities in the range of 150°/s-250°/s was significantly increased (as reflected in an increase in the slope of the gain versus head velocity relationship) after inducing PRN with slow phases of nystagmus of high intensity (>30°/s) in the same but not in the opposite direction as the slow-phase response induced by the head impulses. The values of VOR gain themselves, however, remained in the normal range with slow-phase velocities of PRN < 30°/s. Finally, quick phases of PRN were suppressed during the first 20-160 ms of a head impulse; the time frame of suppression depended on the direction of PRN but not on the duration of the head impulse. Our results in normal subjects suggest that VOR gains measured using head impulses may have to be corrected for any superimposed SN when the slow-phase velocity of nystagmus is relatively high and the peak velocity of the head movements is relatively low. The suppression of quick phases during head impulses may help to improve steady fixation during rapid head movements.