On equilibrium prices in continuous time

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.

A Modular and digitally programmable interface based on band-pass sigma-delta modulator for mixed-signal systems-on-chip

The focus of this thesis is to discuss the development and modeling of an interface architecture to be employed for interfacing analog signals in mixed-signal SOC. We claim that the approach that is going to be presented is able to achieve wide frequency range, and covers a large range of applications with constant performance, allied to digital configuration compatibility. Our primary assumptions are to use a fixed analog block and to promote application configurability in the digital domain, which leads to a mixed-signal interface. The use of a fixed analog block avoids the performance loss common to configurable analog blocks. The usage of configurability on the digital domain makes possible the use of all existing tools for high level design, simulation and synthesis to implement the target application, with very good performance prediction. The proposed approach utilizes the concept of frequency translation (mixing) of the input signal followed by its conversion to the ΣΔ domain, which makes possible the use of a fairly constant analog block, and also, a uniform treatment of input signal from DC to high frequencies. The programmability is performed in the ΣΔ digital domain where performance can be closely achieved according to application specification. The interface performance theoretical and simulation model are developed for design space exploration and for physical design support. Two prototypes are built and characterized to validate the proposed model and to implement some application examples. The usage of this interface as a multi-band parametric ADC and as a two channels analog multiplier and adder are shown. The multi-channel analog interface architecture is also presented. The characterization measurements support the main advantages of the approach proposed.

Continuous-time and discrete-time sliding mode control accomplished using a computer

A computer-based sliding mode control (SMC) is analysed. The control law is accomplished using a computer and A/D and D/A converters. Two SMC designs are presented. The first one is a continuous-time conventional SMC design, with a variable structure law, which does not take into consideration the sampling period. The second one is a discrete-time SMC design, with a smooth sliding law, which does not have a structure variable and takes into consideration the sampling period. Both techniques are applied to control an inverted pendulum system. The performance of both the continuous-time and discrete-time controllers are compared. Simulations and experimental results are shown and the effectiveness of the proposed techniques is analysed.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nonsmooth continuous-time optimization problems: Necessary conditions

We consider Lipschitz continuous-time nonlinear optimization problems and provide first-order necessary optimality conditions of both Fritz John and Karush-Kuhn-Tucker types. (C) 2001 Elsevier B.V. Ltd. All rights reserved.

Nonsmooth continuous-time optimization problems: Sufficient conditions

We discuss sufficient conditions of optimality for nonsmooth continuous-time nonlinear optimization problems under generalized convexity assumptions. These include both first-order and second-order criteria. (C) 1998 Academic Press.

Comments, with reply on 'Continuous time relay-controlled model reference adaptive-system' by A. Abdulkareem and R. Nagarajam

An adaptive scheme is shown by the authors of the above paper (ibid. vol. 71, no. 2, pp. 275-276, Feb. 1983) for continuous time model reference adaptive systems (MRAS), where relays replace the usual multipliers in the existing MRAS. The commenter shows an error in the analysis of the hyperstability of the scheme, such that the validity of this configuration becomes an open question.

A note on KKT-invexity in nonsmooth continuous-time optimization

We introduce the notion of KKT-inverity for nonsmooth continuous-time nonlinear optimization problems and prove that this notion is a necessary and sufficient condition for every KKT solution to be a global optimal solution.

Gamma Sigma Delta Reception

What a pleasure it is to be here today as we recognize outstanding scholarship. Like everyone here, I want to congratulate each of your students being recognized today for your scholastic accomplishments. I want you to know we are happy you’ve chosen to study with us in the College of Human Resources and Family Sciences, the Department of Biological Systems Engineering, and the College of Agricultural Sciences and Natural Resources.

Gamma Sigma Delta Reception

“Teachers open the door, but you must enter by yourself.” I think of that old Chinese proverb today as we celebrate outstanding scholarship. I know our extremely talented and dedicated faculty, of whom I am especially proud, do a tremendous job of opening doors for those students who study with us in our classes in the College of Agricultural Sciences and Natural Resources and the College of Human Resources and Family Sciences here at the University of Nebraska – Lincoln. Today we also are very proud of and for each of you students being recognized for your scholastic accomplishments.

Presentation Remarks: Gamma Sigma Delta Award of Merit

I am really pleased to have this opportunity to present the 2008 Gamma Sigma Delta Award of Merit to Alan Baquet. Being here to say "Congratulations, Alan," is a special treat for me - and I do say, "Congratulations, Alan." You are very deserving of this honor.

Sigma Delta frequency synthesizer for DVB-SH

Programa de doctorado: Ingeniería de telecomunicación avanzada.

Implementazione di un modulatore sigma-delta digitale per la sintesi di segnali pwm ad alta fedelta.

La modulazione a durata d'impulso (PWM) è utilizzata soprattutto perchè permette di ottenere alta efficenza energetica. In ambito accademico è stato proposto un modulatore PWM che sfrutta la tecnica di noise shaping, Sigma Delta, per avere elevata fedeltà. Il lavoro di questa tesi è stato l'implementazione su FPGA del modulatore Sigma DeltaDigitale utilizzato: quarto ordine, con quantizzatore a 4 bit e SNR in banda di 60 dB. Il dimensionamento è stato fatto determinando l'effetto che la lunghezza delle parole dei segnali ha sul rumore prodotto dal sistema. Questo studio è stato svolto con analisi euristiche ed algoritmi di ricerca implementati in ambiente MATLAB. Lo studio fatto è di carattere generale ed estendibile a generiche architetture Sigma Delta.