Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Recuperação de área degradada por construção de hidroelétrica com adubação verde e corretivo

As áreas de empréstimo em hidrelétricas são as áreas remanescentes da construção da fundação da barragem e podem ser consideradas áreas degradadas, pois delas foram retirados os horizontes superficiais do solo. Este trabalho teve como objetivo estudar a recuperação de um Latossolo Vermelho distrófico, degradado por construção civil (Usina Hidrelétrica de Ilha Solteira-SP), por meio de adubação verde e aplicação de calagem e gessagem. Os tratamentos constituíram-se de: testemunha (solo mobilizado e vegetação espontânea); mucuna-preta e guandu até 1994. Depois foram substituídos por feijão-de-porco; calcário + mucuna-preta; calcário + guandu até 1994. Nova substituição foi feita por feijão-de-porco; calcário + gesso + mucuna-preta e calcário + gesso + guandu até 1994. Outra substituição foi feita por feijão-de-porco. Esses tratamentos foram estabelecidos em blocos casualizados com quatro repetições: após quatro anos com os adubos verdes, um ano com milho, um ano com aveia-preta e dois anos com braquiária. Foram avaliados: pH, teores de Ca2+, Mg2+, P, K, capacidade de troca catiônica, saturação por bases e teor de matéria orgânica. Os tratamentos adotados estão recuperando os atributos químicos do solo degradado, e a mucuna-preta apresentou os melhores resultados, quando comparada ao guandu e feijão-de-porco. Os efeitos da recuperação dos atributos químicos do solo alcançaram a profundidade de 0,0-0,2 m. As técnicas adotadas para recuperação desses atributos químicos (adubação verde, calagem e gessagem) no primeiro ano atingiram a profundidade do solo de 0,0-0,1 m e, somente após cinco anos, de 0,0-0,2 m.

Um método para determinação de pontos de operação com diversidade em linha digital de assinante usando balanceamento de espectro e algoritmo evolucionário

Este trabalho apresenta um método para encontrar um conjunto de pontos de operação, os quais são ótimos de Pareto com diversidade, para linhas digitais de assinante (DSL - digital subscriber line). Em diversos trabalhos encontrados na literatura, têm sido propostos algoritmos para otimização da transmissão de dados em linhas DSL, que fornecem como resultado apenas um ponto de operação para os modems. Esses trabalhos utilizam, em geral, algoritmos de balanceamento de espectro para resolver um problema de alocação de potência, o que difere da abordagem apresentada neste trabalho. O método proposto, chamado de diverseSB , utiliza um processo híbrido composto de um algoritmo evolucionário multiobjetivo (MOEA - multi-objective evolutionary algorithm), mais precisamente, um algoritmo genético com ordenamento por não-dominância (NSGA-II - Non-Dominated Sorting Genetic Algorithm II), e usando ainda, um algoritmo de balanceamento de espectro. Os resultados obtidos por simulações mostram que, para uma dada diversidade, o custo computacional para determinar os pontos de operação com diversidade usando o algoritmo diverseSB proposto é muito menor que métodos de busca de “força bruta”. No método proposto, o NSGA-II executa chamadas ao algoritmo de balanceamento de espectro adotado, por isso, diversos testes envolvendo o mesmo número de chamadas ao algoritmo foram realizadas com o método diverseSB proposto e o método de busca por força bruta, onde os resultados obtidos pelo método diverseSB proposto foram bem superiores do que os resultados do método de busca por força bruta. Por exemplo, o método de força bruta realizando 1600 chamadas ao algoritmo de balanceamento de espectro, obtém um conjunto de pontos de operação com diversidade semelhante ao do método diverseSB proposto com 535 chamadas.

Otimização ecológica dos ciclos ar-padrão Otto e Diesel

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Cooperative Wireless Systems

This Ph.D. dissertation reports on the work performed at the Wireless Communication Laboratory - University of Bologna and National Research Council - as well as, for six months, at the Fraunhofer Institute for Integrated Circuit (IIS) in Nürnberg. The work of this thesis is in the area of wireless communications, especially with regards to cooperative communications aspects in narrow-band and ultra-wideband systems, cooperative links characterization, network geometry, power allocation techniques,and synchronization between nodes. The underpinning of this work is devoted to developing a general framework for design and analysis of wireless cooperative communication systems, which depends on propagation environment, transmission technique, diversity method, power allocation for various scenarios and relay positions. The optimal power allocation for minimizing the bit error probability at the destination is derived. In addition, a syncronization algorithm for master-slave communications is proposed with the aim of jointly compensate the clock drift and offset of wireless nodes composing the network.

Soft-decision equalization techniques for frequency selective MIMO channels

Multi-input multi-output (MIMO) technology is an emerging solution for high data rate wireless communications. We develop soft-decision based equalization techniques for frequency selective MIMO channels in the quest for low-complexity equalizers with BER performance competitive to that of ML sequence detection. We first propose soft decision equalization (SDE), and demonstrate that decision feedback equalization (DFE) based on soft-decisions, expressed via the posterior probabilities associated with feedback symbols, is able to outperform hard-decision DFE, with a low computational cost that is polynomial in the number of symbols to be recovered, and linear in the signal constellation size. Building upon the probabilistic data association (PDA) multiuser detector, we present two new MIMO equalization solutions to handle the distinctive channel memory. With their low complexity, simple implementations, and impressive near-optimum performance offered by iterative soft-decision processing, the proposed SDE methods are attractive candidates to deliver efficient reception solutions to practical high-capacity MIMO systems. Motivated by the need for low-complexity receiver processing, we further present an alternative low-complexity soft-decision equalization approach for frequency selective MIMO communication systems. With the help of iterative processing, two detection and estimation schemes based on second-order statistics are harmoniously put together to yield a two-part receiver structure: local multiuser detection (MUD) using soft-decision Probabilistic Data Association (PDA) detection, and dynamic noise-interference tracking using Kalman filtering. The proposed Kalman-PDA detector performs local MUD within a sub-block of the received data instead of over the entire data set, to reduce the computational load. At the same time, all the inter-ference affecting the local sub-block, including both multiple access and inter-symbol interference, is properly modeled as the state vector of a linear system, and dynamically tracked by Kalman filtering. Two types of Kalman filters are designed, both of which are able to track an finite impulse response (FIR) MIMO channel of any memory length. The overall algorithms enjoy low complexity that is only polynomial in the number of information-bearing bits to be detected, regardless of the data block size. Furthermore, we introduce two optional performance-enhancing techniques: cross- layer automatic repeat request (ARQ) for uncoded systems and code-aided method for coded systems. We take Kalman-PDA as an example, and show via simulations that both techniques can render error performance that is better than Kalman-PDA alone and competitive to sphere decoding. At last, we consider the case that channel state information (CSI) is not perfectly known to the receiver, and present an iterative channel estimation algorithm. Simulations show that the performance of SDE with channel estimation approaches that of SDE with perfect CSI.

Super-resolution properties of the Spherical Geodesic Waveguides using the perfect drain

Perfect drain for the Maxwell Fish Eye (MFE) is a nonmagnetic dissipative region placed in the focal point to absorb all the incident radiation without reflection or scattering. The perfect drain was recently designed as a material with complex permittivity ? that depends on frequency. However, this material is only a theoretical material, so it can not be used in practical devices. Recently, the perfect drain has been claimed as necessary to achieve super-resolution [Leonhard 2009, New J. Phys. 11 093040], which has increased the interest for practical perfect drains suitable for manufacturing. Here, we analyze the superresolution properties of a device equivalent to the MFE, known as Spherical Geodesic Waveguide (SGW), loaded with the perfect drain. In the SGW the source and drain are implemented with coaxial probes. The perfect drain is realized using a circuit (made of a resistance and a capacitor) connected to the drain coaxial probes. Superresolution analysis for this device is done in Comsol Multiphysics. The results of simulations predict the superresolution up to ? /3000 and optimum power transmission from the source to the drain.

Transmitter-side antennas correlation in SVD-assisted MIMO systems

MIMO techniques allow increasing wireless channel performance by decreasing the BER and increasing the channel throughput and in consequence are included in current mobile communication standards. MIMO techniques are based on benefiting the existence of multipath in wireless communications and the application of appropriate signal processing techniques. The singular value decomposition (SVD) is a popular signal processing technique which, based on the perfect channel state information (PCSI) knowledge at both the transmitter and receiver sides, removes inter-antenna interferences and improves channel performance. Nevertheless, the proximity of the multiple antennas at each front-end produces the so called antennas correlation effect due to the similarity of the various physical paths. In consequence, antennas correlation drops the MIMO channel performance. This investigation focuses on the analysis of a MIMO channel under transmitter-side antennas correlation conditions. First, antennas correlation is analyzed and characterized by the correlation coefficients. The analysis describes the relation between antennas correlation and the appearance of predominant layers which significantly affect the channel performance. Then, based on the SVD, pre- and post-processing is applied to remove inter-antenna interferences. Finally, bit- and power allocation strategies are applied to reach the best performance. The resulting BER reveals that antennas correlation effect diminishes the channel performance and that not necessarily all MIMO layers must be activated to obtain the best performance.

Modelo matemático homogéneo e isótropo para la operación y optimización de Sistemas CAES

La operación cíclica de carga y descarga del almacenamiento en los sistemas CAES induce variaciones de presión y temperatura del aire almacenado. Se requiere pues de modelos que predigan la magnitud de dichas actuaciones para lograr una óptima configuración de la planta de potencia. El modelo se deduce directamente de las ecuaciones de conservación de la masa y de la energía para un sistema homogéneo e isótropo. Es resuelto analítica, para ciertos casos límite de interés, y numéricamente. Se somete al modelo a un análisis de sensibilidad para la determinación de los parámetros característicos más influyentes que afectan a las actuaciones de presión y al volumen de almacenamiento requerido. Se observó que el flujo de calor a través del medio circundante al almacenamiento presenta una influencia sobre éste poco despreciable que debe tenerse en cuenta. Se comparan los casos para sistemas adiabáticos e isotermos para calibrar dicha desviación. Además, se esboza un modelo aproximado que describa el comportamiento del almacenamiento con un almacén térmico (AT) acoplado que regule las variaciones de la temperatura del aire inyectado. Abstract Cyclic charge and discharge operation in CAES systems induce pressure and temperatura fluctuations in the storaged air. It is then required a model that properly describes the magnitud of such fluctutions in order to achieve an optimum power plant configuration. This model is directly deduced from the general conservation principles: conservation of mass and energy, applied into homogeneous and isotropic systems. It was solved analytically for certain specific limiting cases of interest as well as numerically. The model was subjected to a sensibility analysis in order to determine the intrinsic parameters that affect the pressure fluctuations as well as the required storage volume the most. Furthermore it was observed that the heat flux through the sourrounding media of the storage has a non-negligible effect that must be taken into account. Adiabatic and isothermal cases are then compared to each other to determine such a deviation. What is more, it is given a general outline about the model which describes the behaviour of the storage coupled with a thermal storage system(TES) that regulates the inyected air temperature.

ADSL transceivers applying DSM and their nonstationary noise robustness

Dynamic spectrum management (DSM) comprises a new set of techniques for multiuser power allocation and/or detection in digital subscriber line (DSL) networks. At the Alcatel Research and Innovation Labs, we have recently developed a DSM test bed, which allows the performance of DSM algorithms to be evaluated in practice. With this test bed, we have evaluated the performance of a DSM level-1 algorithm known as iterative water-filling in an ADSL scenario. This paper describes the results of, on the one hand, the performance gains achieved with iterative water-filling, and, on the other hand, the nonstationary noise robustness of DSM-enabled ADSL modems. It will be shown that DSM trades off nonstationary noise robustness for performance improvements. A new bit swap procedure is then introduced to increase the noise robustness when applying DSM.

Simulation and control of a stepping motor

Open-loop operatlon of the stepping motor exploits the inherent advantages of the machine. For near optimum operation: in this mode, however, an accurate system model is required to facilitate controller design. Such a model must be comprehensive and take account of the non-linearities inherent in the system. The result is a complex formulation which can be made manageable with a computational aid. A digital simulation of a hybrid type stepping motor and its associated drive circuit is proposed. The simulation is based upon a block diagram model which includes reasonable approximations to the major non-linearities. The simulation is shown to yield accurate performance predictions. The determination of the transfer functions is based upon the consideration of the physical processes involved rather than upon direct input-outout measurements. The effects of eddy currents, saturation, hysteresis, drive circuit characteristics and non-linear torque displacement characteristics are considered and methods of determining transfer functions, which take account of these effects, are offered. The static torque displacement characteristic is considered in detail and a model is proposed which predicts static torque for any combination of phase currents and shaft position. Methods of predicting the characteristic directly from machine geometry are investigated. Drive circuit design for high efficiency operation is considered and a model of a bipolar, bilevel circuit is proposed. The transfers between stator voltage and stator current and between stator current and air gap flux are complicated by the effects of eddy currents, saturation and hysteresis. Frequency response methods, combined with average inductance measurements, are shown to yield reasonable transfer functions. The modelling procedure and subsequent digital simulation is concluded to be a powerful method of non-linear analysis.

42.6Gb/s RZ-ASK transmission over 2500km using quasi-lossless transmission spans

Here, for the first time, we experimentally demonstrate optical data transmission through such quasi-lossless fibre spans, which provide an entirely different nonlinear propagation regime to conventionally EDFA/Raman amplified systems. We demonstrate 42.6 Gb/s transmission over 2500 km of SMF-28 with an 82 km span length, and investigate the optimisation of the system in terms of launch power and nonlinear tolerance. Our results show the first ever data transmission experiment using an ultra-long Raman laser to provide quasi-lossless conditions in the transmission fibre. For a span length of 82 km we have shown 2500 km transmission over SMF-28 fibre at 42.6 Gb/s. Our quasi-lossless configuration had 6 dB lower optimum power and improved nonlinear tolerance compared with a conventional EDFA only system.

The effects of substrate water availability on the isolation and growth of fungi

The work reported in this thesis was carried out to contribute to the knowledge of the effects of substrate water availability or water activity (a ) on fungal growth parameters and its implications in the preparationw of materials susceptible to biodeterioration. Fungi were isolated from soils of different ecological sites at a range of substrate aw levels controlled by sodium chloride (NaCl). Three groups of fungi were isolated : firstly, those isolated only at high a (aw about 0.997).secondly, those isolated at high and decreasing aw (aw 0.997 to 0.85) and finally, those isolated at only decreased aw (aw O.95 to 0.80). From these isolations, test fungi were selected to study the effects of pH, temperature, exo-enzyme production and biocide efficacy at decreased aw levels, with glycerol and NaCl as a controlling solutes. The linear extension rates of the fungi increased at all test pH values near optimum a of growth. Test fungi of the Aspergillus glaucus group were found to be most resistant to low aw. Growth and survival of vegetative and fruiting bodies at elevated temperatures were enhanced with the addition of a controlling solutes. A. flavus, A. fumigatus displayed high heat resistance and A. amstelodami, A. versicolor and Penicillium citrinum displayed low heat resistance at high aw levels and vice versa at low aw levels. Amylase, lipase and protease activities were studied at lowered aw , using modifications of the test tube method of Raute11a and Cowling. Amylase and protease production in most xerophilic fungi ceased around 0.80 aw , but lipase production in some xerophilic fungi, including A. glatlcus fungi, was up to and including 0.70 aw with g1ycero1.

42.6Gb/s RZ-ASK transmission over 2500km using quasi-lossless transmission spans

Here, for the first time, we experimentally demonstrate optical data transmission through such quasi-lossless fibre spans, which provide an entirely different nonlinear propagation regime to conventionally EDFA/Raman amplified systems. We demonstrate 42.6 Gb/s transmission over 2500 km of SMF-28 with an 82 km span length, and investigate the optimisation of the system in terms of launch power and nonlinear tolerance. Our results show the first ever data transmission experiment using an ultra-long Raman laser to provide quasi-lossless conditions in the transmission fibre. For a span length of 82 km we have shown 2500 km transmission over SMF-28 fibre at 42.6 Gb/s. Our quasi-lossless configuration had 6 dB lower optimum power and improved nonlinear tolerance compared with a conventional EDFA only system.

Minimising total energy requirements in amplified links by optimising amplifier spacing

We investigate the energy optimization (minimization) for amplified links. We show that using the using a well-established analytic nonlinear signal-to-noise ratio noise model that for a simple amplifier model there are very clear, fiber independent, amplifier gains which minimize the total energy requirement. With a generalized amplifier model we establish the spacing for the optimum power per bit as well as the nonlinear limited optimum power. An amplifier spacing corresponding to 13 dB gain is shown to be a suitable compromise for practical amplifiers operating at the optimum nonlinear power. © 2014 Optical Society of America.