Interaction of additive and quantization noises in digital PLLs

Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.

Design of digital differentiators

A digital differentiator simply involves the derivation of an input signal. This work includes the presentation of first-degree and second-degree differentiators, which are designed as both infinite-impulse-response (IIR) filters and finite-impulse-response (FIR) filters. The proposed differentiators have low-pass magnitude response characteristics, thereby rejecting noise frequencies higher than the cut-off frequency. Both steady-state frequency-domain characteristics and Time-domain analyses are given for the proposed differentiators. It is shown that the proposed differentiators perform well when compared to previously proposed filters. When considering the time-domain characteristics of the differentiators, the processing of quantized signals proved especially enlightening, in terms of the filtering effects of the proposed differentiators. The coefficients of the proposed differentiators are obtained using an optimization algorithm, while the optimization objectives include magnitude and phase response. The low-pass characteristic of the proposed differentiators is achieved by minimizing the filter variance. The low-pass differentiators designed show the steep roll-off, as well as having highly accurate magnitude response in the pass-band. While having a history of over three hundred years, the design of fractional differentiator has become a ‘hot topic’ in recent decades. One challenging problem in this area is that there are many different definitions to describe the fractional model, such as the Riemann-Liouville and Caputo definitions. Through use of a feedback structure, based on the Riemann-Liouville definition. It is shown that the performance of the fractional differentiator can be improved in both the frequency-domain and time-domain. Two applications based on the proposed differentiators are described in the thesis. Specifically, the first of these involves the application of second degree differentiators in the estimation of the frequency components of a power system. The second example concerns for an image processing, edge detection application.

Equity trading volume and volatility: Latent information arrivals and common long-run dependencies

This article examines the behavior of equity trading volume and volatility for the individual firms composing the Standard & Poor's 100 composite index. Using multivariate spectral methods, we find that fractionally integrated processes best describe the long-run temporal dependencies in both series. Consistent with a stylized mixture-of-distributions hypothesis model in which the aggregate "news"-arrival process possesses long-memory characteristics, the long-run hyperbolic decay rates appear to be common across each volume-volatility pair.

Long-term equity anticipation securities and stock market volatility dynamics

Recent empirical findings suggest that the long-run dependence in U.S. stock market volatility is best described by a slowly mean-reverting fractionally integrated process. The present study complements this existing time-series-based evidence by comparing the risk-neutralized option pricing distributions from various ARCH-type formulations. Utilizing a panel data set consisting of newly created exchange traded long-term equity anticipation securities, or leaps, on the Standard and Poor's 500 stock market index with maturity times ranging up to three years, we find that the degree of mean reversion in the volatility process implicit in these prices is best described by a Fractionally Integrated EGARCH (FIEGARCH) model. © 1999 Elsevier Science S.A. All rights reserved.

Error recovery in cyberphysical digital microfluidic biochips

Droplet-based digital microfluidics technology has now come of age, and software-controlled biochips for healthcare applications are starting to emerge. However, today's digital microfluidic biochips suffer from the drawback that there is no feedback to the control software from the underlying hardware platform. Due to the lack of precision inherent in biochemical experiments, errors are likely during droplet manipulation; error recovery based on the repetition of experiments leads to wastage of expensive reagents and hard-to-prepare samples. By exploiting recent advances in the integration of optical detectors (sensors) into a digital microfluidics biochip, we present a physical-aware system reconfiguration technique that uses sensor data at intermediate checkpoints to dynamically reconfigure the biochip. A cyberphysical resynthesis technique is used to recompute electrode-actuation sequences, thereby deriving new schedules, module placement, and droplet routing pathways, with minimum impact on the time-to-response. © 2012 IEEE.

Chemical and biological applications of digital-microfluidic devices

The advent of digital microfluidic lab-on-a-chip (LoC) technology offers a platform for developing diagnostic applications with the advantages of portability, reduction of the volumes of the sample and reagents, faster analysis times, increased automation, low power consumption, compatibility with mass manufacturing, and high throughput. Moreover, digital microfluidics is being applied in other areas such as airborne chemical detection, DNA sequencing by synthesis, and tissue engineering. In most diagnostic and chemical-detection applications, a key challenge is the preparation of the analyte for presentation to the on-chip detection system. Thus, in diagnostics, raw physiological samples must be introduced onto the chip and then further processed by lysing blood cells and extracting DNA. For massively parallel DNA sequencing, sample preparation can be performed off chip, but the synthesis steps must be performed in a sequential on-chip format by automated control of buffers and nucleotides to extend the read lengths of DNA fragments. In airborne particulate-sampling applications, the sample collection from an air stream must be integrated into the LoC analytical component, which requires a collection droplet to scan an exposed impacted surface after its introduction into a closed analytical section. Finally, in tissue-engineering applications, the challenge for LoC technology is to build high-resolution (less than 10 microns) 3D tissue constructs with embedded cells and growth factors by manipulating and maintaining live cells in the chip platform. This article discusses these applications and their implementation in digital-microfluidic LoC platforms. © 2007 IEEE.

Magnetophoretic circuits for digital control of single particles and cells.

The ability to manipulate small fluid droplets, colloidal particles and single cells with the precision and parallelization of modern-day computer hardware has profound applications for biochemical detection, gene sequencing, chemical synthesis and highly parallel analysis of single cells. Drawing inspiration from general circuit theory and magnetic bubble technology, here we demonstrate a class of integrated circuits for executing sequential and parallel, timed operations on an ensemble of single particles and cells. The integrated circuits are constructed from lithographically defined, overlaid patterns of magnetic film and current lines. The magnetic patterns passively control particles similar to electrical conductors, diodes and capacitors. The current lines actively switch particles between different tracks similar to gated electrical transistors. When combined into arrays and driven by a rotating magnetic field clock, these integrated circuits have general multiplexing properties and enable the precise control of magnetizable objects.

A LabVIEW Platform for Preclinical Imaging Using Digital Subtraction Angiography and Micro-CT.

CT and digital subtraction angiography (DSA) are ubiquitous in the clinic. Their preclinical equivalents are valuable imaging methods for studying disease models and treatment. We have developed a dual source/detector X-ray imaging system that we have used for both micro-CT and DSA studies in rodents. The control of such a complex imaging system requires substantial software development for which we use the graphical language LabVIEW (National Instruments, Austin, TX, USA). This paper focuses on a LabVIEW platform that we have developed to enable anatomical and functional imaging with micro-CT and DSA. Our LabVIEW applications integrate and control all the elements of our system including a dual source/detector X-ray system, a mechanical ventilator, a physiological monitor, and a power microinjector for the vascular delivery of X-ray contrast agents. Various applications allow cardiac- and respiratory-gated acquisitions for both DSA and micro-CT studies. Our results illustrate the application of DSA for cardiopulmonary studies and vascular imaging of the liver and coronary arteries. We also show how DSA can be used for functional imaging of the kidney. Finally, the power of 4D micro-CT imaging using both prospective and retrospective gating is shown for cardiac imaging.

Developing Quantitative Methodologies for the Digital Humanities: A Case Study of 20th Century American Commentary on Russian Literature

Using scientific methods in the humanities is at the forefront of objective literary analysis. However, processing big data is particularly complex when the subject matter is qualitative rather than numerical. Large volumes of text require specialized tools to produce quantifiable data from ideas and sentiments. Our team researched the extent to which tools such as Weka and MALLET can test hypotheses about qualitative information. We examined the claim that literary commentary exists within political environments and used US periodical articles concerning Russian literature in the early twentieth century as a case study. These tools generated useful quantitative data that allowed us to run stepwise binary logistic regressions. These statistical tests allowed for time series experiments using sea change and emergency models of history, as well as classification experiments with regard to author characteristics, social issues, and sentiment expressed. Both types of experiments supported our claim with varying degrees, but more importantly served as a definitive demonstration that digitally enhanced quantitative forms of analysis can apply to qualitative data. Our findings set the foundation for further experiments in the emerging field of digital humanities.

Uso de tecnología digital en la comprensión de parámetros en funciones polinomiales

Los estudiantes de enseñanza media se enfrentan al uso e interpretación de los parámetros en funciones polinomiales, lugares geométricos y expresiones algebraicas en general. Este hecho conduce a la necesidad no sólo de diferenciar los parámetros de otro tipo de literales como variables o incógnitas, sino también dar un sentido de uso a los mismos con la finalidad de agrupar los objetos matemáticos en entidades más generales como son las familias de funciones. El presente taller tiene como objetivo mostrar la influencia que puede tener el uso de un recurso tecnológico dinámico en la comprensión de esta polisemia de las literales, así como en la optimización de la ideas como puede ser la generalización.

Espaço de aprendizagem digital: o aprender a aprender por coperaçâo

O estudo é uma pesquisa-ação, na área da Informática na Educação Matemática, sobre a forma de aprender a aprender cooperativamente, segundo os Estudos Sociológicos de Piaget, no espaço de aprendizagem digital da Matemática, desenvolvida no IFRS – Osório, em 2011 e 2012, com 60 estudantes do ensino médio técnico em informática. A questão central é como analisar e compreender o processo de aprendizagem cooperativa dos conceitos de Matemática neste espaço. A definição deste espaço e de aprendizagem cooperativa é resultado desta pesquisa. Além disso, demonstra-se a construção dos conceitos de Matemática, e a mobilização dos estudantes em aprender incorporando-se as tecnologias digitais online às aulas de Matemática, sob a autonomia e responsabilidade de cada estudante e/ou de seu grupo.

Tecnología digital, actos y procesos semióticos en el estudio del objeto continuidad

La teoría de instrucción matemática significativa basada en el modelo ontológico -semiótico de la cognición matemática denominado Teoría de las Funciones Semióticas (TFS ) proporciona un marco unificado para el estudio de las diversas formas de conocimiento matemático y sus respectivas interacciones en el seno de los sistemas didácticos (Godino, 1998 ). Presentamos un desarrollo de esta teoría consistente en la descomposición de un objeto, para nuestro modelo, la Continuidad, en unidades para identificar entidades y las funciones semióticas que se establecen, en el proceso de enseñanza y aprendizaje en una institución escolar, implementando un ambiente de tecnología digital (calculadora graficadora TI-92 Plus y/o Voyage 200).