Search results for: Filter Bank

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Jie Jin

Abstract:

In this paper, a new CMOS current-mode single input and multi-outputs (SIMO) universal filter and quadrature oscillator with a similar circuit are proposed. The circuits only consist of three Current differencing transconductance amplifiers (CDTA) and two grounded capacitors, which are resistorless, and they are suitable for monolithic integration. The universal filter uses minimum CDTAs and passive elements to realize SIMO type low-pass (LP), high-pass (HP), band-pass (BP) band-stop (BS) and all-pass (AP) filter functions simultaneously without any component matching conditions. The angular frequency (ω0) and the quality factor (Q) of the proposed filter can be electronically controlled and tuned orthogonal. By some modifications of the filter, a new current-mode four-phase quadrature oscillator (QO) can be obtained easily. The condition of oscillation (CO) and frequency of oscillation (FO) of the QO can be controlled electronically and independently through the bias current of the CDTAs, and it is suitable for variable frequency oscillator. Moreover, all the passive and active sensitivities of the circuits are low. SPICE simulation results are included to confirm the theory.

Keywords: Universal Filter, Quadrature Oscillator, Current mode, Current differencing transconductance amplifiers.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: K. G. Firouzjah, A. Sheikholeslami

Abstract:

The perfect operation of common Active Filters is depended on accuracy of identification system distortion. Also, using a suitable method in current injection and reactive power compensation, leads to increased filter performance. Due to this fact, this paper presents a method based on predictive current control theory in shunt active filter applications. The harmonics of the load current is identified by using o–d–q reference frame on load current and eliminating the DC part of d–q components. Then, the rest of these components deliver to predictive current controller as a Threephase reference current by using Park inverse transformation. System is modeled in discreet time domain. The proposed method has been tested using MATLAB model for a nonlinear load (with Total Harmonic Distortion=20%). The simulation results indicate that the proposed filter leads to flowing a sinusoidal current (THD=0.15%) through the source. In addition, the results show that the filter tracks the reference current accurately.

Keywords: Active filter, predictive current control, low pass filter, harmonic omitting, o–d–q reference frame.

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Authors: Zihan Yu, Kohei Inoue, Kiichi Urahama

Abstract:

We present a method for dehazing images. A dark envelope image is derived with the bilateral minimum filter and a bright envelope is derived with the bilateral maximum filter. The ambient light and transmission of the scene are estimated from these two envelope images. An image without haze is reconstructed from the estimated ambient light and transmission.

Keywords: Image dehazing, bilateral minimum filter, bilateral maximum filter, local contrast.

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Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla

Abstract:

This paper introduces a low cost INS/GPS algorithm for land vehicle navigation application. The data fusion process is done with an extended Kalman filter in cascade configuration mode. In order to perform numerical simulations, MATLAB software has been developed. Loosely coupled configuration is considered. The results obtained in this work demonstrate that a low-cost INS/GPS navigation system is partially capable of meeting the performance requirements for land vehicle navigation. The relative effectiveness of the kalman filter implementation in integrated GPS/INS navigation algorithm is highlighted. The paper also provides experimental results; field test using a car is carried out.

Keywords: GPS, INS, IMU, Kalman filter.

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Authors: S. Seyedtabaii, E. Seyedtabaii

Abstract:

Rounding of coefficients is a common practice in hardware implementation of digital filters. Where some coefficients are very close to zero or one, as assumed in this paper, this rounding action also leads to some computation reduction. Furthermore, if the discarded coefficient is of high order, a reduced order filter is obtained, otherwise the order does not change but computation is reduced. In this paper, the Least Squares approximation to rounded (or discarded) coefficient FIR filter is investigated. The result also succinctly extended to general type of FIR filters.

Keywords: Digital filter, filter approximation, least squares, model order reduction.

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Authors: Mokrane Selma

Abstract:

The shift towards decision making (DM) based on artificial intelligence (AI) techniques will change the way in which consumer markets and our societies function. Through AI, predictive analytics is being used by businesses to identify these patterns and major trends with the objective to improve the DM and influence future business outcomes. This paper proposes an Artificial Neural Network (ANN) approach to predict the success of telemarketing calls for selling bank long-term deposits. To validate the proposed model, we uses the bank marketing data of 41188 phone calls. The ANN attains 98.93% of accuracy which outperforms other conventional classifiers and confirms that it is credible and valuable approach for telemarketing campaign managers.

Keywords: Bank telemarketing, prediction, decision making, artificial intelligence, artificial neural network.

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Authors: I. Erins, J. Erina

Abstract:

The aim of the present article is to determine the impact of the external and internal factors of bank performance on the profitability indicators of the CEE countries banks in the period from 2006 to 2012. On the basis of research conducted abroad on bank and macroeconomic profitability indicators, in order to obtain research results, the authors evaluated return on average assets (ROAA) and return on average equity (ROAE) indicators of the CEE countries banks. The authors analyzed profitability indicators of banks using descriptive methods, SPSS data analysis methods, as well as data correlation and linear regression analysis. The authors concluded that most internal and external indicators of bank performance have no direct influence the profitability of the banks in the CEE countries. The only exceptions are credit risk and bank size, which affect one of the measures of bank profitability – return on average equity.

Keywords: Banks, CEE countries, Profitability ROAA, ROAE.

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Authors: Mohamed Saad Ahmed Hussien

Abstract:

This paper discusses the risk management in Islamic banks and aims to determine the difference in the practices and methods of risk management in those banks compared to the conventional banks, and to make a case study of the biggest Islamic bank in Egypt (Faisal Islamic Bank of Egypt) to identify the most important financial risks faced and how to manage those risks. It was found that Islamic banks face two types of risks. The first type is similar to the risks in conventional banks; the second type is the additional risks which facing the Islamic banks only as a result of some Islamic modes of financing. With regard to the risk management, Islamic banks such as conventional banks applied the regulatory rules issued by the Central Banks and the Basel Committee; Islamic banks also applied the instructions and procedures issued by the Islamic Financial Services Board (IFSB). Also, Islamic banks are similar to the conventional banks in the practices and methods which they use to manage the risks. And there are some factors that may affect the risk management in Islamic banks, such as the size of the bank and the efficiency of the administration and the staff of the bank.

Keywords: Conventional banks, Faisal Islamic Bank of Egypt, Islamic banks, risk management.

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Authors: Ying-Wen Bai, Ju-Maw Chen

Abstract:

To successfully provide a fast FIR filter with FTT algorithms, overlapped-save algorithms can be used to lower the computational complexity and achieve the desired real-time processing. As the length of the input block increases in order to improve the efficiency, a larger volume of zero padding will greatly increase the computation length of the FFT. In this paper, we use the overlapped block digital filtering to construct a parallel structure. As long as the down-sampling (or up-sampling) factor is an exact multiple lengths of the impulse response of a FIR filter, we can process the input block by using a parallel structure and thus achieve a low-complex fast FIR filter with overlapped-save algorithms. With a long filter length, the performance and the throughput of the digital filtering system will also be greatly enhanced.

Keywords: FIR Filter, Overlapped-save Algorithm, ParallelStructure

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Authors: Jun Gil Ahn, Jong Kang Park, Jong Tae Kim

Abstract:

In this paper, we analyze major components of activity recognition (AR) in wearable device with 9-axis sensors and sensor fusion filters. 9-axis sensors commonly include 3-axis accelerometer, 3-axis gyroscope and 3-axis magnetometer. We chose sensor fusion filters as Kalman filter and Direction Cosine Matrix (DCM) filter. We also construct sensor fusion data from each activity sensor data and perform classification by accuracy of AR using Naïve Bayes and SVM. According to the classification results, we observed that the DCM filter and the specific combination of the sensing axes are more effective for AR in wearable devices while classifying walking, running, ascending and descending.

Keywords: Accelerometer, activity recognition, directional cosine matrix filter, gyroscope, Kalman filter, magnetometer.

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Authors: Mbaitiga Zacharie

Abstract:

The objective of the presented work is to implement the Kalman Filter into an application that reduces the influence of the environmental changes over the robot expected to navigate over a terrain of varying friction properties. The Discrete Kalman Filter is used to estimate the robot position, project the estimated current state ahead at time through time update and adjust the projected estimated state by an actual measurement at that time via the measurement update using the data coming from the infrared sensors, ultrasonic sensors and the visual sensor respectively. The navigation test has been performed in a real world environment and has been found to be robust.

Keywords: Kalman filter, sensors fusion, robot navigation.

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Authors: I. Erins, J. Erina

Abstract:

The aim of this article is to assess the existing business models used by the banks operating in the CEE countries in the time period from 2006 till 2011. In order to obtain research results, the authors performed qualitative analysis of the scientific literature on bank business models, which have been grouped into clusters that consist of such components as: 1) capital and reserves; 2) assets; 3) deposits, and 4) loans. In their turn, bank business models have been developed based on the types of core activities of the banks, and have been divided into four groups: Wholesale, Investment, Retail and Universal Banks. Descriptive statistics have been used to analyse the models, determining mean, minimal and maximal values of constituent cluster components, as well as standard deviation. The analysis of the data is based on such bank variable indices as Return on Assets (ROA) and Return on Equity (ROE).

Keywords: Banks, Business model, CEE, ROA, ROE.

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Authors: Yang Weiping, Zhang Zhilong, Li Jicheng, Chen Zengping, He Jun

Abstract:

The background estimation approach using a small window median filter is presented on the bases of analyzing IR point target, noise and clutter model. After simplifying the two-dimensional filter, a simple method of adopting one-dimensional median filter is illustrated to make estimations of background according to the characteristics of IR scanning system. The adaptive threshold is used to segment canceled image in the background. Experimental results show that the algorithm achieved good performance and satisfy the requirement of big size image-s real-time processing.

Keywords: Point target, background estimation, median filter, adaptive threshold, target detection.

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Authors: Xinde Li, Xinhan Huang, Min Wang

Abstract:

In this paper, we propose the pre-processor based on the Evidence Supporting Measure of Similarity (ESMS) filter and also propose the unified fusion approach (UFA) based on the general fusion machine coupled with ESMS filter, which improve the correctness and precision of information fusion in any fields of application. Here we mainly apply the new approach to Simultaneous Localization And Mapping (SLAM) of Pioneer II mobile robots. A simulation experiment was performed, where an autonomous virtual mobile robot with sonar sensors evolves in a virtual world map with obstacles. By comparing the result of building map according to the general fusion machine (here DSmT-based fusing machine and PCR5-based conflict redistributor considereded) coupling with ESMS filter and without ESMS filter, it shows the benefit of the selection of the sources as a prerequisite for improvement of the information fusion, and also testifies the superiority of the UFA in dealing with SLAM.

Keywords: DSmT, ESMS filter, SLAM, UFA

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Authors: Mbaitiga Zacharie

Abstract:

This paper discusses the implementation of the Kalman Filter along with the Global Positioning System (GPS) for indoor robot navigation. Two dimensional coordinates is used for the map building, and refers to the global coordinate which is attached to the reference landmark for position and direction information the robot gets. The Discrete Kalman Filter is used to estimate the robot position, project the estimated current state ahead in time through time update and adjust the projected estimated state by an actual measurement at that time via the measurement update. The navigation test has been performed and has been found to be robust.

Keywords: Global positioning System, kalman filter, robot navigation.

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Authors: Ahmed A. Helal, Nahla E. Zakzouk, Yasser G. Desouky

Abstract:

This paper presents a fuzzy logic controlled shunt active power filter used to compensate for harmonic distortion in three-phase four-wire systems. The shunt active filter employs a simple method for the calculation of the reference compensation current based of Fast Fourier Transform. This presented filter is able to operate in both balanced and unbalanced load conditions. A fuzzy logic based current controller strategy is used to regulate the filter current and hence ensure harmonic free supply current. The validity of the presented approach in harmonic mitigation is verified via simulation results of the proposed test system under different loading conditions.

Keywords: Active power filters, Fuzzy logic controller, Power quality

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Authors: Ákos Pintér, István Dénes

Abstract:

The so-called all-pass filter circuits are commonly used in the field of signal processing, control and measurement. Being connected to capacitive loads, these circuits tend to loose their stability; therefore the elaborate analysis of their dynamic behavior is necessary. The compensation methods intending to increase the stability of such circuits are discussed in this paper, including the socalled lead-lag compensation technique being treated in detail. For the dynamic modeling, a two-port network model of the all-pass filter is being derived. The results of the model analysis show, that effective lead-lag compensation can be achieved, alone by the optimization of the circuit parameters; therefore the application of additional electric components are not needed to fulfill the stability requirement.

Keywords: all-pass filter, frequency compensation, stability, linear modeling

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Authors: Jiajia Pan, Hung Tao Shen

Abstract:

Freeze and thaw occurs seasonally in river banks in northern countries. Little is known on how the riverbank soil temperature responds to air temperature changes and how freeze and thaw develops in a river bank seasonally. This study presents a two-dimensional heat conduction model for numerical investigations of seasonal freeze and thaw processes in an idealized river bank. The model uses the finite difference method and it is convenient for applications. The model is validated with an analytical solution and a field case with soil temperature distributions. It is then applied to the idealized river bank in terms of partially and fully saturated conditions with or without ice cover influence. Simulated results illustrate the response processes of the river bank to seasonal air temperature variations. It promotes the understanding of freeze and thaw processes in river banks and prepares for further investigation of frost and thaw impacts on riverbank stability.

Keywords: Freeze and thaw, river banks, 2D model, heat conduction.

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Authors: Subal Kar, Amitesh Kumar, A. Majumder, S. K. Ghosh, S. Saha, S. S. Sikdar, T. K. Saha

Abstract:

CRLH (composite right/left-handed) based and SRR (split-ring resonator) based filters have been designed at microwave frequency which can provide better performance compared to conventional edge-coupled band-pass filter designed around the same frequency, 2.45 GHz. Both CRLH and SRR are unit cells used in metamaterial design. The primary aim of designing filters with such structures is to realize size reduction and also to realize novel filter performance. The CRLH based filter has been designed in microstrip transmission line, while the SRR based filter is designed with SRR loading in waveguide. The CRLH based filter designed at 2.45 GHz provides an insertion loss of 1.6 dB with harmonic suppression up to 10 GHz with 67 % size reduction when compared with a conventional edge-coupled band-pass filter designed around the same frequency. One dimensional (1-D) SRR matrix loaded in a waveguide shows the possibility of realizing a stop-band with sharp skirts in the pass-band while a stop-band in the pass-band of normal rectangular waveguide with tailoring of the dimensions of SRR unit cells. Such filters are expected to be very useful for communication systems at microwave frequency.

Keywords: BPF, CRLH, Harmonic, Metamaterial, SRR, Waveguide.

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Authors: Tsai-Sheng Kao

Abstract:

The ideal sinc filter, ignoring the noise statistics, is often applied for generating an arbitrary sample of a bandlimited signal by using the uniformly sampled data. In this article, an optimal interpolator is proposed; it reaches a minimum mean square error (MMSE) at its output in the presence of noise. The resulting interpolator is thus a Wiener filter, and both the optimal infinite impulse response (IIR) and finite impulse response (FIR) filters are presented. The mean square errors (MSE-s) for the interpolator of different length impulse responses are obtained by computer simulations; it shows that the MSE-s of the proposed interpolators with a reasonable length are improved about 0.4 dB under flat power spectra in noisy environment with signal-to-noise power ratio (SNR) equal 10 dB. As expected, the results also demonstrate the improvements for the MSE-s with various fractional delays of the optimal interpolator against the ideal sinc filter under a fixed length impulse response.

Keywords: Interpolator, minimum mean square error, Wiener filter.

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Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

The paper deals with the minimax design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using infinite impulse response (IIR) digital all-pass filters (DAFs). Based on the theory of two-channel QMF banks using two IIR DAFs, the design problem is appropriately formulated to result in an appropriate Chebyshev approximation for the desired group delay responses of the IIR DAFs and the magnitude response of the low-pass analysis filter. Through a frequency sampling and iterative approximation method, the design problem can be solved by utilizing a weighted least squares approach. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.

Keywords: Chebyshev approximation, Digital All-Pass Filter, Quadrature Mirror Filter, Weighted Least Squares.

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Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: J. Mohan, S. Maheshwari

Abstract:

A new circuit topology realizing a first-order currentmode all-pass filter is proposed using two dual-output second generation current conveyor and two passive components. The circuit possesses low-input and high-output impedance, which makes it ideal for current-mode systems. The proposed circuit is verified through PSPICE simulation results.

Keywords: active filter, all-pass filter, current-mode, current conveyor.

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Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A new observer based fault detection and diagnosis scheme for predicting induction motors- faults is proposed in this paper. Prediction of incipient faults, using different variants of Kalman filter and their relative performance are evaluated. Only soft faults are considered for this work. The data generation, filter convergence issues, hypothesis testing and residue estimates are addressed. Simulink model is used for data generation and various types of faults are considered. A comparative assessment of the estimates of different observers associated with these faults is included.

Keywords: Extended Kalman Filter, Fault detection and diagnosis, Induction motor model, Unscented Kalman Filter

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Authors: Mohamed Al Mahdi Eshtawie, Masuri Bin Othman

Abstract:

Finite impulse response (FIR) filters have the advantage of linear phase, guaranteed stability, fewer finite precision errors, and efficient implementation. In contrast, they have a major disadvantage of high order need (more coefficients) than IIR counterpart with comparable performance. The high order demand imposes more hardware requirements, arithmetic operations, area usage, and power consumption when designing and fabricating the filter. Therefore, minimizing or reducing these parameters, is a major goal or target in digital filter design task. This paper presents an algorithm proposed for modifying values and the number of non-zero coefficients used to represent the FIR digital pulse shaping filter response. With this algorithm, the FIR filter frequency and phase response can be represented with a minimum number of non-zero coefficients. Therefore, reducing the arithmetic complexity needed to get the filter output. Consequently, the system characteristic i.e. power consumption, area usage, and processing time are also reduced. The proposed algorithm is more powerful when integrated with multiplierless algorithms such as distributed arithmetic (DA) in designing high order digital FIR filters. Here the DA usage eliminates the need for multipliers when implementing the multiply and accumulate unit (MAC) and the proposed algorithm will reduce the number of adders and addition operations needed through the minimization of the non-zero values coefficients to get the filter output.

Keywords: Pulse shaping Filter, Distributed Arithmetic, Optimization algorithm.

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Authors: Libena Cernohorska, Jan Cernohorsky

Abstract:

This article aims to evaluate the impact of loans provided within the Czech banking sector on the growth of the Czech economy. The article is based on research of current scientific findings in respect to bank loans and economic development. The paper is based on data taken from the Czech Statistical Office on the development of the gross domestic product and data from the Czech National Bank on the development of loans from the period 2004-2015. Links between selected variables are tested using Granger causality tests. The results calculated confirm the hypothesis of the impact of the loans on economic growth, with a six-month delay. The results thus correspond to the standard economic findings and results of most previous studies.

Keywords: Bank, business cycle, economic growth, loans.

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Authors: Abdullah E. Al-Mazrooei

Abstract:

In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Suman Kumar Saha, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

Abstract:

This paper demonstrates the application of craziness based particle swarm optimization (CRPSO) technique for designing the 8th order low pass Infinite Impulse Response (IIR) filter. CRPSO, the much improved version of PSO, is a population based global heuristic search algorithm which finds near optimal solution in terms of a set of filter coefficients. Effectiveness of this algorithm is justified with a comparative study of some well established algorithms, namely, real coded genetic algorithm (RGA) and particle swarm optimization (PSO). Simulation results affirm that the proposed algorithm CRPSO, outperforms over its counterparts not only in terms of quality output i.e. sharpness at cut-off, pass band ripple, stop band ripple, and stop band attenuation but also in convergence speed with assured stability.

Keywords: IIR Filter, RGA, PSO, CRPSO, Evolutionary Optimization Techniques, Low Pass (LP) Filter, Magnitude Response, Pole-Zero Plot, Stability.

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