Search results for: Signal Transmission.
1818 Detection of Clipped Fragments in Speech Signals
Authors: Sergei Aleinik, Yuri Matveev
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In this paper a novel method for the detection of clipping in speech signals is described. It is shown that the new method has better performance than known clipping detection methods, is easy to implement, and is robust to changes in signal amplitude, size of data, etc. Statistical simulation results are presented.
Keywords: Clipping, clipped signal, speech signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26731817 Coherence Analysis between Respiration and PPG Signal by Bivariate AR Model
Authors: Yue-Der Lin, Wei-Ting Liu, Ching-Che Tsai, Wen-Hsiu Chen
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PPG is a potential tool in clinical applications. Among such, the relationship between respiration and PPG signal has attracted attention in past decades. In this research, a bivariate AR spectral estimation method was utilized for the coherence analysis between these two signals. Ten healthy subjects participated in this research with signals measured at different respiratory rates. The results demonstrate that high coherence exists between respiration and PPG signal, whereas the coherence disappears in breath-holding experiments. These results imply that PPG signal reveals the respiratory information. The utilized method may provide an attractive alternative approach for the related researches.
Keywords: Coherence analysis, photoplethysmography (PPG), bivariate AR spectral estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25981816 EEG Signal Processing Methods to Differentiate Mental States
Authors: Sun H. Hwang, Young E. Lee, Yunhan Ga, Gilwon Yoon
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EEG is a very complex signal with noises and other bio-potential interferences. EOG is the most distinct interfering signal when EEG signals are measured and analyzed. It is very important how to process raw EEG signals in order to obtain useful information. In this study, the EEG signal processing techniques such as EOG filtering and outlier removal were examined to minimize unwanted EOG signals and other noises. The two different mental states of resting and focusing were examined through EEG analysis. A focused state was induced by letting subjects to watch a red dot on the white screen. EEG data for 32 healthy subjects were measured. EEG data after 60-Hz notch filtering were processed by a commercially available EOG filtering and our presented algorithm based on the removal of outliers. The ratio of beta wave to theta wave was used as a parameter for determining the degree of focusing. The results show that our algorithm was more appropriate than the existing EOG filtering.
Keywords: EEG, focus, mental state, outlier, signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15431815 A Comparative Study of a Defective Superconductor/ Semiconductor-Dielectric Photonic Crystal
Authors: S. Sadegzadeh, A. Mousavi
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Temperature-dependent tunable photonic crystals have attracted widespread interest in recent years. In this research, transmission characteristics of a one-dimensional photonic crystal structure with a single defect have been studied. Here, we assume two different defect layers: InSb as a semiconducting layer and HgBa2Ca2Cu3O10 as a high-temperature superconducting layer. Both the defect layers have temperature-dependent refractive indexes. Two different types of dielectric materials (Si as a high-refractive index dielectric and MgF2 as a low-refractive index dielectric) are used to construct the asymmetric structures (Si/MgF2)NInSb(Si/MgF2)N named S.I, and (Si/MgF2)NHgBa2Ca2Cu3O10(Si/MgF2)N named S.II. It is found that in response to the temperature changes, transmission peaks within the photonic band gap of the S.II structure, in contrast to S.I, show a small wavelength shift. Furthermore, the results show that under the same conditions, S.I structure generates an extra defect mode in the transmission spectra. Besides high efficiency transmission property of S.II structure, it can be concluded that the semiconductor-dielectric photonic crystals are more sensitive to temperature variation than superconductor types.Keywords: Defect modes, photonic crystals, semiconductor, superconductor, transmission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12521814 A Cooperative Space-Time Transmission Scheme Based On Symbol Combinations
Authors: Keunhong Chae, Seokho Yoon
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This paper proposes a cooperative Alamouti space time transmission scheme with low relay complexity for the cooperative communication systems. In the proposed scheme, the source node combines the data symbols to construct the Alamouti-coded form at the destination node, while the conventional scheme performs the corresponding operations at the relay nodes. In simulation results, it is shown that the proposed scheme achieves the second order cooperative diversity while maintaining the same bit error rate (BER) performance as that of the conventional scheme.
Keywords: Space-time transmission, cooperative communication system, MIMO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18131813 Comparative Evaluation of Adaptive and Conventional Distance Relay for Parallel Transmission Line with Mutual Coupling
Authors: S.G. Srivani, Chandrasekhar Reddy Atla, K.P.Vittal
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This paper presents the development of adaptive distance relay for protection of parallel transmission line with mutual coupling. The proposed adaptive relay, automatically adjusts its operation based on the acquisition of the data from distance relay of adjacent line and status of adjacent line from line circuit breaker IED (Intelligent Electronic Device). The zero sequence current of the adjacent parallel transmission line is used to compute zero sequence current ratio and the mutual coupling effect is fully compensated. The relay adapts to changing circumstances, like failure in communication from other relays and non - availability of adjacent transmission line. The performance of the proposed adaptive relay is tested using steady state and dynamic test procedures. The fault transients are obtained by simulating a realistic parallel transmission line system with mutual coupling effect in PSCAD. The evaluation test results show the efficacy of adaptive distance relay over the conventional distance relay.Keywords: Adaptive relaying, distance measurement, mutualcoupling, quadrilateral trip characteristic, zones of protection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31451812 Determining of Threshold Levels of Burst by Burst AQAM/CDMA in Slow Rayleigh Fading Environments
Authors: F. Nejadebrahimi, M. ArdebiliPour
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In this paper, we are going to determine the threshold levels of adaptive modulation in a burst by burst CDMA system by a suboptimum method so that the above method attempts to increase the average bit per symbol (BPS) rate of transceiver system by switching between the different modulation modes in variable channel condition. In this method, we choose the minimum values of average bit error rate (BER) and maximum values of average BPS on different values of average channel signal to noise ratio (SNR) and then calculate the relative threshold levels of them, so that when the instantaneous SNR increases, a higher order modulation be employed for increasing throughput and vise-versa when the instantaneous SNR decreases, a lower order modulation be employed for improvement of BER. In transmission step, by this adaptive modulation method, in according to comparison between obtained estimation of pilot symbols and a set of above suboptimum threshold levels, above system chooses one of states no transmission, BPSK, 4QAM and square 16QAM for modulation of data. The expected channel in this paper is a slow Rayleigh fading.
Keywords: AQAM, burst, BER, BPS, CDMA, threshold.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15331811 A Practical Scheme for Transmission Loss Allocation to Generators and Loads in Restructured Power Systems
Authors: M.R. Ebrahimi, M. Ehsan
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This paper presents a practical scheme that can be used for allocating the transmission loss to generators and loads. In this scheme first the share of a generator or load on the current through a branch is determined using Z-bus modified matrix. Then the current components are decomposed and the branch loss allocation is obtained. A motivation of proposed scheme is to improve the results of Z-bus method and to reach more fair allocation. The proposed scheme has been implemented and tested on several networks. To achieve practical and applicable results, the proposed scheme is simulated and compared on the transmission network (400kv) of Khorasan region in Iran and the 14-bus standard IEEE network. The results show that the proposed scheme is comprehensive and fair to allocating the energy losses of a power market to its participants.
Keywords: Transmission Loss, Loss Allocation, Z-bus modifiedmatrix, current Components Decomposition and Restructured PowerSystems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15101810 Accurate Time Domain Method for Simulation of Microstructured Electromagnetic and Photonic Structures
Authors: Vijay Janyani, Trevor M. Benson, Ana Vukovic
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A time-domain numerical model within the framework of transmission line modeling (TLM) is developed to simulate electromagnetic pulse propagation inside multiple microcavities forming photonic crystal (PhC) structures. The model developed is quite general and is capable of simulating complex electromagnetic problems accurately. The field quantities can be mapped onto a passive electrical circuit equivalent what ensures that TLM is provably stable and conservative at a local level. Furthermore, the circuit representation allows a high level of hybridization of TLM with other techniques and lumped circuit models of components and devices. A photonic crystal structure formed by rods (or blocks) of high-permittivity dieletric material embedded in a low-dielectric background medium is simulated as an example. The model developed gives vital spatio-temporal information about the signal, and also gives spectral information over a wide frequency range in a single run. The model has wide applications in microwave communication systems, optical waveguides and electromagnetic materials simulations.Keywords: Computational Electromagnetics, Numerical Simulation, Transmission Line Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16281809 Efficiency of Different GLR Test-statistics for Spatial Signal Detection
Authors: Olesya Bolkhovskaya, Alexander Maltsev
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In this work the characteristics of spatial signal detec¬tion from an antenna array in various sample cases are investigated. Cases for a various number of available prior information about the received signal and the background noise are considered. The spatial difference between a signal and noise is only used. The performance characteristics and detecting curves are presented. All test-statistics are obtained on the basis of the generalized likelihood ratio (GLR). The received results are correct for a short and long sample.
Keywords: GLR test-statistic, detection task, generalized likelihood ratio, antenna array, detection curves, performance characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15181808 Noise Removal from Surface Respiratory EMG Signal
Authors: Slim Yacoub, Kosai Raoof
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The aim of this study was to remove the two principal noises which disturb the surface electromyography signal (Diaphragm). These signals are the electrocardiogram ECG artefact and the power line interference artefact. The algorithm proposed focuses on a new Lean Mean Square (LMS) Widrow adaptive structure. These structures require a reference signal that is correlated with the noise contaminating the signal. The noise references are then extracted : first with a noise reference mathematically constructed using two different cosine functions; 50Hz (the fundamental) function and 150Hz (the first harmonic) function for the power line interference and second with a matching pursuit technique combined to an LMS structure for the ECG artefact estimation. The two removal procedures are attained without the use of supplementary electrodes. These techniques of filtering are validated on real records of surface diaphragm electromyography signal. The performance of the proposed methods was compared with already conducted research results.Keywords: Surface EMG, Adaptive, Matching Pursuit, Powerline interference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43251807 Blind Non-Minimum Phase Channel Identification Using 3rd and 4th Order Cumulants
Authors: S. Safi, A. Zeroual
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In this paper we propose a family of algorithms based on 3rd and 4th order cumulants for blind single-input single-output (SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR) channel estimation driven by non-Gaussian signal. The input signal represents the signal used in 10GBASE-T (or IEEE 802.3an-2006) as a Tomlinson-Harashima Precoded (THP) version of random Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The proposed algorithms are tested using three non-minimum phase channel for different Signal-to-Noise Ratios (SNR) and for different data input length. Numerical simulation results are presented to illustrate the performance of the proposed algorithms.Keywords: Higher Order Cumulants, Channel identification, Ethernet communication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14481806 Performance Evaluation of an Efficient Asynchronous Protocol for WDM Ring MANs
Authors: Peristera A. Baziana
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The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.
Keywords: Asynchronous transmission, collision avoidance, wavelength division multiplexing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20931805 Numerical Analysis of All-Optical Microwave Mixing and Bandpass Filtering in an RoF Link
Authors: S. Khosroabadi, M. R. Salehi
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In this paper, all-optical signal processors that perform both microwave mixing and bandpass filtering in a radio-over-fiber (RoF) link are presented. The key device is a Mach-Zehnder modulator (MZM) which performs all-optical microwave mixing. An up-converted microwave signal is obtained and other unwanted frequency components are suppressed at the end of the fiber span.Keywords: Microwave mixing, bandpass filtering, all-optical, signal processing, MZM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17191804 A Model for Analysis the Induced Voltage of 115 kV On-Line Acting on Neighboring 22 kV Off-Line
Authors: S. Woothipatanapan, S. Prakobkit
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This paper presents a model for analysis the induced voltage of transmission lines (energized) acting on neighboring distribution lines (de-energized). From environmental restrictions, 22 kV distribution lines need to be installed under 115 kV transmission lines. With the installation of the two parallel circuits like this, they make the induced voltage which can cause harm to operators. This work was performed with the ATP-EMTP modeling to analyze such phenomenon before field testing. Simulation results are used to find solutions to prevent danger to operators who are on the pole.
Keywords: Transmission system, distribution system, induced voltage, off-line operation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35721803 Parameters Extraction for Pseudomorphic HEMTs Using Genetic Algorithms
Authors: Mazhar B. Tayel, Amr H. Yassin
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A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.
Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22621802 A Study on the Condition Monitoring of Transmission Line by On-line Circuit Parameter Measurement
Authors: Il Dong Kim, Jin Rak Lee, Young Jun Ko, Young Taek Jin
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An on-line condition monitoring method for transmission line is proposed using electrical circuit theory and IT technology in this paper. It is reasonable that the circuit parameters such as resistance (R), inductance (L), conductance (g) and capacitance (C) of a transmission line expose the electrical conditions and physical state of the line. Those parameters can be calculated from the linear equation composed of voltages and currents measured by synchro-phasor measurement technique at both end of the line. A set of linear voltage drop equations containing four terminal constants (A, B ,C ,D ) are mathematical models of the transmission line circuits. At least two sets of those linear equations are established from different operation condition of the line, they may mathematically yield those circuit parameters of the line. The conditions of line connectivity including state of connecting parts or contacting parts of the switching device may be monitored by resistance variations during operation. The insulation conditions of the line can be monitored by conductance (g) and capacitance(C) measurements. Together with other condition monitoring devices such as partial discharge, sensors and visual sensing device etc.,they may give useful information to monitor out any incipient symptoms of faults. The prototype of hardware system has been developed and tested through laboratory level simulated transmission lines. The test has shown enough evident to put the proposed method to practical uses.
Keywords: Transmission Line, Condition Monitoring, Circuit Parameters, Synchro- phasor Measurement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31981801 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals
Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić
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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.
Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22581800 Impact of GCSC on Measured Impedance by Distance Relay in the Presence of Single Phase to Earth Fault
Authors: M. Zellagui, A. Chaghi
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This paper presents the impact study of GTO Controlled Series Capacitor (GCSC) parameters on measured impedance (Zseen) by MHO distance relays for single transmission line high voltage 220 kV in the presence of single phase to earth fault with fault resistance (RF). The study deals with a 220 kV single electrical transmission line of Eastern Algerian transmission networks at Group Sonelgaz (Algerian Company of Electrical and Gas) compensated by series Flexible AC Transmission System (FACTS) i.e. GCSC connected at midpoint of the transmission line. The transmitted active and reactive powers are controlled by three GCSC-s. The effects of maximum reactive power injected as well as injected maximum voltage by GCSC on distance relays measured impedance is treated. The simulations results investigate the effects of GCSC injected parameters: variable reactance (XGCSC), variable voltage (VGCSC) and reactive power injected (QGCSC) on measured resistance and reactance in the presence of earth fault with resistance fault varied between 5 to 50 Ω for three cases study.
Keywords: GCSC Parameters, Transmission line, Earth fault, Symmetrical components, Distance protection, Measured impedance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19471799 Dynamical Network Transmission of H1N1 Virus at the Local Level Transmission Model
Authors: P. Pongsumpun
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A new strain of Type A influenza virus can cause the transmission of H1N1 virus. This virus can spread between the people by coughing and sneezing. Because the people are always movement, so this virus can be easily spread. In this study, we construct the dynamical network model of H1N1 virus by separating the human into five groups; susceptible, exposed, infectious, quarantine and recovered groups. The movement of people between houses (local level) is considered. The behaviors of solutions to our dynamical model are shown for the different parameters.Keywords: Dynamical network, H1N1virus, local level, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15471798 The Principle Probabilities of Space-Distance Resolution for a Monostatic Radar and Realization in Cylindrical Array
Authors: Anatoly D. Pluzhnikov, Elena N. Pribludova, Alexander G. Ryndyk
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In conjunction with the problem of the target selection on a clutter background, the analysis of the scanning rate influence on the spatial-temporal signal structure, the generalized multivariate correlation function and the quality of the resolution with the increase pulse repetition frequency is made. The possibility of the object space-distance resolution, which is conditioned by the range-to-angle conversion with an increased scanning rate, is substantiated. The calculations for the real cylindrical array at high scanning rate are presented. The high scanning rate let to get the signal to noise improvement of the order of 10 dB for the space-time signal processing.Keywords: Antenna pattern, array, signal processing, spatial resolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10741797 Study of Tower Grounding Resistance Effected Back Flashover to 500 kV Transmission Line in Thailand by using ATP/EMTP
Authors: B. Marungsri, S. Boonpoke, A. Rawangpai, A. Oonsivilai, C. Kritayakornupong
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This study describes analysis of tower grounding resistance effected the back flashover voltage across insulator string in a transmission system. This paper studies the 500 kV transmission lines from Mae Moh, Lampang to Nong Chok, Bangkok, Thailand, which is double circuit in the same steel tower with two overhead ground wires. The factor of this study includes magnitude of lightning stroke, and front time of lightning stroke. Steel tower uses multistory tower model. The assumption of studies based on the return stroke current ranged 1-200 kA, front time of lightning stroke between 1 μs to 3 μs. The simulations study the effect of varying tower grounding resistance that affect the lightning current. Simulation results are analyzed lightning over voltage that causes back flashover at insulator strings. This study helps to know causes of problems of back flashover the transmission line system, and also be as a guideline solving the problem for 500 kV transmission line systems, as well.Keywords: Tower grounding resistance, back flashover, multistory tower model, lightning stroke current.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43411796 Realization of a Temperature Based Automatic Controlled Domestic Electric Boiling System
Authors: Shengqi Yu, Jinwei Zhao
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This paper presents a kind of analog circuit based temperature control system, which is mainly composed by threshold control signal circuit, synchronization signal circuit and trigger pulse circuit. Firstly, the temperature feedback signal function is realized by temperature sensor TS503F3950E. Secondly, the main control circuit forms the cycle controlled pulse signal to control the thyristor switching model. Finally two reverse paralleled thyristors regulate the output power by their switching state. In the consequence, this is a modernized and energy-saving domestic electric heating system.Keywords: Time base circuit, automatic control, zero-crossing trigger, temperature control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10021795 Complex Energy Signal Model for Digital Human Fingerprint Matching
Authors: Jason Zalev, Reza Sedaghat
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This paper describes a complex energy signal model that is isomorphic with digital human fingerprint images. By using signal models, the problem of fingerprint matching is transformed into the signal processing problem of finding a correlation between two complex signals that differ by phase-rotation and time-scaling. A technique for minutiae matching that is independent of image translation, rotation and linear-scaling, and is resistant to missing minutiae is proposed. The method was tested using random data points. The results show that for matching prints the scaling and rotation angles are closely estimated and a stronger match will have a higher correlation.Keywords: Affine Invariant, Fingerprint Recognition, Matching, Minutiae.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13181794 Decoy-pulse Protocol for Frequency-coded Quantum Key Distribution
Authors: Sudeshna Bhattacharya, Pratyush Pandey, Pradeep Kumar K
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We propose a decoy-pulse protocol for frequency-coded implementation of B92 quantum key distribution protocol. A direct extension of decoy-pulse method to frequency-coding scheme results in security loss as an eavesdropper can distinguish between signal and decoy pulses by measuring the carrier photon number without affecting other statistics. We overcome this problem by optimizing the ratio of carrier photon number of decoy-to-signal pulse to be as close to unity as possible. In our method the switching between signal and decoy pulses is achieved by changing the amplitude of RF signal as opposed to modulating the intensity of optical signal thus reducing system cost. We find an improvement by a factor of 100 approximately in the key generation rate using decoy-state protocol. We also study the effect of source fluctuation on key rate. Our simulation results show a key generation rate of 1.5×10-4/pulse for link lengths up to 70km. Finally, we discuss the optimum value of average photon number of signal pulse for a given key rate while also optimizing the carrier ratio.
Keywords: B92, decoy-pulse, frequency-coding, quantum key distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17261793 Information Transmission between Large and Small Stocks in the Korean Stock Market
Authors: Sang Hoon Kang, Seong-Min Yoon
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Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that is larger than the good news volatility of the large stock market. By employing the Granger causality test, we found unidirectional return transmissions from the large stocks to medium and small stocks. This evidence indicates that pat information about the large stocks has a better ability to predict the returns of the medium and small stocks in the Korean stock market. Moreover, by using the asymmetric GARCH-BEKK model, we observed the unidirectional relationship of asymmetric volatility transmission from large stocks to the medium and small stocks. This finding suggests that volatility in the medium and small stocks following a negative shock in the large stocks is larger than that following a positive shock in the large stocks.Keywords: Asymmetric GARCH-BEKK model, Asymmetric volatility transmission, Causality, Korean stock market, Spillover effect
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16741792 Partially Knowing of Least Support Orthogonal Matching Pursuit (PKLS-OMP) for Recovering Signal
Authors: Israa Sh. Tawfic, Sema Koc Kayhan
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Given a large sparse signal, great wishes are to reconstruct the signal precisely and accurately from lease number of measurements as possible as it could. Although this seems possible by theory, the difficulty is in built an algorithm to perform the accuracy and efficiency of reconstructing. This paper proposes a new proved method to reconstruct sparse signal depend on using new method called Least Support Matching Pursuit (LS-OMP) merge it with the theory of Partial Knowing Support (PSK) given new method called Partially Knowing of Least Support Orthogonal Matching Pursuit (PKLS-OMP). The new methods depend on the greedy algorithm to compute the support which depends on the number of iterations. So to make it faster, the PKLS-OMP adds the idea of partial knowing support of its algorithm. It shows the efficiency, simplicity, and accuracy to get back the original signal if the sampling matrix satisfies the Restricted Isometry Property (RIP). Simulation results also show that it outperforms many algorithms especially for compressible signals.
Keywords: Compressed sensing, Lest Support Orthogonal Matching Pursuit, Partial Knowing Support, Restricted isometry property, signal reconstruction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22321791 Stability Analysis and Controller Design of Further Development of MIMOS II for Space Applications with Focus on the Extended Lyapunov Method: Part I
Authors: Mohammad Beyki, Justus Pawlak, Robert Patzke, Franz Renz
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In the context of planetary exploration, the MIMOS II (miniaturized M¨ossbauer spectrometer) serves as a proven and reliable measuring instrument. The transmission behaviour of the electronics in the M¨ossbauer spectroscopy is further developed and optimized. For this purpose, the overall electronics is split into three parts. This elaboration deals exclusively with the first part of the signal chain for the evaluation of photons in experiments with gamma radiation. Parallel to the analysis of the electronics, an additional method for analysing the stability of linear and non-linear systems is presented: The extended method of Lyapunov’s stability criteria. The design helps to weigh advantages and disadvantages against other simulated circuits in order to optimize the MIMOS II for the terestric and extraterestric measurment. Finally, after stability analysis, the controller design according to Ackermann is performed, achieving the best possible optimization of the output variable through a skillful pole assignment.
Keywords: Controller design for MIMOS II, stability analysis, M¨ossbauer spectroscopy, electronic signal amplifier, light processing technology, photocurrent, transimpedance amplifier, extended Lyapunov method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 491790 Optimal SSSC Placement to ATC Enhancing in Power Systems
Authors: Sh. Javadi, A. Alijani, A.H. Mazinan
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This paper reviews the optimization available transmission capability (ATC) of power systems using a device of FACTS named SSSC equipped with energy storage devices. So that, emplacement and improvement of parameters of SSSC will be illustrated. Thus, voltage magnitude constraints of network buses, line transient stability constraints and voltage breakdown constraints are considered. To help the calculations, a comprehensive program in DELPHI is provided, which is able to simulate and trace the parameters of SSSC has been installed on a specific line. Furthermore, the provided program is able to compute ATC, TTC and maximum value of their enhancement after using SSSC.Keywords: available transmission capability (ATC), total transmission capability (TTC), voltage constraints, stability constraints, FACTS, SSSC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20381789 Transmission Lines Loading Enhancement Using ADPSO Approach
Authors: M. Mahdavi, H. Monsef, A. Bagheri
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Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.Keywords: ADPSO, TEP problem, Lines loading optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619