Search results for: Linear transfer function
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4612

Search results for: Linear transfer function

4612 Phase Jitter Transfer in High Speed Data Links

Authors: Tsunwai Gary Yip

Abstract:

Phase locked loops in 10 Gb/s and faster data links are low phase noise devices. Characterization of their phase jitter transfer functions is difficult because the intrinsic noise of the PLLs is comparable to the phase noise of the reference clock signal. The problem is solved by using a linear model to account for the intrinsic noise. This study also introduces a novel technique for measuring the transfer function. It involves the use of the reference clock as a source of wideband excitation, in contrast to the commonly used sinusoidal excitations at discrete frequencies. The data reported here include the intrinsic noise of a PLL for 10 Gb/s links and the jitter transfer function of a PLL for 12.8 Gb/s links. The measured transfer function suggests that the PLL responded like a second order linear system to a low noise reference clock.

Keywords: Intrinsic phase noise, jitter in data link, PLL jitter transfer function, high speed clocking in electronic circuit

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4611 Jitter Transfer in High Speed Data Links

Authors: Tsunwai Gary Yip

Abstract:

Phase locked loops for data links operating at 10 Gb/s or faster are low phase noise devices designed to operate with a low jitter reference clock. Characterization of their jitter transfer function is difficult because the intrinsic noise of the device is comparable to the random noise level in the reference clock signal. A linear model is proposed to account for the intrinsic noise of a PLL. The intrinsic noise data of a PLL for 10 Gb/s links is presented. The jitter transfer function of a PLL in a test chip for 12.8 Gb/s data links was determined in experiments using the 400 MHz reference clock as the source of simultaneous excitations over a wide range of frequency. The result shows that the PLL jitter transfer function can be approximated by a second order linear model.

Keywords: Intrinsic phase noise, jitter in data link, PLL jitter transfer function, high speed clocking in electronic circuit

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4610 A Transfer Function Representation of Thermo-Acoustic Dynamics for Combustors

Authors: Myunggon Yoon, Jung-Ho Moon

Abstract:

In this paper, we present a transfer function representation of a general one-dimensional combustor. The input of the transfer function is a heat rate perturbation of a burner and the output is a flow velocity perturbation at the burner. This paper considers a general combustor model composed of multiple cans with different cross sectional areas, along with a non-zero flow rate.

Keywords: Thermoacoustics, dynamics, combustor, transfer function.

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4609 Multi-Linear Regression Based Prediction of Mass Transfer by Multiple Plunging Jets

Authors: S. Deswal, M. Pal

Abstract:

The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 60O. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby, suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modeling mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, multi-linear regression.

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4608 Transfer Function of Piezoelectric Material

Authors: C. Worakitjaroenphon, A. Oonsivilai

Abstract:

The study of piezoelectric material in the past was in T-Domain form; however, no one has studied piezoelectric material in the S-Domain form. This paper will present the piezoelectric material in the transfer function or S-Domain model. S-Domain is a well known mathematical model, used for analyzing the stability of the material and determining the stability limits. By using S-Domain in testing stability of piezoelectric material, it will provide a new tool for the scientific world to study this material in various forms.

Keywords: Piezoelectric, Stability, S-Domain, Transfer function

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4607 A Model-following Adaptive Controller for Linear/Nonlinear Plantsusing Radial Basis Function Neural Networks

Authors: Yuichi Masukake, Yoshihisa Ishida

Abstract:

In this paper, we proposed a method to design a model-following adaptive controller for linear/nonlinear plants. Radial basis function neural networks (RBF-NNs), which are known for their stable learning capability and fast training, are used to identify linear/nonlinear plants. Simulation results show that the proposed method is effective in controlling both linear and nonlinear plants with disturbance in the plant input.

Keywords: Linear/nonlinear plants, neural networks, radial basisfunction networks.

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4606 Robust Stabilization against Unknown Consensus Network

Authors: Myung-Gon Yoon, Jung-Ho Moon, Tae Kwon Ha

Abstract:

This paper studies a robust stabilization problem of a single agent in a multi-agent consensus system composed of identical agents, when the network topology of the system is completely unknown. It is shown that the transfer function of an agent in a consensus system can be described as a multiplicative perturbation of the isolated agent transfer function in frequency domain. From an existing robust stabilization result, we present sufficient conditions for a robust stabilization of an agent against unknown network topology.

Keywords: Multi-agent System, Robust Stabilization, Transfer Function.

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4605 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

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4604 Simplex Method for Fuzzy Variable Linear Programming Problems

Authors: S.H. Nasseri, E. Ardil

Abstract:

Fuzzy linear programming is an application of fuzzy set theory in linear decision making problems and most of these problems are related to linear programming with fuzzy variables. A convenient method for solving these problems is based on using of auxiliary problem. In this paper a new method for solving fuzzy variable linear programming problems directly using linear ranking functions is proposed. This method uses simplex tableau which is used for solving linear programming problems in crisp environment before.

Keywords: Fuzzy variable linear programming, fuzzy number, ranking function, simplex method.

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4603 TS Fuzzy Controller to Stochastic Systems

Authors: Joabe Silva, Ginalber Serra

Abstract:

This paper proposes the analysis and design of robust fuzzy control to Stochastic Parametrics Uncertaint Linear systems. This system type to be controlled is partitioned into several linear sub-models, in terms of transfer function, forming a convex polytope, similar to LPV (Linear Parameters Varying) system. Once defined the linear sub-models of the plant, these are organized into fuzzy Takagi- Sugeno (TS) structure. From the Parallel Distributed Compensation (PDC) strategy, a mathematical formulation is defined in the frequency domain, based on the gain and phase margins specifications, to obtain robust PI sub-controllers in accordance to the Takagi- Sugeno fuzzy model of the plant. The main results of the paper are based on the robust stability conditions with the proposal of one Axiom and two Theorems.

Keywords: Fuzzy Systems; Robust Stability, Stochastic Control, Stochastic Process

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4602 Use of Linear Programming for Optimal Production in a Production Line in Saudi Food Co.

Authors: Qasim M. Kriri

Abstract:

Few Saudi Arabia production companies face financial profit issues until this moment. This work presents a linear integer programming model that solves a production problem of a Saudi Food Company in Saudi Arabia. An optimal solution to the above-mentioned problem is a Linear Programming solution. In this regard, the main purpose of this project is to maximize profit. Linear Programming Technique has been used to derive the maximum profit from production of natural juice at Saudi Food Co. The operations of production of the company were formulated and optimal results are found out by using Lindo Software that employed Sensitivity Analysis and Parametric linear programming in order develop Linear Programming. In addition, the parameter values are increased, then the values of the objective function will be increased.

Keywords: Parameter linear programming, objective function, sensitivity analysis, optimize profit.

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4601 Effect of a Linear-Exponential Penalty Functionon the GA-s Efficiency in Optimization of a Laminated Composite Panel

Authors: A. Abedian, M. H. Ghiasi, B. Dehghan-Manshadi

Abstract:

A stiffened laminated composite panel (1 m length × 0.5m width) was optimized for minimum weight and deflection under several constraints using genetic algorithm. Here, a significant study on the performance of a penalty function with two kinds of static and dynamic penalty factors was conducted. The results have shown that linear dynamic penalty factors are more effective than the static ones. Also, a specially combined linear-exponential function has shown to perform more effective than the previously mentioned penalty functions. This was then resulted in the less sensitivity of the GA to the amount of penalty factor.

Keywords: Genetic algorithms, penalty function, stiffenedcomposite panel, finite element method.

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4600 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

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4599 A New Analytic Solution for the Heat Conduction with Time-Dependent Heat Transfer Coefficient

Authors: Te Wen Tu, Sen Yung Lee

Abstract:

An alternative approach is proposed to develop the analytic solution for one dimensional heat conduction with one mixed type boundary condition and general time-dependent heat transfer coefficient. In this study, the physic meaning of the solution procedure is revealed. It is shown that the shifting function takes the physic meaning of the reciprocal of Biot function in the initial time. Numerical results show the accuracy of this study. Comparing with those given in the existing literature, the difference is less than 0.3%.

Keywords: Analytic solution, heat transfer coefficient, shifting function method, time-dependent boundary condition.

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4598 Binary Mixture of Copper-Cobalt Ions Uptake by Zeolite using Neural Network

Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.

Keywords: Adsorption isotherm, binary system, neural network; sorption

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4597 Analysis of Gamma-Ray Spectra Using Levenberg-Marquardt Method

Authors: A. H. Fatah, A. H. Ahmed

Abstract:

Levenberg-Marquardt method (LM) was proposed to be applied as a non-linear least-square fitting in the analysis of a natural gamma-ray spectrum that was taken by the Hp (Ge) detector. The Gaussian function that composed of three components, main Gaussian, a step background function and tailing function in the lowenergy side, has been suggested to describe each of the y-ray lines mathematically in the spectrum. The whole spectrum has been analyzed by determining the energy and relative intensity for the strong y-ray lines.

Keywords: Gamma-Ray, Spectrum analysis, Non-linear leastsquare fitting.

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4596 A Critics Study of Neural Networks Applied to ion-Exchange Process

Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

This paper presents a critical study about the application of Neural Networks to ion-exchange process. Ionexchange is a complex non-linear process involving many factors influencing the ions uptake mechanisms from the pregnant solution. The following step includes the elution. Published data presents empirical isotherm equations with definite shortcomings resulting in unreliable predictions. Although Neural Network simulation technique encounters a number of disadvantages including its “black box", and a limited ability to explicitly identify possible causal relationships, it has the advantage to implicitly handle complex nonlinear relationships between dependent and independent variables. In the present paper, the Neural Network model based on the back-propagation algorithm Levenberg-Marquardt was developed using a three layer approach with a tangent sigmoid transfer function (tansig) at hidden layer with 11 neurons and linear transfer function (purelin) at out layer. The above mentioned approach has been used to test the effectiveness in simulating ion exchange processes. The modeling results showed that there is an excellent agreement between the experimental data and the predicted values of copper ions removed from aqueous solutions.

Keywords: Copper, ion-exchange process, neural networks, simulation

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4595 Artificial Neural Network Modeling of a Closed Loop Pulsating Heat Pipe

Authors: Vipul M. Patel, Hemantkumar B. Mehta

Abstract:

Technological innovations in electronic world demand novel, compact, simple in design, less costly and effective heat transfer devices. Closed Loop Pulsating Heat Pipe (CLPHP) is a passive phase change heat transfer device and has potential to transfer heat quickly and efficiently from source to sink. Thermal performance of a CLPHP is governed by various parameters such as number of U-turns, orientations, input heat, working fluids and filling ratio. The present paper is an attempt to predict the thermal performance of a CLPHP using Artificial Neural Network (ANN). Filling ratio and heat input are considered as input parameters while thermal resistance is set as target parameter. Types of neural networks considered in the present paper are radial basis, generalized regression, linear layer, cascade forward back propagation, feed forward back propagation; feed forward distributed time delay, layer recurrent and Elman back propagation. Linear, logistic sigmoid, tangent sigmoid and Radial Basis Gaussian Function are used as transfer functions. Prediction accuracy is measured based on the experimental data reported by the researchers in open literature as a function of Mean Absolute Relative Deviation (MARD). The prediction of a generalized regression ANN model with spread constant of 4.8 is found in agreement with the experimental data for MARD in the range of ±1.81%.

Keywords: ANN models, CLPHP, filling ratio, generalized regression, spread constant.

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4594 Performance Analysis of Evolutionary ANN for Output Prediction of a Grid-Connected Photovoltaic System

Authors: S.I Sulaiman, T.K Abdul Rahman, I. Musirin, S. Shaari

Abstract:

This paper presents performance analysis of the Evolutionary Programming-Artificial Neural Network (EPANN) based technique to optimize the architecture and training parameters of a one-hidden layer feedforward ANN model for the prediction of energy output from a grid connected photovoltaic system. The ANN utilizes solar radiation and ambient temperature as its inputs while the output is the total watt-hour energy produced from the grid-connected PV system. EP is used to optimize the regression performance of the ANN model by determining the optimum values for the number of nodes in the hidden layer as well as the optimal momentum rate and learning rate for the training. The EPANN model is tested using two types of transfer function for the hidden layer, namely the tangent sigmoid and logarithmic sigmoid. The best transfer function, neural topology and learning parameters were selected based on the highest regression performance obtained during the ANN training and testing process. It is observed that the best transfer function configuration for the prediction model is [logarithmic sigmoid, purely linear].

Keywords: Artificial neural network (ANN), Correlation coefficient (R), Evolutionary programming-ANN (EPANN), Photovoltaic (PV), logarithmic sigmoid and tangent sigmoid.

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4593 Blind Image Deconvolution by Neural Recursive Function Approximation

Authors: Jiann-Ming Wu, Hsiao-Chang Chen, Chun-Chang Wu, Pei-Hsun Hsu

Abstract:

This work explores blind image deconvolution by recursive function approximation based on supervised learning of neural networks, under the assumption that a degraded image is linear convolution of an original source image through a linear shift-invariant (LSI) blurring matrix. Supervised learning of neural networks of radial basis functions (RBF) is employed to construct an embedded recursive function within a blurring image, try to extract non-deterministic component of an original source image, and use them to estimate hyper parameters of a linear image degradation model. Based on the estimated blurring matrix, reconstruction of an original source image from a blurred image is further resolved by an annealed Hopfield neural network. By numerical simulations, the proposed novel method is shown effective for faithful estimation of an unknown blurring matrix and restoration of an original source image.

Keywords: Blind image deconvolution, linear shift-invariant(LSI), linear image degradation model, radial basis functions (rbf), recursive function, annealed Hopfield neural networks.

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4592 Modified Buck Boost Circuit for Linear and Non-Linear Piezoelectric Energy Harvesting

Authors: I Made Darmayuda, Chai Tshun Chuan Kevin, Je Minkyu

Abstract:

Plenty researches have reported techniques to harvest energy from piezoelectric transducer. In the earlier years, the researches mainly report linear energy harvesting techniques whereby interface circuitry is designed to have input impedance that match with the impedance of the piezoelectric transducer. In recent years non-linear techniques become more popular. The non-linear technique employs voltage waveform manipulation to boost the available-for-extraction energy at the time of energy transfer.  The fact that non-linear energy extraction provides larger available-for-extraction energy doesn’t mean the linear energy extraction is completely obsolete. In some scenarios, such as where initial power is not available, linear energy extraction is still preferred. A modified Buck Boost circuit which is capable of harvesting piezoelectric energy using both linear and non-linear techniques is reported in this paper. Efficiency of at least 64% can be achieved using this circuit. For linear extraction, the modified Buck Boost circuit is controlled using a fix frequency and duty cycle clock. A voltage sensor and a pulse generator are added as the controller for the non-linear extraction technique. 

Keywords: Buck boost, energy harvester, linear energy harvester, non-linear energy harvester, piezoelectric, synchronized charge extraction.

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4591 On General Stability for Switched Positive Linear Systems with Bounded Time-varying Delays

Authors: Xiu Liu, Shouming Zhong, Xiuyong Ding

Abstract:

This paper focuses on the problem of a common linear copositive Lyapunov function(CLCLF) existence for discrete-time switched positive linear systems(SPLSs) with bounded time-varying delays. In particular, applying system matrices, a special class of matrices are constructed in an appropriate manner. Our results reveal that the existence of a common copositive Lyapunov function can be related to the Schur stability of such matrices. A simple example is provided to illustrate the implication of our results.

Keywords: Common linear co-positive Lyapunov functions, positive systems, switched systems, delays.

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4590 Simplex Method for Solving Linear Programming Problems with Fuzzy Numbers

Authors: S. H. Nasseri, E. Ardil, A. Yazdani, R. Zaefarian

Abstract:

The fuzzy set theory has been applied in many fields, such as operations research, control theory, and management sciences, etc. In particular, an application of this theory in decision making problems is linear programming problems with fuzzy numbers. In this study, we present a new method for solving fuzzy number linear programming problems, by use of linear ranking function. In fact, our method is similar to simplex method that was used for solving linear programming problems in crisp environment before.

Keywords: Fuzzy number linear programming, rankingfunction, simplex method.

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4589 Parameter Sensitivity Analysis of Artificial Neural Network for Predicting Water Turbidity

Authors: Chia-Ling Chang, Chung-Sheng Liao

Abstract:

The present study focuses on the discussion over the parameter of Artificial Neural Network (ANN). Sensitivity analysis is applied to assess the effect of the parameters of ANN on the prediction of turbidity of raw water in the water treatment plant. The result shows that transfer function of hidden layer is a critical parameter of ANN. When the transfer function changes, the reliability of prediction of water turbidity is greatly different. Moreover, the estimated water turbidity is less sensitive to training times and learning velocity than the number of neurons in the hidden layer. Therefore, it is important to select an appropriate transfer function and suitable number of neurons in the hidden layer in the process of parameter training and validation.

Keywords: Artificial Neural Network (ANN), sensitivity analysis, turbidity.

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4588 Switching Rule for the Exponential Stability and Stabilization of Switched Linear Systems with Interval Time-varying Delays

Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

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4587 Face Recognition using Radial Basis Function Network based on LDA

Authors: Byung-Joo Oh

Abstract:

This paper describes a method to improve the robustness of a face recognition system based on the combination of two compensating classifiers. The face images are preprocessed by the appearance-based statistical approaches such as Principal Component Analysis (PCA) and Linear Discriminant Analysis (LDA). LDA features of the face image are taken as the input of the Radial Basis Function Network (RBFN). The proposed approach has been tested on the ORL database. The experimental results show that the LDA+RBFN algorithm has achieved a recognition rate of 93.5%

Keywords: Face recognition, linear discriminant analysis, radial basis function network.

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4586 Comparison of Polynomial and Radial Basis Kernel Functions based SVR and MLR in Modeling Mass Transfer by Vertical and Inclined Multiple Plunging Jets

Authors: S. Deswal, M. Pal

Abstract:

Presently various computational techniques are used in modeling and analyzing environmental engineering data. In the present study, an intra-comparison of polynomial and radial basis kernel functions based on Support Vector Regression and, in turn, an inter-comparison with Multi Linear Regression has been attempted in modeling mass transfer capacity of vertical (θ = 90O) and inclined (θ multiple plunging jets (varying from 1 to 16 numbers). The data set used in this study consists of four input parameters with a total of eighty eight cases, forty four each for vertical and inclined multiple plunging jets. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 along with corresponding root mean square error values of 0.0025 and 0.0020 were achieved by using polynomial and radial basis kernel functions based Support Vector Regression respectively. An intra-comparison suggests improved performance by radial basis function in comparison to polynomial kernel based Support Vector Regression. Further, an inter-comparison with Multi Linear Regression (correlation coefficient = 0.973 and root mean square error = 0.0024) reveals that radial basis kernel functions based Support Vector Regression performs better in modeling and estimating mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, polynomial and radial basis kernel functions, Support Vector Regression.

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4585 An Estimation of Variance Components in Linear Mixed Model

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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4584 A Behavior Model of Discrete Sampling and Hold Amplifier based on AC Response

Authors: Wang Xing-hua, Zhong Shun-an, Zhang Zhuo

Abstract:

A kind of behavior model for discrete sampling and hold amplifier with charge transmission is analyzed. The transfer function and behavior features are based on the main AC responses of operation amplifier. The result used in pipelined and sigma-delta ADC shows the exact of model of sampling and hold amplifier, and the non-ideal factors are taken into account.

Keywords: SHA, response, behavior, transfer function.

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4583 The Statistical Properties of Filtered Signals

Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

In this paper, the statistical properties of filtered or convolved signals are considered by deriving the resulting density functions as well as the exact mean and variance expressions given a prior knowledge about the statistics of the individual signals in the filtering or convolution process. It is shown that the density function after linear convolution is a mixture density, where the number of density components is equal to the number of observations of the shortest signal. For circular convolution, the observed samples are characterized by a single density function, which is a sum of products.

Keywords: Circular Convolution, linear Convolution, mixture density function.

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