Search results for: Orthonormal Filter Bank
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 845

Search results for: Orthonormal Filter Bank

725 An Investigative Study into Observer based Non-Invasive Fault Detection and Diagnosis in Induction Motors

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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724 Bank Loans and the Business Cycle: The Case of the Czech Republic

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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723 An Algorithm Proposed for FIR Filter Coefficients Representation

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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722 Kalman Filter for Bilinear Systems with Application

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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721 Owner/Managers’ External Financing Used and Preference towards Islamic Banking

Authors: Khalid Hassan Abdesamed, Kalsom Abd Wahab

Abstract:

Economic development and growth are significantly linked to the consistent and sustainable sector of small and medium enterprises (SMEs). Banks are the frontrunners in financing and advising SMEs. The main objective of the study is to assess the tendency of SMEs to use the Islamic bank. Model was developed using quantitative method with a hypothetical-deductive testing approach. Model (N = 364) used primary data on the tendency of SMEs to use Islamic banks gathered from questionnaire. It is found by Mann-Whitney test that the tendency to use Islamic bank varies between those firms which consider formal financing with the ones relying on informal financing with the latter tends more to use Islamic bank. This study can serve academic researchers, policy makers, and developing countries as a model of SMEs’ desirability to Islamic banking.

Keywords: Formal financing, informal financing, Islamic bank, SMEs.

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720 IIR Filter design with Craziness based Particle Swarm Optimization Technique

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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719 Information Seeking through Assimilation Process in Thai Organization

Authors: Pornprom Chomngam

Abstract:

The purpose of this study is to examine employee assessments of the usefulness/value of different types of information available to those employees during the process of organizational assimilation. Participants in the study were 247 “new" employees at Bangkok Bank. Bangkok Bank considers employees whose length of stay with the bank has been less than 18 months as new employees. Questionnaires were administered to all of the Bank-s new employees to obtain the data for this study. Repeated measures analysis was used to analyze the data. The data were summed and coded by using Statistical Package for Social Science. Newcomers indicate that social information is the most useful information, followed by job (technical, referent, and appraisal information), political, normative, and organizational information. Essentially, social, job, and political information are evaluated by newcomers as highly useful, while normative and organizational information are rated as moderately useful.

Keywords: Information seeking, organization assimilation.

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718 Synthesis of Wavelet Filters using Wavelet Neural Networks

Authors: Wajdi Bellil, Chokri Ben Amar, Adel M. Alimi

Abstract:

An application of Beta wavelet networks to synthesize pass-high and pass-low wavelet filters is investigated in this work. A Beta wavelet network is constructed using a parametric function called Beta function in order to resolve some nonlinear approximation problem. We combine the filter design theory with wavelet network approximation to synthesize perfect filter reconstruction. The order filter is given by the number of neurons in the hidden layer of the neural network. In this paper we use only the first derivative of Beta function to illustrate the proposed design procedures and exhibit its performance.

Keywords: Beta wavelets, Wavenet, multiresolution analysis, perfect filter reconstruction, salient point detect, repeatability.

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717 A Novel Approach for Tracking of a Mobile Node Based on Particle Filter and Trilateration

Authors: Muhammad Haroon Siddiqui, Muhammad Rehan Khalid

Abstract:

This paper evaluates the performance of a novel algorithm for tracking of a mobile node, interms of execution time and root mean square error (RMSE). Particle Filter algorithm is used to track the mobile node, however a new technique in particle filter algorithm is also proposed to reduce the execution time. The stationary points were calculated through trilateration and finally by averaging the number of points collected for a specific time, whereas tracking is done through trilateration as well as particle filter algorithm. Wi-Fi signal is used to get initial guess of the position of mobile node in x-y coordinates system. Commercially available software “Wireless Mon" was used to read the WiFi signal strength from the WiFi card. Visual Cµ version 6 was used to interact with this software to read only the required data from the log-file generated by “Wireless Mon" software. Results are evaluated through mathematical modeling and MATLAB simulation.

Keywords: Particle Filter, Tracking, Wireless Local Area Network, WiFi, Trilateration

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716 Kalman Filter Design in Structural Identification with Unknown Excitation

Authors: Z. Masoumi, B. Moaveni

Abstract:

This article is about first step of structural health monitoring by identifying structural system in the presence of unknown input. In the structural system identification, identification of structural parameters such as stiffness and damping are considered. In this study, the Kalman filter (KF) design for structural systems with unknown excitation is expressed. External excitations, such as earthquakes, wind or any other forces are not measured or not available. The purpose of this filter is its strengths to estimate the state variables of the system in the presence of unknown input. Also least squares estimation (LSE) method with unknown input is studied. Estimates of parameters have been adopted. Finally, using two examples advantages and drawbacks of both methods are studied.

Keywords: Structural health monitoring, Kalman filter, Least square estimation, structural system identification.

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715 A Pole Radius Varying Notch Filter with Transient Suppression for Electrocardiogram

Authors: Ramesh Rajagopalan, Adam Dahlstrom

Abstract:

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Keywords: Notch filter, ECG, transient, pole radius.

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714 Kalman-s Shrinkage for Wavelet-Based Despeckling of SAR Images

Authors: Mario Mastriani, Alberto E. Giraldez

Abstract:

In this paper, a new probability density function (pdf) is proposed to model the statistics of wavelet coefficients, and a simple Kalman-s filter is derived from the new pdf using Bayesian estimation theory. Specifically, we decompose the speckled image into wavelet subbands, we apply the Kalman-s filter to the high subbands, and reconstruct a despeckled image from the modified detail coefficients. Experimental results demonstrate that our method compares favorably to several other despeckling methods on test synthetic aperture radar (SAR) images.

Keywords: Kalman's filter, shrinkage, speckle, wavelets.

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713 Increasing Convergence Rate of a Fractionally-Spaced Channel Equalizer

Authors: Waseem Khan

Abstract:

In this paper a technique for increasing the convergence rate of fractionally spaced channel equalizer is proposed. Instead of symbol-spaced updating of the equalizer filter, a mechanism has been devised to update the filter at a higher rate. This ensures convergence of the equalizer filter at a higher rate and therefore less time-consuming. The proposed technique has been simulated and tested for two-ray modeled channels with various delay spreads. These channels include minimum-phase and nonminimum- phase channels. Simulation results suggest that that proposed technique outperforms the conventional technique of symbol-spaced updating of equalizer filter.

Keywords: Channel equalization, Fractionally-spaced equalizer

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712 Shunt Power Active Filter Control under NonIdeal Voltages Conditions

Authors: H. Abaali, M. T. Lamchich, M. Raoufi

Abstract:

In this paper, we propose the Modified Synchronous Detection (MSD) Method for determining the reference compensating currents of the shunt active power filter under non sinusoidal voltages conditions. For controlling the inverter switching we used the PI regulator. The numerical simulation results, using Power System Blockset Toolbox PSB of Matlab, from a complete structure, are presented and discussed.

Keywords: Distorted, harmonic, Modified Synchronous Detection Method, PI regulator, Shunt Active Power Filter, unbalanced.

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711 Digital Filter for Cochlear Implant Implemented on a Field- Programmable Gate Array

Authors: Rekha V. Dundur , M.V.Latte, S.Y. Kulkarni, M.K.Venkatesha

Abstract:

The advent of multi-million gate Field Programmable Gate Arrays (FPGAs) with hardware support for multiplication opens an opportunity to recreate a significant portion of the front end of a human cochlea using this technology. In this paper we describe the implementation of the cochlear filter and show that it is entirely suited to a single device XC3S500 FPGA implementation .The filter gave a good fit to real time data with efficiency of hardware usage.

Keywords: Cochlea, FPGA, IIR (Infinite Impulse Response), Multiplier.

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710 Decimation Filter Design Toolbox for Multi-Standard Wireless Transceivers using MATLAB

Authors: Shahana T. K., Babita R. Jose, K. Poulose Jacob, Sreela Sasi

Abstract:

The demand for new telecommunication services requiring higher capacities, data rates and different operating modes have motivated the development of new generation multi-standard wireless transceivers. A multi-standard design often involves extensive system level analysis and architectural partitioning, typically requiring extensive calculations. In this research, a decimation filter design tool for wireless communication standards consisting of GSM, WCDMA, WLANa, WLANb, WLANg and WiMAX is developed in MATLAB® using GUIDE environment for visual analysis. The user can select a required wireless communication standard, and obtain the corresponding multistage decimation filter implementation using this toolbox. The toolbox helps the user or design engineer to perform a quick design and analysis of decimation filter for multiple standards without doing extensive calculation of the underlying methods.

Keywords: Decimation filter, MATLAB® toolbox, Multistandard transceivers, Sigma-delta A/D converter.

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709 De-noising Infrared Image Using OWA Based Filter

Authors: Ruchika, Munish Vashisht, S. Qamar

Abstract:

Detection of small ship is crucial task in many automatic surveillance systems which are employed for security of maritime boundaries of a country. To address this problem, image de-noising is technique to identify the target ship in between many other ships in the sea. Image de-noising technique needs to extract the ship’s image from sea background for the analysis as the ship’s image may submerge in the background and flooding waves. In this paper, a noise filter is presented that is based on fuzzy linguistic ‘most’ quantifier. Ordered weighted averaging (OWA) function is used to remove salt-pepper noise of ship’s image. Results obtained are in line with the results available by other well-known median filters and OWA based approach shows better performance.

Keywords: Linguistic quantifier, impulse noise, OWA filter, median filter.

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708 Resistor-less Current-mode Universal Biquad Filter Using CCTAs and Grounded Capacitors

Authors: T. Thosdeekoraphat, S. Summart, C. Saetiaw, S. Santalunai, C. Thongsopa

Abstract:

This article presents a current-mode universal biquadratic filter. The proposed circuit can apparently provide standard functions of the biquad filter: low-pass, high-pass, bandpass, band-reject and all-pass functions. The circuit uses 4 current controlled transconductance amplifiers (CCTAs) and 2 grounded capacitors. In addition, the pole frequency and quality factor can be adjusted by electronic method by adjusting the bias currents of the CCTA. The proposed circuit uses only grounded capacitors without additional external resistors, the proposed circuit is considerably appropriate to further developing into an integrated circuit. The results of PSPICE simulation program are corresponding to the theoretical analysis.

Keywords: Resistor-less, Current-mode, Biquad filter, CCTA.

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707 A New Approach to Design an Efficient CIC Decimator Using Signed Digit Arithmetic

Authors: Vishal Awasthi, Krishna Raj

Abstract:

Any digital processing performed on a signal with larger nyquist interval requires more computation than signal processing performed on smaller nyquist interval. The sampling rate alteration generates the unwanted effects in the system such as spectral aliasing and spectral imaging during signal processing. Multirate-multistage implementation of digital filter can result a significant computational saving than single rate filter designed for sample rate conversion. In this paper, we presented an efficient cascaded integrator comb (CIC) decimation filter that perform fast down sampling using signed digit adder algorithm with compensated frequency droop that arises due to aliasing effect during the decimation process. This proposed compensated CIC decimation filter structure with a hybrid signed digit (HSD) fast adder provide an improved performance in terms of down sampling speed by 65.15% than ripple carry adder (RCA) and reduced area and power by 57.5% and 0.01 % than signed digit (SD) adder algorithms respectively.

Keywords: Sampling rate conversion, Multirate Filtering, Compensation Theory, Decimation filter, CIC filter, Redundant signed digit arithmetic, Fast adders.

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706 Influence of Locus of Control and Job Involvement to Organizational Culture Applied by Employees on Bank X

Authors: Sri Suwarsi, Nadia Budianti

Abstract:

As one of the big government bank, Bank X is paying attention its performance, so that it can compete. One of them is the existence of organizational culture which recognized with term TIPEC (Trust, Integrity, Professionalism, Costumer Focus, and Excellence). In application of organizational culture, it is needed the existence of employee involvement (job involvement). It can be influenced by various factors, such as Locus of Control. Related to above mentioned, the problems are how employee tendency of Locus of Control, how job involvement, how organizational culture applied by employees and how influence of Locus of Control and job involvement to the organizational culture applied by employees. Researchers collected data with questioner spreading, and respondents number of 30 people. After that, the data were analyzed with SPSS software constructively. The influence of Locus of Control and job involvement to the application of organizational culture was strong, i.e. 58.3%.

Keywords: Organizational culture, bank, employee locus of control, job involvement.

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705 Investigation into the Optimum Hydraulic Loading Rate for Selected Filter Media Packed in a Continuous Upflow Filter

Authors: A. Alzeyadi, E. Loffill, R. Alkhaddar

Abstract:

Continuous upflow filters can combine the nutrient (nitrogen and phosphate) and suspended solid removal in one unit process. The contaminant removal could be achieved chemically or biologically; in both processes the filter removal efficiency depends on the interaction between the packed filter media and the influent. In this paper a residence time distribution (RTD) study was carried out to understand and compare the transfer behaviour of contaminants through a selected filter media packed in a laboratory-scale continuous up flow filter; the selected filter media are limestone and white dolomite. The experimental work was conducted by injecting a tracer (red drain dye tracer –RDD) into the filtration system and then measuring the tracer concentration at the outflow as a function of time; the tracer injection was applied at hydraulic loading rates (HLRs) (3.8 to 15.2 m h-1). The results were analysed according to the cumulative distribution function F(t) to estimate the residence time of the tracer molecules inside the filter media. The mean residence time (MRT) and variance σ2 are two moments of RTD that were calculated to compare the RTD characteristics of limestone with white dolomite. The results showed that the exit-age distribution of the tracer looks better at HLRs (3.8 to 7.6 m h-1) and (3.8 m h-1) for limestone and white dolomite respectively. At these HLRs the cumulative distribution function F(t) revealed that the residence time of the tracer inside the limestone was longer than in the white dolomite; whereas all the tracer took 8 minutes to leave the white dolomite at 3.8 m h-1. On the other hand, the same amount of the tracer took 10 minutes to leave the limestone at the same HLR. In conclusion, the determination of the optimal level of hydraulic loading rate, which achieved the better influent distribution over the filtration system, helps to identify the applicability of the material as filter media. Further work will be applied to examine the efficiency of the limestone and white dolomite for phosphate removal by pumping a phosphate solution into the filter at HLRs (3.8 to 7.6 m h-1).

Keywords: Filter media, hydraulic loading rate, residence time distribution, tracer.

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704 Detecting Defects in Textile Fabrics with Optimal Gabor Filters

Authors: K. L. Mak, P. Peng

Abstract:

This paper investigates the problem of automated defect detection for textile fabrics and proposes a new optimal filter design method to solve this problem. Gabor Wavelet Network (GWN) is chosen as the major technique to extract the texture features from textile fabrics. Based on the features extracted, an optimal Gabor filter can be designed. In view of this optimal filter, a new semi-supervised defect detection scheme is proposed, which consists of one real-valued Gabor filter and one smoothing filter. The performance of the scheme is evaluated by using an offline test database with 78 homogeneous textile images. The test results exhibit accurate defect detection with low false alarm, thus showing the effectiveness and robustness of the proposed scheme. To evaluate the detection scheme comprehensively, a prototyped detection system is developed to conduct a real time test. The experiment results obtained confirm the efficiency and effectiveness of the proposed detection scheme.

Keywords: Defect detection, Filtering, Gabor function, Gaborwavelet networks, Textile fabrics.

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703 Mean-Square Performance of Adaptive Filter Algorithms in Nonstationary Environments

Authors: Mohammad Shams Esfand Abadi, John Hakon Husøy

Abstract:

Employing a recently introduced unified adaptive filter theory, we show how the performance of a large number of important adaptive filter algorithms can be predicted within a general framework in nonstationary environment. This approach is based on energy conservation arguments and does not need to assume a Gaussian or white distribution for the regressors. This general performance analysis can be used to evaluate the mean square performance of the Least Mean Square (LMS) algorithm, its normalized version (NLMS), the family of Affine Projection Algorithms (APA), the Recursive Least Squares (RLS), the Data-Reusing LMS (DR-LMS), its normalized version (NDR-LMS), the Block Least Mean Squares (BLMS), the Block Normalized LMS (BNLMS), the Transform Domain Adaptive Filters (TDAF) and the Subband Adaptive Filters (SAF) in nonstationary environment. Also, we establish the general expressions for the steady-state excess mean square in this environment for all these adaptive algorithms. Finally, we demonstrate through simulations that these results are useful in predicting the adaptive filter performance.

Keywords: Adaptive filter, general framework, energy conservation, mean-square performance, nonstationary environment.

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702 Using the Schunt Active Power Filter for Compensation of the Distorted and Umbalanced Power System Voltage

Authors: I. Habi, M. Bouguerra, D. Ouahdi, H. Meglouli

Abstract:

In this paper, we apply the PQ theory with shunt active power filter in an unbalanced and distorted power system voltage to compensate the perturbations generated by non linear load. The power factor is also improved in the current source. The PLL system is used to extract the fundamental component of the even sequence under conditions mentioned of the power system voltage.

Keywords: Converter, power filter, harmonies, non-linear load, pq theory, PLL, unbalanced voltages, distorted voltages.

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701 Simulink Model of Reference Frame Theory Based Three Phase Shunt Active Filter

Authors: P. Nammalvar, P. Meganathan, A. Balamuguran

Abstract:

Among various active filters, shunt active filter is a viable solution for reactive power and harmonics compensation. In this paper, the SRF plan is used to generate current reference for compensation and conventional PI controllers were used as the controller to compensate the reactive power. The design of the closed loop controllers is reserved simple by modeling them as first order systems. Computationally uncomplicated and efficient SVM system is used in the present work for better utilization of dc bus voltage. The rating of shunt active filter has been finalized based on the reactive power demand of the selected reactive load. The proposed control and SVM technique are validated by simulating in MATLAB software.

Keywords: Shunt Active Filter, Space vector pulse width modulation, Voltage Source Converter, Reactive Power, Synchronous Reference Frame, Point of common coupling.

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700 Design of Low Power and High Speed Digital IIR Filter in 45nm with Optimized CSA for Digital Signal Processing Applications

Authors: G. Ramana Murthy, C. Senthilpari, P. Velrajkumar, Lim Tien Sze

Abstract:

In this paper, a design methodology to implement low-power and high-speed 2nd order recursive digital Infinite Impulse Response (IIR) filter has been proposed. Since IIR filters suffer from a large number of constant multiplications, the proposed method replaces the constant multiplications by using addition/subtraction and shift operations. The proposed new 6T adder cell is used as the Carry-Save Adder (CSA) to implement addition/subtraction operations in the design of recursive section IIR filter to reduce the propagation delay. Furthermore, high-level algorithms designed for the optimization of the number of CSA blocks are used to reduce the complexity of the IIR filter. The DSCH3 tool is used to generate the schematic of the proposed 6T CSA based shift-adds architecture design and it is analyzed by using Microwind CAD tool to synthesize low-complexity and high-speed IIR filters. The proposed design outperforms in terms of power, propagation delay, area and throughput when compared with MUX-12T, MCIT-7T based CSA adder filter design. It is observed from the experimental results that the proposed 6T based design method can find better IIR filter designs in terms of power and delay than those obtained by using efficient general multipliers.

Keywords: CSA Full Adder, Delay unit, IIR filter, Low-Power, PDP, Parametric Analysis, Propagation Delay, Throughput, VLSI.

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699 GSM Position Tracking using a Kalman Filter

Authors: Jean-Pierre Dubois, Jihad S. Daba, M. Nader, C. El Ferkh

Abstract:

GSM has undoubtedly become the most widespread cellular technology and has established itself as one of the most promising technology in wireless communication. The next generation of mobile telephones had also become more powerful and innovative in a way that new services related to the user-s location will arise. Other than the 911 requirements for emergency location initiated by the Federal Communication Commission (FCC) of the United States, GSM positioning can be highly integrated in cellular communication technology for commercial use. However, GSM positioning is facing many challenges. Issues like accuracy, availability, reliability and suitable cost render the development and implementation of GSM positioning a challenging task. In this paper, we investigate the optimal mobile position tracking means. We employ an innovative scheme by integrating the Kalman filter in the localization process especially that it has great tracking characteristics. When tracking in two dimensions, Kalman filter is very powerful due to its reliable performance as it supports estimation of past, present, and future states, even when performing in unknown environments. We show that enhanced position tracking results is achieved when implementing the Kalman filter for GSM tracking.

Keywords: Cellular communication, estimation, GSM, Kalman filter, positioning

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698 Approaches to Determining Optimal Asset Structure for a Commercial Bank

Authors: Svetlana Saksonova

Abstract:

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Keywords: asset structure, commercial bank, model, optimisation

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697 Binary Phase-Only Filter Watermarking with Quantized Embedding

Authors: Hu Haibo, Liu Yi, He Ming

Abstract:

The binary phase-only filter digital watermarking embeds the phase information of the discrete Fourier transform of the image into the corresponding magnitudes for better image authentication. The paper proposed an approach of how to implement watermark embedding by quantizing the magnitude, with discussing how to regulate the quantization steps based on the frequencies of the magnitude coefficients of the embedded watermark, and how to embed the watermark at low frequency quantization. The theoretical analysis and simulation results show that algorithm flexibility, security, watermark imperceptibility and detection performance of the binary phase-only filter digital watermarking can be effectively improved with quantization based watermark embedding, and the robustness against JPEG compression will also be increased to some extent.

Keywords: binary phase-only filter, discrete Fourier transform, digital watermarking, image authentication, quantization.

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696 Mathematical Model and Control Strategy on DQ Frame for Shunt Active Power Filters

Authors: P. Santiprapan, K-L. Areerak, K-N. Areerak

Abstract:

This paper presents the mathematical model and control strategy on DQ frame of shunt active power filter. The structure of the shunt active power filter is the voltage source inverter (VSI). The pulse width modulation (PWM) with PI controller is used in the paper. The concept of DQ frame to apply with the shunt active power filter is described. Moreover, the detail of the PI controller design for two current loops and one voltage loop are fully explained. The DQ axis with Fourier (DQF) method is applied to calculate the reference currents on DQ frame. The simulation results show that the control strategy and the design method presented in the paper can provide the good performance of the shunt active power filter. Moreover, the %THD of the source currents after compensation can follow the IEEE Std.519-1992.

Keywords: shunt active power filter, mathematical model, DQ control strategy, DQ axis with Fourier, pulse width modulation control.

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