355,177 research outputs found
NON-LINEAR ADJUSTMENT PROCESS IN WON/DOLLAR AND WON/YEN REAL EXCHAGE RATES
No full textWe examine the purchasing power parity (PPP) hypothesis in won/dollar and won/yen real exchange rates using a non-linear framework. Many empirical studies based on the linear framework have failed to find clear supporting evidence for the validity of PPP hypothesis. We test the PPP hypothesis using a two-stage procedure suggested by Engle and Granger (1987), and show that it fails to reject non-cointegration. Evaluating the linear model against the nonlinear STAR model, we find that linearity is clearly rejected, but ESTAR process is accepted. Moreover, the parameter estimates of the ESTAR model establish a certain pattern of random walk behavior for small deviations and of fast adjustment for large deviations, thus providing strong evidence for mean-reverting behavior in real won/dollar and won/yen exchange rates.Purchasing Power Parity, Non-linear Adjustment Process, ESTAR Model
Differential Coherent Code Acquisition in the Multiple Transmit/Receive Antenna Aided DS-CDMA Downlink
No full textIn this contribution we investigate both differentially coherent and noncoherent code acquisition schemes in the multiple transmit/receive antenna aided DS-CDMA downlink, when communicating over uncorrelated Rayleigh channels. It is demonstrated that in contrast to our expectations, the achievable Mean Acquisition Time (MAT) degrades at low Ec/Io values, as the number of transmit antennas is increased in both differentially coherent and noncoherent code acquisition system scenarios, even though the degree of performance degradation depends upon the specific scheme considered. Ironically, our findings suggest that increasing the number of transmit antennas in a MIMO-aided CDMA system results in combining the low-energy, noise-contaminated signals of the transmit antennas, which ultimately increases the MAT by an order of magnitude, when the SINR is relatively low. Therefore our future research will be aimed at specifically designing acquisition schemes for MIMO systems
Robust controller design for a T-S fuzzy modeled system with modeling error
No full textThis paper presents a new fuzzy dynamic output feedback: controller design technique for the Takagi Sugeno (T-S) fuzzy model with unknown-but-bounded time-varying modeling error. It is shown that the quadratic stabilization problem of the T-S fuzzy modeled system can be converted into an H-infinity control problem of the scaled polytopic Linear Parameter Varying (LPV) system. Then, a controller satisfying a prescribed H-infinity performance is designed for the stabilization of the T-S fuzzy modeled system.open11sciescopu
Non-coherent and Differentially Coherent code acquisition in MIMO assisted DS-CDMA multi-path downlink scenarios
No full textIn this contribution we investigate both Differentially Coherent (DC) and Non-Coherent (NC) code acquisition schemes in the Multiple Input Multiple Output (MIMO)-aided Direct Sequence-Code Division Multiple Access (DS-CDMA) downlink, when communicating over uncorrelated Rayleigh channels. It is demonstrated that the employment of multiple transmit antennas has a detrimental impact on the achievable diversity gain at typical operational Signal-to-Interference plus Noise Ratios (SINR), as the number of transmit antennas is increased, regardless whether single-path or multi-path scenarios are considered. Our findings suggest that increasing the number of transmit antennas in a MIMO-aided CDMA system results in increasing the Mean Acquisition Time (MAT) by as much as an order of magnitude, when the SINR per chip value is relatively low. The main reasons for the performance trends are plausible, since we have to reduce each individual MIMO element's signal power for maintaining the same total power as in a single-antenna system and this will be further justified by information theoretic considerations in the NC MIMO-aided scenarios considered
Differentially Coherent Code Acquisition in the Multiple Transmit/Receive Antenna Assisted Multi-Carrier DS-CDMA Downlink
No full textWe examine both differentially coherent and non-coherent code acquisition schemes designed for the multiple transmit/receive antenna assisted Multi-Carrier (MC)-DS-CDMA downlink, when communicating over uncorrelated Rayleigh channels. It is demonstrated that in contrast to our expectations, when the number of transmit antennas and/or that of the subcarriers is increased in both the differentially coherent and the non-coherent code acquisition scenarios, the achievable Mean Acquisition Time (MAT) usually deteriorates over the entire Signal-to-Interference plus Noise Ratio (SINR) per chip (Ec/I0) range considered
Analysis of Serial Search Based Code Acquisition in Multiple Transmit Antenna Aided DS-CDMA Downlink
No full textIn this contribution we investigate the serial search based initial code acquisition performance of DSCDMA employing multiple transmit antennas both with and without Post-Detection Integration (PDI), when communicating over uncorrelated Rayleigh channels. We characterise the associated performance trends as a function of the number of transmit antennas. It is demonstrated that in contrast to our expectation, the achievable correct detection probability PD degrades at low c o E /I values, as the number of transmit antennas is increased. It is extremely undesirable to degrade the achievable acquisition performance, when the system is capable of attaining its target bit error rate performance at reduced SINR values, as a benefit of employing multiple transmit antennas. Our future research will focus on the study of designing iterative turbo-like acquisition schemes designed for MIMO systems
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