Analysis of Internally Bandlimited Multistage Cubic-Term Generators for RF Receivers

Adaptive feedforward error cancellation applied to correct distortion arising from third-order nonlinearities in RF receivers requires low-noise low-power reference cubic nonidealities. Multistage cubic-term generators utilizing cascaded nonlinear operations are ideal in this regard, but the frequency response of the interstage circuitry can introduce errors into the cubing operation. In this paper, an overview of the use of cubic-term generators in receivers relative to other applications is presented. An interstage frequency response plan is presented for a receiver cubic-term generator and is shown to function for arbitrary three-signal third-order intermodulation generation. The noise of such circuits is also considered and is shown to depend on the total incoming signal power across a particular frequency band. Finally, the effects of the interstage group delay are quantified in the context of a relevant communication standard requirement

Dynamic asset (and liability) management under market and credit risk

We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets. We then consider an asset and liability management (ALM) problem and develop a mul- tistage stochastic programming model which focuses on optimum risk decisions. These models exploit the dynamical multiperiod structure of credit risk and provide insight into the corrective recourse decisions whereby issues such as the timing risk of default is appropriately taken into consideration. We also present a index tracking model in which risk is measured (and optimised) by the CVaR of the tracking portfolio in relation to the index. Both in- and out-of-sample (backtesting) experiments are undertaken to validate our approach. In this way we are able to demonstrate the feasibility and flexibility of the chosen framework

Voltage dip immunity aspects of power-electronic equipment : recommendations from CIGRE/CIRED/UIE JWG C4.110

This paper presents some of the results from an international working group on voltage-dip immunity. The working group has made a number of recommendations to reduce the adverse impact of voltage dips. Specific recommendations to researchers and manufacturers of powerelectronic equipment are considering all voltage dip characteristics early in the design of equipment; characterize performance of equipment by means of voltage-dip immunity curves; and made equipment with different immunity available

Laser-to-proton energy transfer efficiency in laser-plasma interactions

It is shown that the energy of protons accelerated in laser-matter interaction experiments may be significantly increased through the process of splitting the incoming laser pulse into multiple interaction stages of equal intensity. From a thermodynamic point of view, the splitting procedure can be viewed as an effective way of increasing the efficiency of energy transfer from the laser light to protons, which peaks for processes having the least amount of entropy gain. It is predicted that it should be possible to achieve \apprge 100% increase in the energy efficiency in a six-stage laser proton accelerator compared to a single laser-target interaction scheme

Time series models of GDP: a reappraisal.

We propose a model diagnostic device to compare different linear and non linear parametric time series models of real GDP business cycle.The comparison appears of remarkable economic importance since different models have very different implications in term of long run persistence of negative shocks on the level of aggregate output.On the basis of the proposed diagnostic six popular models of real GDP are compared in a Monte Carlo simulation.We find that SETAR models and three stages Markov-switching models significantlly overperform the other statistical representation of the series.Since the SETAR form of non linearity is far easier to handle for both estimation and testing we argue in their favour.SETAR models, ARMA models, Markov-switching models, impulse response functions, residual based misspecification tests,busyness-cycle stylized facts

State space collapse for critical multistage epidemics

We study a multistage epidemic model which generalizes the SIR model and where infected individuals go through K>0 stages of the epidemic before being removed. An infected individual in stage k=1,...,K may infect a susceptible individual, who directly goes to stage k of the epidemic; or it may go to the next stage k+1 of the epidemic. For this model, we identify the critical regime in which we establish diffusion approximations. Surprisingly, the limiting diffusion exhibits an unusual form of state space collapse which we analyze in detail.Comment: The exposition of the results has been significantly change