DESIGN PROBLEMS OF TRANSFORM CODERS FOR IMAGE TRANSMISSION

Some experiments have been undertaken with general coder circuit models. These experiments revealed the possibility that coders implemented by the use of adders only, are suitable for coding video signals in real-time operation. During the experiments the authors applied relatively small N values, which is not always advantageous for transform efficiency. The applied components were of TTL-S and ECL-types. The parallel processing described in short in point 4, provides the possibility to code simultaneously a larger image section (N above 4). In this way the development of VLSI integrated circuit, specially designed for transform coding purposes can be achieved. This type of development is being undertaken in several parts of the world

Introducing PHAEDRA: a new spectral code for simulations of relativistic magnetospheres

We describe a new scheme for evolving the equations of force-free electrodynamics, the vanishing-inertia limit of magnetohydrodynamics. This pseudospectral code uses global orthogonal basis function expansions to take accurate spatial derivatives, allowing the use of an unstaggered mesh and the complete force-free current density. The method has low numerical dissipation and diffusion outside of singular current sheets. We present a range of one- and two-dimensional tests, and demonstrate convergence to both smooth and discontinuous analytic solutions. As a first application, we revisit the aligned rotator problem, obtaining a steady solution with resistivity localised in the equatorial current sheet outside the light cylinder.Comment: 23 pages, 18 figures, accepted for publication in MNRA

Subspace methods for portfolio design

Financial signal processing (FSP) is one of the emerging areas in the field of signal processing. It is comprised of mathematical finance and signal processing. Signal processing engineers consider speech, image, video, and price of a stock as signals of interest for the given application. The information that they will infer from raw data is different for each application. Financial engineers develop new solutions for financial problems using their knowledge base in signal processing. The goal of financial engineers is to process the harvested financial signal to get meaningful information for the purpose. Designing investment portfolios have always been at the center of finance. An investment portfolio is comprised of financial instruments such as stocks, bonds, futures, options, and others. It is designed based on risk limits and return expectations of investors and managed by portfolio managers. Modern Portfolio Theory (MPT) offers a mathematical method for portfolio optimization. It defines the risk as the standard deviation of the portfolio return and provides closed-form solution for the risk optimization problem where asset allocations are derived from. The risk and the return of an investment are the two inseparable performance metrics. Therefore, risk normalized return, called Sharpe ratio, is the most widely used performance metric for financial investments. Subspace methods have been one of the pillars of functional analysis and signal processing. They are used for portfolio design, regression analysis and noise filtering in finance applications. Each subspace has its unique characteristics that may serve requirements of a specific application. For still image and video compression applications, Discrete Cosine Transform (DCT) has been successfully employed in transform coding where Karhunen-Loeve Transform (KLT) is the optimum block transform. In this dissertation, a signal processing framework to design investment portfolios is proposed. Portfolio theory and subspace methods are investigated and jointly treated. First, KLT, also known as eigenanalysis or principal component analysis (PCA) of empirical correlation matrix for a random vector process that statistically represents asset returns in a basket of instruments, is investigated. Auto-regressive, order one, AR(1) discrete process is employed to approximate such an empirical correlation matrix. Eigenvector and eigenvalue kernels of AR(1) process are utilized for closed-form expressions of Sharpe ratios and market exposures of the resulting eigenportfolios. Their performances are evaluated and compared for various statistical scenarios. Then, a novel methodology to design subband/filterbank portfolios for a given empirical correlation matrix by using the theory of optimal filter banks is proposed. It is a natural extension of the celebrated eigenportfolios. Closed-form expressions for Sharpe ratios and market exposures of subband/filterbank portfolios are derived and compared with eigenportfolios. A simple and powerful new method using the rate-distortion theory to sparse eigen-subspaces, called Sparse KLT (SKLT), is developed. The method utilizes varying size mid-tread (zero-zone) pdf-optimized (Lloyd-Max) quantizers created for each eigenvector (or for the entire eigenmatrix) of a given eigen-subspace to achieve the desired cardinality reduction. The sparsity performance comparisons demonstrate the superiority of the proposed SKLT method over the popular sparse representation algorithms reported in the literature

Simulating Cosmic Microwave Background maps in multi-connected spaces

This article describes the computation of cosmic microwave background anisotropies in a universe with multi-connected spatial sections and focuses on the implementation of the topology in standard CMB computer codes. The key ingredient is the computation of the eigenmodes of the Laplacian with boundary conditions compatible with multi-connected space topology. The correlators of the coefficients of the decomposition of the temperature fluctuation in spherical harmonics are computed and examples are given for spatially flat spaces and one family of spherical spaces, namely the lens spaces. Under the hypothesis of Gaussian initial conditions, these correlators encode all the topological information of the CMB and suffice to simulate CMB maps.Comment: 33 pages, 55 figures, submitted to PRD. Higher resolution figures available on deman