Adaptive design of delta sigma modulators

In this thesis, a genetic algorithm based on differential evolution (DE) is used to generate delta sigma modulator (DSM) noise transfer functions (NTFs). These NTFs outperform those generated by an iterative approach described by Schreier and implemented in the delsig Matlab toolbox. Several lowpass and bandpass DSMs, as well as DSM\u27s designed specifically for and very low intermediate frequency (VLIF) receivers are designed using the algorithm developed in this thesis and compared to designs made using the delsig toolbox. The NTFs designed using the DE algorithm always have a higher dynamic range and signal to noise ratio than those designed using the delsig toolbox

Quadratic optimal functional quantization of stochastic processes and numerical applications

In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a Hilbert-valued random variable, using a nearest neighbour projection on a finite codebook. A special emphasis is made on the computational aspects and the numerical applications, in particular the pricing of some path-dependent European options.Comment: 41 page

VQQL. Applying vector quantization to reinforcement learning

Proceeding of: RoboCup-99: Robot Soccer World Cup III, July 27 to August 6, 1999, Stockholm, SwedenReinforcement learning has proven to be a set of successful techniques for finding optimal policies on uncertain and/or dynamic domains, such as the RoboCup. One of the problems on using such techniques appears with large state and action spaces, as it is the case of input information coming from the Robosoccer simulator. In this paper, we describe a new mechanism for solving the states generalization problem in reinforcement learning algorithms. This clustering mechanism is based on the vector quantization technique for signal analog-to-digital conversion and compression, and on the Generalized Lloyd Algorithm for the design of vector quantizers. Furthermore, we present the VQQL model, that integrates Q-Learning as reinforcement learning technique and vector quantization as state generalization technique. We show some results on applying this model to learning the interception task skill for Robosoccer agents.Publicad

Asymptotically optimal quantization schemes for Gaussian processes

We describe quantization designs which lead to asymptotically and order optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a constructive quantization scheme we rely on the knowledge of the eigenvectors of the covariance operator in order to transform the problem into a finite dimensional quantization problem of normal distributions. Furthermore we derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes.Comment: 2