Cross-coupled doa trackers

A new robust, low complexity algorithm for multiuser tracking is proposed, modifying the two-stage parallel architecture of the estimate-maximize (EM) algorithm. The algorithm copes with spatially colored noise, large differences in source powers, multipath, and crossing trajectories. Following a discussion on stability, the simulations demonstrate an asymptotic and tracking behavior that neither the EM nor a nonparallelized tracker can emulate.Peer ReviewedPostprint (published version

Variance and interest rate risk in unit-linked insurance policies

One of the risks derived from selling long term policies that any insurance company has, arises from interest rates. In this paper we consider a general class of stochastic volatility models written in forward variance form. We also deal with stochastic interest rates to obtain the risk-free price for unit-linked life insurance contracts, as well as providing a perfect hedging strategy by completing the market. We conclude with a simulation experiment, where we price unit-linked policies using Norwegian mortality rates. In addition we compare prices for the classical Black-Scholes model against the Heston stochastic volatility model with a Vasicek interest rate model.Comment: 21 pages, 7 figure

Model Design of Wind/PV/Fossil-Fuel Hybrid Systems

This paper presents the analysis and design of a mathematical model for a hybrid-power generation system consisting of a photovoltaic array, wind-turbines, a batterybank and a backup fossil-fuel generator. The static mathematical models of each element are validated by comparing them with field-data obtained in an experimental hybrid generation system in Pachuca, Mexico. Two different state-of-charge models were simulated and compared. The results are presented in this paper. The main purpose of this work is the development of a fuzzy-supervisory-controller for small hybrid-systems

Software Radio para antenas inteligentes en comunicaciones personales multistandard

Peer ReviewedPostprint (published version

Coronary angioplasty produces alterations in the HDL proteome of patients with coronary disease

Comunicaciones a congreso

An adaptive design of an all-zero spectral estimator

Peer ReviewedPostprint (published version

ARMA model maximum entropy power spectral estimation

Peer ReviewedPostprint (published version

Sistemas delta adaptativos con control digital en canales ruidosos

Peer ReviewedPostprint (published version

Transformaciones lineales en estimación espectral y sus aplicaciones en hidrografía y medicina

Peer ReviewedPostprint (published version

Aplicación del muestreo enfatizado a la evaluación de transmisiones digitales

The Importance Sampling Technique is a method for reducing the computational effort in Montecarlo simulations for obtaining the relative frequency of an event having a very low probability. While this method is well known in general Operations Research /1//2//3/ and Radar /4//5//6//7//8//9//10/, it has not been considered in digital communication problems. This paper aims to introduce the Importance Sampling concept in this communication context.Peer ReviewedPostprint (published version