659 research outputs found
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 estimaciĂłn espectral y sus aplicaciones en hidrografĂa y medicina
Peer ReviewedPostprint (published version
AplicaciĂłn del muestreo enfatizado a la evaluaciĂłn 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
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