Test of the purchasing power parity hypothesis by using panel structural break test for transition economies

This paper is aim to test the validity of the purchasing power parity hypothesis by analyzing the transition economies such as Bulgaria, Czech Republic, Hungary, Poland, Romania. For this purpose, the minimum LM unit root test with one structural break is applied to real exchange rate data.PPP, MADF, LM test.

On linear H∞ equalization of communication channels

As an alternative to existing techniques and algorithms, we investigate the merit of the H∞ approach to the linear equalization of communication channels. We first give the formulation of all causal H∞ equalizers using the results of and then look at the finite delay case. We compare the risk-sensitive H∞ equalizer with the MMSE equalizer with respect to both the average and the worst-case BER performances and illustrate the improvement due to the use of the H∞ equalizer

H^∞ equalization of communication channels

As an alternative to existing techniques and algorithms, we investigate the merit of the H-infinity approach to the equalization of communication channels. We first look at causal H-infinity equalization problem and then look at the improvement due to finite delay. By introducing the risk sensitive property, we compare the average performance of the central H-infinity equalizer with the MMSE equalizer in equalizing minimum phase channels

On robust signal reconstruction in noisy filter banks

We study the design of synthesis filters in noisy filter bank systems using an H∞ estimation point of view. The H∞ approach is most promising in situations where the statistical properties of the disturbances (arising from quantization, compression, etc.) in each subband of the filter bank is unknown, or is too difficult to model and analyze. For the important special case of unitary analysis polyphase matrices we obtain an explicit expression for the minimum achievable disturbance attenuation. For arbitrary analysis polyphase matrices, standard state-space H∞ techniques can be employed to obtain numerical solutions. When the synthesis filters are restricted to being FIR, as is often the case in practice, the design can be cast as a finite-dimensional semi-definite program. In this case, we can effectively exploit the inherent non-uniqueness of the H∞ solution to optimize for an additional criteria. By optimizing for average performance in addition to the H∞ criteria, we obtain mixed H^2/H∞ optimal FIR synthesis filters. Alternatively, if the additional criteria is concerned with penalizing occasional occurrence of large values of reconstruction errors more than frequent occurrence of small to moderate ones, we obtain risk-sensitive FIR synthesis filters. Numerical examples and comparisons with existing methods are also included

FIR H∞ equalization

We approach FIR equalization problem from an H∞ perspective. First, we formulate the calculation of the optimal H∞ performance for a given equalization setting as a semidefinite programming (SDP) problem. H∞ criterion provides a set of FIR equalizers with different optimality properties. Among these, we formulate the calculation of risk sensitive or minimum entropy FIR filter as the constrained analytic centring problem and mixed H2/H" problem as another SDP. We provide an example to il- lustrate the procedures we described