Determining the optimal decision delay parameter for a linear equalizer

The achievable bit error rate of a linear equalizer is crucially determined by the choice of a decision delay parameter. This brief paper presents a simple method for the efficient determination of the optimal decision delay parameter that results in the best bit error rate performance for a linear equaliz

Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.

In this paper, the tests of Kapetanios, Shin, and Snell (2003) and Bec, Ben Salem, and Carrasco (2004), which are designed to detect nonstationarity verses globally stationary exponential smooth transition autoregressive (ESTAR) nonlinearity, are extended to allow for a delay parameter, d, that is greater than one. Based on Monte Carlo simulations, it is shown that when the true delay parameter is greater than one, using the test with the correct value of d improves power almost uniformly compared to constraining the delay parameter to be unity. Using the tests when the delay parameter is not known and must be estimated is also addressed.Exponential smooth transition model, Unit roots, Monte Carlo simulations

Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities

This paper suggests to model jointly time delay and random effects in economics and finance. It proposes to explain the random and often cyclical fluctuations in commodity prices as a consequence of the interplay between external noise and time delays caused by the time between initiation of production and delivery. The proposed model is formulated as a stochastic delay differential equation. The typical behavior of a commodity price index under this model will be discussed. Methods for parameter estimation and the evaluation of functionals will be proposed.commodity prices; stochastic delay differential equation; cyclical behavior; scenario simulation; parameter estimation; autocorrelation function

Parameter mismatches,variable delay times and synchronization in time-delayed systems

We investigate synchronization between two unidirectionally linearly coupled chaotic non-identical time-delayed systems and show that parameter mismatches are of crucial importance to achieve synchronization. We establish that independent of the relation between the delay time in the coupled systems and the coupling delay time, only retarded synchronization with the coupling delay time is obtained. We show that with parameter mismatch or without it neither complete nor anticipating synchronization occurs. We derive existence and stability conditions for the retarded synchronization manifold. We demonstrate our approach using examples of the Ikeda and Mackey-Glass models. Also for the first time we investigate chaos synchronization in time-delayed systems with variable delay time and find both existence and sufficient stability conditions for the retarded synchronization manifold with the coupling delay lag time. Also for the first time we consider synchronization between two unidirectionally coupled chaotic multi-feedback Ikeda systems and derive existence and stability conditions for the different anticipating, lag, and complete synchronization regimes.Comment: 12 page

Experimental Evidence of Time Delay Induced Death in Coupled Limit Cycle Oscillators

Experimental observations of time delay induced amplitude death in a pair of coupled nonlinear electronic circuits that are individually capable of exhibiting limit cycle oscillations are described. In particular, the existence of multiply connected death islands in the parameter space of the coupling strength and the time delay parameter for coupled identical oscillators is established. The existence of such regions was predicted earlier on theoretical grounds in [Phys. Rev. Lett. 80, 5109 (1998); Physica 129D, 15 (1999)]. The experiments also reveal the occurrence of multiple frequency states, frequency suppression of oscillations with increased time delay and the onset of both in-phase and anti-phase collective oscillations.Comment: 4 aps formatted RevTeX pages; 6 figures; to appear in Phys. Rev. Let