Дисертації з теми "Fractional noise"
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1
Walkington, Robert. "New approaches in noise shaping fractional-N synthesis." Thesis, University College London (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406013.
2
Moshrefi-Torbati, Mohamed. "Fractional calculus and its applications to dynamic systems." Thesis, University of Southampton, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296421.
3
Kapfer, Maëlle. "Dynamic of excitations of the Fractional quantum Hall effect : fractional charge and fractional Josephson frequency." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLS393/document.
Анотація:
Dans certains états quantique de la matière, le courant peut être transporté par des porteurs de charges ayant une fraction e* de la charge élementaire. C'est notamment le cas de l'Effet Hall quantique fractionnaire (EHQF) qui se produit pour des systèmes électroniques bidimensionels à basse température et soumis à un fort champ magnetique perpendiculaire. Quand le nombre de quantum de flux en unité h/e est une fraction du nombre d'électrons, le courant se propage le long des bords de l'échantillon sans dissipation. Les porteurs de charges impliqués dans le transport portent une charge fractionnaire. La mise en évidence de ces charges peut être faite via les faibles fluctuations de courant dûes à la granularité de la charge. Nous présentons ici une méthode fiable de mesure de la charge fractionnaire basée sur des correlations croisées de fluctuations de courant. La dynamique de ces charges fractionnaires lorsque l'échantillon est irradié avec des photons GHz est étudiée, permettant la mesure de la fréquence Josephson des charges fractionnaires. Ces mesures valident les processus photo-assisté en régime d'EHQF et permettent une manipulation résolue en temps des charges fractionnaires, dans le but de réaliser une source d'anyon sur le principe du léviton afin de réaliser des tests de la statistique anyonique de ces charges fractionnairesIn some quantum matter states, the current may remarkably be transported by carriers that bear a fraction e* of the elementary electron charge. This is the case for the Fractional quantum Hall effect (FQHE) that happens in two-dimensional systems at low temperature under a high perpendicular magnetic field. When the number of magnetic flux in units of h/e is a fraction of the number of electron, a dissipationless current flows along the edges of the sample and is carried by anyons with fractional charge. The observation of the fractional charge is realized through small current fluctuations produced by the granularity of the charge. Here is presented a reliable method to measure the fractional charge by the mean of cross-correlation of current fluctuations. Moreover, the dynamical properties of those charges is probed when the sample is irradiated with photos at GHz frequency. The long predicted Josephson frequency of the fractional charge is measured. Those measurements validate Photoassisted processes in the FQHE and enable timedomain manipulation of fractional charges in order to realize a single anyon source based on levitons to perform tests of the anyonic statistics of fractional charge
4
Giordano, Luca Maria. "Stochastic equations with fractional noise: continuity in law and applications." Doctoral thesis, Universitat Autònoma de Barcelona, 2020. http://hdl.handle.net/10803/670179.
Анотація:
L’objectiu principal és estudiar la continuïtat en llei d’una família d’equacions diferencials parcials estocàstiques. Les equacions considerades són les equacions estocàstiques de calor i d’ones, en diversos ambients diferents. Suposem que el soroll sigui soroll blanc en la variable de temps i que sigui sorolls fraccionari, que depèn del paràmetre H, en la variable d’espai. Investiguem la dependència de les equacions del paràmetre H, demostrant que són contínues respecte a ell.
També mostrem un resultat similar en el marc de la teoria de rough paths, en una configuració unidimensional. Finalment, donem una aplicació per a aquesta família de sorolls fraccionaris: modelem els preus de l’electricitat al mercat elèctric italià mitjançant un model impulsat per una equació fraccionaria.El objetivo principal es estudiar la continuidad en la ley de una familia de ecuaciones diferenciales parciales estocásticas. Las ecuaciones consideradas son las ecuaciones estocásticas de calor y ondas, en varios entornos diferentes. Suponemos que el ruido sea ruido blanco en la variable de tiempo y que sea ruido fraccional, dependiendo del parámetro H, en la variable de espacio. Investigamos la dependencia de las ecuaciones del parámetro H, demostrando que son continuas con respecto a él. También mostramos un resultado similar en el marco de la teoría de rough paths, en un entorno unidimensional. En fin, damos una aplicación para esta familia de ruidos fraccionarios: modelamos los precios de la electricidad en el mercado liberalizado italiano de electricidad por medio de un modelo fraccionario.
The main objective is to study the continuity in law of a family of stochastic partial differential equations. The equations considered are the stochastic heat and wave equations, in various different settings. We suppose that the driving noise is white noise in the time variable and it is fractional noise, depending from the parameter H, in the space variable. We investigate the dependence of the equations from the parameter H, proving that they are continuous with respect to it. We also show a similar result in the framework of rough paths theory, in a one dimensional setting. Finally, we give an application for this family of fractional noises: we model the electricity prices in the liberalized Italian electricity market by means of a fractional-driven model.
5
Neuenkirch, Andreas. "Optimal approximation of stochastic differential equations with additive fractional noise /." Aachen : Shaker, 2006. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015005376&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
6
Allegre, Daniel. "Reducing phase noise and spurious tones in fractional-n synthesizers." Thesis, Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/1684.
7
Jiang, D. "Design techniques for low-noise, high-speed fractional-N frequency synthesisers." Thesis, University College London (University of London), 2009. http://discovery.ucl.ac.uk/17932/.
Анотація:
This thesis presents techniques for designing fractional-N synthesisers which achieve both low phase noise and high loop bandwidth simultaneously. The objective is to provide a single-loop synthesiser solution that satisfies the requirements on both the phase noise level and frequency switching speed specified by wireless standards. The GSM 900 standard is used as the bench- mark in this work but these techniques can also be applied to synthesisers for other wireless applications. A linearised synthesiser phase noise model is proposed for evaluating the proposed techniques. The model is constructed by characterising the major sources of synthesiser phase noise and integrating them with the loop transfer function. The accuracy of the model is validated by experimental results. As quantisation noise is one major source contributing to synthesiser phase noise, a number of novel noise reduction techniques are proposed. These techniques are based on \Sigma\Delta modulation and implemented with the stored-sequence method. A streamlined procedure for designing the \Sigma\Delta sequences is proposed. A prototype hardware synthesiser is developed with the proposed techniques. The synthesiser is designed for the GSM 900 standard with an output frequency range between 890 MHz and 960 MHz. The loop bandwidth is 250 kHz. Results obtained from measurements show that the synthesiser has a phase noise performance that meets GSM 900 phase noise specifications. Results also confirm the effectiveness of the proposed quantisation noise reduction technique. A new mechanism responsible for intermodulation effects in fractional-N synthesisers is described. It is found that fractional-N synthesisers are vulnerable to VCO-to-PFD coupling, which generates a family of spurious components in the synthesiser spectrum. Analytical and numerical models are developed to predict the magnitude and distribution of these spurs. The predictions are confirmed by results from hardware synthesiser experiments.
8
Skeen, Matthew E. (Matthew Edward). "Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters." Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/42527.
9
Al-Talibi, Haidar. "On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets." Thesis, Växjö University, School of Mathematics and Systems Engineering, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762.
Анотація:
In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. In fact, Fractional Brownian motion is a basic continuous process through which we show that it is neither a semimartingale nor a Markov process. In this work, we will focus on the path properties of Fractional Brownian motion and will try to check the absence of the property of a semimartingale. The concept of volatility will be dealt with in this work as a phenomenon in finance. Moreover, some statistical method like R/S analysis will be presented. By using these statistical tools we examine the volatility of shares and we demonstrate empirically that there are in fact shares which exhibit a fractal structure different from that of Brownian motion.
10
Feng, Zijie. "Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.
Анотація:
As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. Since logarithmic-return densities of GFBM stock prices are Gaussian and empirical stock logarithmic-returns typically are far from Gaussian, a GFBM model may not be the most suitable stock price model.
11
Grecksch, Wilfried, and Christian Roth. "Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise." Universitätsbibliothek Chemnitz, 2008. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800521.
Анотація:
We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].
12
Sorfleet, Winston L. Carleton University Dissertation Engineering Electrical. "Noise and transient analysis of a fractional-n phase-locked loop frequency synthesizer." Ottawa, 1991.
13
Munyai, Pandelani Reuben Mulalo. "On the improvement of phase noise in wideband frequency synthesizers." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/63003.
Анотація:
Wireless communication systems are based on frequency synthesizers that generate carrier signals,
which are used to transmit information. Frequency synthesizers use voltage controlled oscillators
(VCO) to produce the required frequencies within a specified period of time. In the process of generating
frequency, the VCO and other electronic components such as amplifiers produce some unwanted
short-term frequency variations, which cause frequency instability within the frequency of
interest known as phase noise (PN). PN has a negative impact on the performance of the overall wireless
communication system. A literature study conducted on this research reveals that the existing PN
cancellation techniques have some limitations and drawbacks that require further attention.
A new PN correction technique based on the combination of least mean square (LMS) adaptive filtering
and single-loop single-bit Sigma Delta (SD) modulator is proposed. The new design is also based
on the Cascaded Resonator Feedback (CRFB) architecture. The noise transfer function (NTF) of the
architecture was formulated in way that made it possible to stabilize the frequency fluctuations within
the in-band (frequency of interest) by locating its poles and zeros within the unit circle.
The new design was simulated and tested on a commercially available software tool called Agilent Advanced Design System (ADS). Simulation results show that the new technique achieves better
results when compared with existing techniques as it achieves a 104 dB signal-to-noise (SNR), which
is an improvement of 9 dB when compared with the existing technique accessed from the latest
publications. The new design also achieves a clean signal with minimal spurious tones within the inband
with a phase noise level of -141 dBc/Hz (lower phase noise level by 28 dBc/Hz) when compared
with the existing techniques.Thesis (MEng)--University of Pretoria, 2017.
Electrical, Electronic and Computer Engineering
MEng
Unrestricted
14
Jian, Heng-Yu. "A multi-band fractional-N frequency synthesizer using binary-weighted digital/analog differentiator and offset-frequency delta-sigma modulator for noise and spurs cancellation." Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1835512521&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
15
Ma, Bo [Verfasser], and Sabine [Akademischer Betreuer] Heiland. "Effect of Gradient Vectors Scheme and Noise Correction on Fractional Anisotropy in Diffusion Tensor Imaging of the Peripheral Nervous System / Bo Ma ; Betreuer: Sabine Heiland." Heidelberg : Universitätsbibliothek Heidelberg, 2020. http://d-nb.info/1217660119/34.
16
Smigelski, Jeffrey Ralph. "Water Level Dynamics of the North American Great Lakes:Nonlinear Scaling and Fractional Bode Analysis of a Self-Affine Time Series." Wright State University / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=wright1379087351.
17
Makarava, Natallia. "Bayesian estimation of self-similarity exponent." Phd thesis, Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2013/6409/.
Анотація:
Estimation of the self-similarity exponent has attracted growing interest in recent decades and became a research subject in various fields and disciplines.
Real-world data exhibiting self-similar behavior and/or parametrized by self-similarity exponent (in particular Hurst exponent) have been collected
in different fields ranging from finance and human sciencies to hydrologic and traffic networks. Such rich classes of possible applications obligates researchers to investigate
qualitatively new methods for estimation of the self-similarity exponent as well as identification of long-range dependencies (or long memory).
In this thesis I present the Bayesian estimation of the Hurst exponent.
In contrast to previous methods, the Bayesian approach allows the possibility to calculate the point estimator and confidence intervals at the same time, bringing significant advantages in data-analysis as discussed in this thesis.
Moreover, it is also applicable to short data and unevenly sampled data, thus broadening the range of systems where the estimation of the Hurst exponent is possible.
Taking into account that one of the substantial classes of great interest in modeling is the class of Gaussian self-similar processes, this thesis
considers the realizations of the processes of fractional Brownian motion and fractional Gaussian noise. Additionally, applications to real-world data, such as the data of water level of the Nile River and
fixational eye movements are also discussed.Die Abschätzung des Selbstähnlichkeitsexponenten hat in den letzten Jahr-zehnten an Aufmerksamkeit gewonnen und ist in vielen wissenschaftlichen Gebieten und Disziplinen zu einem intensiven Forschungsthema geworden. Reelle Daten, die selbsähnliches Verhalten zeigen und/oder durch den Selbstähnlichkeitsexponenten (insbesondere durch den Hurst-Exponenten) parametrisiert werden, wurden in verschiedenen Gebieten gesammelt, die von Finanzwissenschaften über Humanwissenschaften bis zu Netzwerken in der Hydrologie und dem Verkehr reichen. Diese reiche Anzahl an möglichen Anwendungen verlangt von Forschern, neue Methoden zu entwickeln, um den Selbstähnlichkeitsexponenten abzuschätzen, sowie großskalige Abhängigkeiten zu erkennen. In dieser Arbeit stelle ich die Bayessche Schätzung des Hurst-Exponenten vor. Im Unterschied zu früheren Methoden, erlaubt die Bayessche Herangehensweise die Berechnung von Punktschätzungen zusammen mit Konfidenzintervallen, was von bedeutendem Vorteil in der Datenanalyse ist, wie in der Arbeit diskutiert wird. Zudem ist diese Methode anwendbar auf kurze und unregelmäßig verteilte Datensätze, wodurch die Auswahl der möglichen Anwendung, wo der Hurst-Exponent geschätzt werden soll, stark erweitert wird. Unter Berücksichtigung der Tatsache, dass der Gauß'sche selbstähnliche Prozess von bedeutender Interesse in der Modellierung ist, werden in dieser Arbeit Realisierungen der Prozesse der fraktionalen Brown'schen Bewegung und des fraktionalen Gauß'schen Rauschens untersucht. Zusätzlich werden Anwendungen auf reelle Daten, wie Wasserstände des Nil und fixierte Augenbewegungen, diskutiert.
18
Tiagaraj, Sathya Narasimman. "Design of an Ultra-Low Phase Noise and Wide-Band Digital Phase Locked Loop for AWS and PCS Band Applications and CppSim Evaluation." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461262041.
19
Schaeffer, Nicolas. "Étude d'équations aux dérivées partielles dirigées par une perturbation stochastique." Thesis, Université de Lorraine, 2022. http://www.theses.fr/2022LORR0054.
Анотація:
Le sujet de cette thèse porte sur l'étude de certaines équations aux dérivées partielles non linéaires et dirigées par une perturbation aléatoire. Au Chapitre 1, on définit la notion de bruit blanc et de bruit fractionnaire. On décrit ensuite la procédure générale permettant de prouver le caractère bien posé des modèles considérés. Après avoir présenté un état de l'art, on détaille et commente les différents résultats obtenus en insistant sur les nouveautés et en précisant les éventuelles perspectives. Au Chapitre 2, on présente les outils probabilistes dont on aura besoin tout au long de notre étude. On commence par définir le mouvement brownien fractionnaire. On rappelle ensuite les notions essentielles concernant l'intégrale de Wiener et l'intégration contre la transformée de Fourier d'un bruit blanc. On établit alors la formule de la représentation harmonisable du champ brownien fractionnaire qui sera un outil de calcul précieux. On énonce également les deux résultats phares relatifs à la régularité des termes aléatoires, à savoir le critère de Kolmogorov et l'inégalité de Garsia-Rodemich-Rumsey. Pour terminer, on définit les polynômes d'Hermite qui nous permettront de renormaliser nos équations et on développe la notion de Chaos de Wiener afin de bénéficier de la traditionnelle inégalité de contrôle des moments d'ordre "p". Au Chapitre 3, on étudie une équation de la chaleur stochastique (SNLH) avec une non-linéarité quadratique, perturbée par un bruit fractionnaire en temps et en espace. On distingue deux types de régimes, dépendant des valeurs prises par l'indice de Hurst "H=(H_0,...,H_d) in (0,1)^{d+1}". En particulier, on montre que le caractère localement bien posé de (SNLH), résultant de l'astuce de Da Prato et Debussche, est obtenu facilement quand "2H_0+sum_{i=1}^{d}H_i >d". Au contraire, (SNLH) est plus difficile à traiter quand "2H_0+sum_{i=1}^{d}H_i leq d". Dans ce cas, le modèle doit être interprété au sens de Wick, grâce à une renormalisation dépendant du temps. Aidé par l'effet régularisant du semi-groupe de la chaleur, on établit le caractère localement bien posé de (SNLH) en toute dimension "d geq 1". Au Chapitre 4, on étudie une équation de Schrödinger stochastique avec une non-linéarité quadratique et une perturbation fractionnaire en temps et en espace. Quand l'indice de Hurst est suffisamment grand, ce qui se traduit par l'inégalité "2H_0+sum_{i=1}^{d}H_i >d+1", on prouve le caractère localement bien posé du modèle en utilisant des arguments classiques. Cependant, quand l'indice de Hurst est petit, c'est-à-dire quand "2H_0+sum_{i=1}^{d}H_i leq d+1", même l'interprétation de l'équation a besoin d'un intérêt particulier. Dans ce cas, une procédure de renormalisation doit être mise en place, conduisant à une interprétation du modèle au sens de Wick. Notre argument de point fixe met alors en jeu des propriétés spécifiques de régularisation du groupe de Schrödinger qui nous permettent de traiter la forte irrégularité de la solution. Au Chapitre 5, on étudie une équation de Schrödinger stochastique (SNLS), avec une non-linéarité quadratique, perturbée par une dérivée fractionnaire en espace (d'ordre "-alpha<0") d'un bruit blanc espace-temps. Quand "alphaThe subject of this thesis is the study of some nonlinear partial differential equations driven by a stochastic perturbation. In Chapter 1, we define the notion of white noise and fractional noise. We then describe the general procedure to prove the local well-posedness of the models under consideration. After having presented a state of the art, we detail and comment the different results obtained, we insist on the novelties and we precise the possible perspectives. In Chapter 2, we present the stochastic tools we will need throughout our study. We start by defining the fractional Brownian motion. We then recall the essential notions concerning Wiener integral and the integration against the Fourier transform of a white noise. We also establish the harmonizable representation formula of the fractional Brownian motion that will be a precious tool when doing computations. We state the main results related to the regularity of stochastic terms, namely Kolmogorov's criterion and the Garsia-Rodemich-Rumsey inequality. To end with, we define Hermite polynomials that will allow us to renormalize our equations and we develop the notion of Wiener Chaoses in order to benefit from the classical inequality of control of moments of order "p". In Chapter 3, we study a stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise. Two types of regimes are exhibited, depending on the ranges of the Hurst index "H=(H_0,...,H_d) in (0,1)^{d+1}". In particular, we show that the local well-posedness of (SNLH) resulting from the Da Prato-Debussche trick, is easily obtained when "2H_0+sum_{i=1}^{d}H_i >d". On the contrary, (SNLH) is much more difficult to handle when "2H_0+sum_{i=1}^{d}H_i leq d". In this case, the model has to be interpreted in the Wick sense, thanks to a time-dependent renormalization. Helped with the regularising effect of the heat semigroup, we establish local well-posedness results for (SNLH) for all dimension "d geq 1". In Chapter 4, we study a stochastic Schr"{o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation. When the Hurst index is large enough, precisely when "2H_0+sum_{i=1}^{d}H_i >d+1", we prove local well-posedness of the problem using classical arguments. However, for a small Hurst index, that is when "2H_0+sum_{i=1}^{d}H_i leq d", even the interpretation of the equation needs some care. In this case, a renormalization procedure must come into the picture, leading to a Wick-type interpretation of the model. Our fixed-point argument then involves some specific regularization properties of the Schr"{o}dinger group, which allows us to cope with the strong irregularity of the solution. In Chapter 5, we study a stochastic quadratic nonlinear Schr"{o}dinger equation (SNLS), driven by a fractional derivative (of order "-alpha<0") of a space-time white noise. When "alpha < frac{d}{2}", the stochastic convolution is a function of time with values in a negative-order Sobolev space and the model has to be interpreted in the Wick sense by means of a time-dependent renormalization. When "1 leq d leq 3", combining both the Strichartz estimates and a deterministic local smoothing, we establish the local well-posedness of (SNLS) for a small range of "alpha". Then, we revisit our arguments and establish multilinear smoothing on the second order stochastic term. This allows us to improve our local well-posedness result for some "alpha"
20
Saggaf, Muhammad M. "Seismic deconvvolution based on fractionally integrated noise." Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/57660.
Анотація:
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric, and Planetary Sciences, 1996.Includes bibliographical references (leaves 60-62).
by Muhammed M. Saggaf.
M.S.
21
Lütkemeyer, Christian. "Konzeption eines Fractionally-Spaced Entzerrers mit quantisierter Rückkopplung und Noise-Whitening /." Düsseldorf : VDI-Verl, 1999. http://www.gbv.de/dms/bs/toc/270561633.pdf.
22
Catellier, Rémi. "Perturbations irrégulières et systèmes différentiels rugueux." Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090032/document.
Анотація:
Ce travail, à la frontière de l’analyse et des probabilités, s’intéresse à l’étude de systèmes différentiels a priori mal posés. Nous cherchons, grâce à des techniques issues de la théorie des chemins rugueux et de l’étude trajectorielle des processus stochastiques, à donner un sens à de tels systèmes puis à les résoudre, tout en montrant que les notions proposées ici étendent bien les notions classiques de solutions. Cette thèse se décompose en trois chapitres. Le premier traite des systèmes différentiels ordinaires perturbés additivement par des processus irréguliers éventuellement stochastiques ainsi que des effets de régularisation de tels processus. Le deuxième chapitre concerne l’équation de transport linéaire perturbée multiplicativement par des chemins rugueux ; enfin, le dernier chapitre s’intéresse à une équation de la chaleur non linéaire perturbée par un bruit blanc espace-temps, l’équation de quantisation stochastique phi4 en dimension 3In this work we investigate a priori ill-posed differential systems from an analytic and probabilistic point of view. Thanks to technics inspired by the rough path theory and pathwise study of stochastic processes, we want to define those ill-posed systems and then study them. The first chapter of this thesis is related to ordinary differential equations perturbed by some irregular (stochastic) processes and the effects induced by the regularization of such processes. The second chapter deals with the linear transport equation multiplicatively perturbed by a rough path. Finally, in the last chapter we investigate the stochastic quantization equation Phi4 in three dimensions
23
Milica, Žigić. "Primene polugrupa operatora u nekim klasama Košijevih početnih problema." Phd thesis, Univerzitet u Novom Sadu, Prirodno-matematički fakultet u Novom Sadu, 2014. https://www.cris.uns.ac.rs/record.jsf?recordId=90322&source=NDLTD&language=en.
Анотація:
Doktorska disertacija je posvećena primeni teorije polugrupa operatora na rešavanje dve klase Cauchy-jevih početnih problema. U prvom delu smoispitivali parabolične stohastičke parcijalne diferencijalne jednačine (SPDJ-ne), odredjene sa dva tipa operatora: linearnim zatvorenim operatorom kojigeneriše C0−polugrupu i linearnim ograničenim operatorom kombinovanimsa Wick-ovim proizvodom. Svi stohastički procesi su dati Wiener-Itô-ovomhaos ekspanzijom. Dokazali smo postojanje i jedinstvenost rešenja ove klaseSPDJ-na. Posebno, posmatrali smo i stacionarni slučaj kada je izvod povremenu jednak nuli. U drugom delu smo konstruisali kompleksne stepeneC-sektorijalnih operatora na sekvencijalno kompletnim lokalno konveksnimprostorima. Kompleksne stepene operatora smo posmatrali kao integralnegeneratore uniformno ograničenih analitičkih C-regularizovanih rezolventnihfamilija, i upotrebili dobijene rezultate na izučavanje nepotpunih Cauchy-jevih problema viš3eg ili necelog reda.The doctoral dissertation is devoted to applications of the theoryof semigroups of operators on two classes of Cauchy problems. In the firstpart, we studied parabolic stochastic partial differential equations (SPDEs),driven by two types of operators: one linear closed operator generating aC0−semigroup and one linear bounded operator with Wick-type multipli-cation. All stochastic processes are considered in the setting of Wiener-Itôchaos expansions. We proved existence and uniqueness of solutions for thisclass of SPDEs. In particular, we also treated the stationary case when thetime-derivative is equal to zero. In the second part, we constructed com-plex powers of C−sectorial operators in the setting of sequentially completelocally convex spaces. We considered these complex powers as the integralgenerators of equicontinuous analytic C−regularized resolvent families, andincorporated the obtained results in the study of incomplete higher or frac-tional order Cauchy problems.
24
Esstafa, Youssef. "Modèles de séries temporelles à mémoire longue avec innovations dépendantes." Thesis, Bourgogne Franche-Comté, 2019. http://www.theses.fr/2019UBFCD021.
Анотація:
Dans cette thèse nous considérons, dans un premier temps, le problème de l'analyse statistique des modèles FARIMA (Fractionally AutoRegressive Integrated Moving-Average) induits par un bruit blanc non corrélé mais qui peut contenir des dépendances non linéaires très générales. Ces modèles sont appelés FARIMA faibles et permettent de modéliser des processus à mémoire longue présentant des dynamiques non linéaires, de structures souvent non-identifiées, très générales. Relâcher l'hypothèse d'indépendance sur le terme d'erreur, une hypothèse habituellement imposée dans la littérature, permet aux modèles FARIMA faibles d'élargir considérablement leurs champs d'application en couvrant une large classe de processus à mémoire longue non linéaires. Les modèles FARIMA faibles sont denses dans l'ensemble des processus stationnaires purement non déterministes, la classe formée par ces modèles englobe donc celle des processus FARIMA avec un bruit indépendant et identiquement distribué (iid). Nous appelons par la suite FARIMA forts les modèles dans lesquels le terme d'erreur est supposé être un bruit iid.Nous établissons les procédures d'estimation et de validation des modèles FARIMA faibles. Nous montrons, sous des hypothèses faibles de régularités sur le bruit, que l'estimateur des moindres carrés des paramètres des modèles FARIMA(p,d,q) faibles est fortement convergent et asymptotiquement normal. La matrice de variance asymptotique de l'estimateur des moindres carrés des modèles FARIMA(p,d,q) faibles est de la forme "sandwich". Cette matrice peut être très différente de la variance asymptotique obtenue dans le cas fort (i.e. dans le cas où le bruit est supposé iid). Nous proposons, par deux méthodes différentes, un estimateur convergent de cette matrice. Une méthode alternative basée sur une approche d'auto-normalisation est également proposée pour construire des intervalles de confiance des paramètres des modèles FARIMA(p,d,q) faibles. Cette technique nous permet de contourner le problème de l'estimation de la matrice de variance asymptotique de l'estimateur des moindres carrés.Nous accordons ensuite une attention particulière au problème de la validation des modèles FARIMA(p,d,q) faibles. Nous montrons que les autocorrélations résiduelles ont une distribution asymptotique normale de matrice de covariance différente de celle obtenue dans le cadre des FARIMA forts. Cela nous permet de déduire la loi asymptotique exacte des statistiques portmanteau et de proposer ainsi des versions modifiées des tests portmanteau standards de Box-Pierce et Ljung-Box. Il est connu que la distribution asymptotique des tests portmanteau est correctement approximée par un khi-deux lorsque le terme d'erreur est supposé iid. Dans le cas général, nous montrons que cette distribution asymptotique est celle d'une somme pondérée de khi-deux. Elle peut être très différente de l'approximation khi-deux usuelle du cas fort. Nous adoptons la même approche d'auto-normalisation utilisée pour la construction des intervalles de confiance des paramètres des modèles FARIMA faibles pour tester l'adéquation des modèles FARIMA(p,d,q) faibles. Cette méthode a l'avantage de contourner le problème de l'estimation de la matrice de variance asymptotique du vecteur joint de l'estimateur des moindres carrés et des autocovariances empiriques du bruit.Dans un second temps, nous traitons dans cette thèse le problème de l'estimation des modèles autorégressifs d'ordre 1 induits par un bruit gaussien fractionnaire d'indice de Hurst H supposé connu. Nous étudions, plus précisément, la convergence et la normalité asymptotique de l'estimateur des moindres carrés généralisés du paramètre autorégressif de ces modèlesWe first consider, in this thesis, the problem of statistical analysis of FARIMA (Fractionally AutoRegressive Integrated Moving-Average) models endowed with uncorrelated but non-independent error terms. These models are called weak FARIMA and can be used to fit long-memory processes with general nonlinear dynamics. Relaxing the independence assumption on the noise, which is a standard assumption usually imposed in the literature, allows weak FARIMA models to cover a large class of nonlinear long-memory processes. The weak FARIMA models are dense in the set of purely non-deterministic stationary processes, the class of these models encompasses that of FARIMA processes with an independent and identically distributed noise (iid). We call thereafter strong FARIMA models the models in which the error term is assumed to be an iid innovations.We establish procedures for estimating and validating weak FARIMA models. We show, under weak assumptions on the noise, that the least squares estimator of the parameters of weak FARIMA(p,d,q) models is strongly consistent and asymptotically normal. The asymptotic variance matrix of the least squares estimator of weak FARIMA(p,d,q) models has the "sandwich" form. This matrix can be very different from the asymptotic variance obtained in the strong case (i.e. in the case where the noise is assumed to be iid). We propose, by two different methods, a convergent estimator of this matrix. An alternative method based on a self-normalization approach is also proposed to construct confidence intervals for the parameters of weak FARIMA(p,d,q) models.We then pay particular attention to the problem of validation of weak FARIMA(p,d,q) models. We show that the residual autocorrelations have a normal asymptotic distribution with a covariance matrix different from that one obtained in the strong FARIMA case. This allows us to deduce the exact asymptotic distribution of portmanteau statistics and thus to propose modified versions of portmanteau tests. It is well known that the asymptotic distribution of portmanteau tests is correctly approximated by a chi-squared distribution when the error term is assumed to be iid. In the general case, we show that this asymptotic distribution is a mixture of chi-squared distributions. It can be very different from the usual chi-squared approximation of the strong case. We adopt the same self-normalization approach used for constructing the confidence intervals of weak FARIMA model parameters to test the adequacy of weak FARIMA(p,d,q) models. This method has the advantage of avoiding the problem of estimating the asymptotic variance matrix of the joint vector of the least squares estimator and the empirical autocovariances of the noise.Secondly, we deal in this thesis with the problem of estimating autoregressive models of order 1 endowed with fractional Gaussian noise when the Hurst parameter H is assumed to be known. We study, more precisely, the convergence and the asymptotic normality of the generalized least squares estimator of the autoregressive parameter of these models
25
Snguanyat, Ongorn. "Stochastic modelling of financial time series with memory and multifractal scaling." Queensland University of Technology, 2009. http://eprints.qut.edu.au/30240/.
Анотація:
Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.
26
Soltane, Marius. "Statistique asymptotique de certaines séries chronologiques à mémoire." Thesis, Le Mans, 2020. http://cyberdoc-int.univ-lemans.fr/Theses/2020/2020LEMA1027.pdf.
Анотація:
Cette thèse est dévolue à la statistique inférentielle asymptotique de différents modèles chronologiques dirigés par un bruit comportant de la mémoire. Dans ces modèles, l'estimateur des moindres carrés n'est pas consistant et nous considérons d'autres estimateurs. Nous commençons par étudier les propriétés asymptotiques presquesûres de l'estimateur du maximum de vraisemblance du coefficient d'autorégression dans un processus autorégressif dirigé par un bruit gaussien stationnaire. Nous présentons ensuite une procédure statistique afin de détecter un changement de régime au sein de ce modèle en s'inspirant du cas classique dirigé par un bruit blanc fort. Nous abordons ensuite un modèle autorégressif où les coefficients sont aléatoires et possèdent une courte mémoire. Là encore l'estimateur des moindres carrés n'est pas consistant et nouscorrigeons l'estimation afin d'estimer correctement les paramètres du modèle. Pour finir nous étudions un nouvel estimateur joint de l'exposant de Hurst et de la variance dans un bruit gaussien fractionnaire observé à haute fréquence dont les qualités sont comparables au maximum de vraisemblanceThis thesis is devoted to asymptotic inferenre of differents chronological models driven by a noise with memory. In these models, the least squares estimator is not consistent and we consider other estimators. We begin by studying the almost-sureasymptotic properties of the maximum likelihood estimator of the autoregressive coefficient in an autoregressive process drivenby a stationary Gaussian noise. We then present a statistical procedure in order to detect a change of regime within this model,taking inspiration from the classic case driven by a strong white noise. Then we consider an autoregressive model where the coefficients are random and have a short memory. Here again, the least squares estimator is not consistent and we correct the previous statistic in order to correctly estimate the parameters of the model. Finally we study a new joint estimator of the Hurst exponent and the variance in a fractional Gaussian noise observed at high frequency whose qualities are comparable to the maximum likelihood estimator
27
Richter, Raik. "Ein Beitrag zur Modellierung und Realisierung der direkten digitalen Frequenzsynthese." Doctoral thesis, [S.l. : s.n.], 1999. http://deposit.ddb.de/cgi-bin/dokserv?idn=963112023.
28
Richter, Raik. "Ein Beitrag zur Modellierung und Realisierung der direkten digitalen Frequenzsynthese." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2000. http://nbn-resolving.de/urn:nbn:de:swb:14-994337562500-99246.
Анотація:
In der Dissertationsschrift wird ein neuartiges Konzept der Realisierung der Direkten Digitalen Frequenzsynthese (DDS) vorgestellt. Ausgehend von der analysierten Literatur werden das Wirkprinzip eines Standard-DDS-Synthesizer analysiert und Möglichkeiten zur Aufwandsreduktion untersucht. Ein neuartiger Ansatz zur Realisierung einer vollständig digitalen DDS ergibt sich in der Anwendung der Pulse-Output-DDS. Bei der Pulse-Output-DDS wird neben dem D/A-Wandler auch die Sinus-ROM-Tabelle aus dem prinzipiellen Aufbau der Standard-DDS entfernt. Ausgehend von einer derart modifizierten DDS-Struktur wird ein geeignetes DDS-Modell entwickelt, mit welchem alle auftretenden Synthesefehler systematisch erfaßt und bewertet werden können. Die gewonnenen Erkenntnisse über die prinzipbedingten Synthesefehler bilden die Grundlage für Erweiterungen der Pulse-Output-DDS mit deren Hilfe eine qualitative Verbesserung des synthetisierten Signals erreicht wird. Dabei steht vor allem die Anwendung von Verfahren der digitalen Signalverarbeitung im Vordergrund, die zu einer Verringerung bzw. Kompensation oder zu einer spektralen Veränderung des auftretenden DDS-Fehlersignals geeignet sind. Es werden die erreichbaren Verbesserungen, aber auch die theoretischen und praktischen Grenzen von folgenden Verfahren aufgezeigt: absolute Verringerung des DDS-Fehlersignals Dithering des DDS-Fehlersignals Rauschformung (Noise-Shaping) des Fehlersignalspektrums Insbesondere bei der Rauschformung werden unterschiedliche Ansätze untersucht und bewertet mit dem Ziel, ein optimales Verfahren für den Rauschformungsprozeß bei der Verwendung in einer Pulse-Output-DDS zu finden. Durch die echtzeitfähige Implementation eines erweiterten DDS-Systems in einem Standard-CMOS-Prozeß werden die gefundenen theoretischen Lösungen verifiziert.
29
La, Delfa Patricio. "Contribution à la conception silencieuse par démarches directe et inverse de machines synchrones à aimants permanents et bobinage dentaire." Thesis, Ecole centrale de Lille, 2017. http://www.theses.fr/2017ECLI0036/document.
Анотація:
Cette thèse porte sur la conception silencieuse par démarches inverses de machines synchrones à aimants permanents dotées de bobinages dentaires. Notre travail se focalise sur l’analyse des raies de forces radiales à l’origine du bruit magnétique. En premier lieu, un modèle direct électromagnétique, nous a permis de déterminer le spectre spatio-temporel de la force radiale dans l’entrefer. Ce dernier nous offre la possibilité d’obtenir pas à pas et de manière analytique l’induction radiale dans l’entrefer, résultat du produit de la force magnétomotrice totale et de la perméance d’entrefer globale. Plusieurs machines dotées d’un bobinage dentaire et distribué ont été évaluées, comparées à des simulations par éléments finis et corroborés par une analyse modale opérationnelle sur un prototype existant au laboratoire. Puis la démarche inverse de conception est abordée par le biais de deux outils « analytiques prédictifs » donnant les origines des ordres faibles spatio-temporels de la force radiale dans l’entrefer. Enfin, la résolution du problème inverse est conduite au moyen d’une boucle itérative d’optimisation donnant parmi un échantillon de solutions, une fonction de bobinage, visant à atténuer ou supprimer une raie potentiellement risquée en termes de nuisances acoustiquesThis thesis deals the quiet design by inverses approaches of synchronous machines with permanent magnets concentrated windings. Our work focuses on the analysis of magnetic noise origin of air gap radial force orders. Firstly a direct electromagnetic model allowed us to determine the spatio-temporal spectrum of air gap radial pressure. The latter offers us the possibility of obtaining step by step and in an analytical way the radial induction in the gap, result of the product of the total magnetomotive force and global air gap permeance. Several machines equipped with a concentrated winding and distributed were evaluated, compared to simulations by finite elements and corroborated by an operational deflection shape on an existing prototype in the laboratory. In the second time two inverse approaches named predictive methodology identified the radial pressure low order origin. Finally, the resolution of the inverse problem is carried out by means of an iterative optimization loop giving among a sample of solutions, a winding function, aimed at attenuating or eliminating a potential risky line in terms of acoustic nuisances
30
Klapil, Filip. "Frekvenční syntezátor pro mikrovlnné komunikační systémy." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2020. http://www.nusl.cz/ntk/nusl-413162.
Анотація:
The main aim of the thesis is to develop a solution of a frequency synthesizer for a microwave communication systems. Specifically, it suggests a design for frequency synthesizer with phase-locked loop. At beginning of the thesis the principle and basic properties of this method of signal generation are explained. Then it is followed by a brief discussion of the parameters of synthesizers and their influence on design. Another part of the work is the analysis of circuit the frequency synthesizer with the phase-locked loop MAX2871, which is followed by a proposal for the design of the frequency synthesizer module hardware. The last part of the work deals with practical implementation, verification of function and measurement of achieved parameters and their evaluation.
31
Leboeuf, Antoine. "Méthode de calcul de la biomasse aérienne des arbres de peuplements d'épinette noire (Picea mariana) en forêt subarctique à l'aide de la fraction d'ombre sur les images Quickbird et Ikonos." Sherbrooke : Université de Sherbrooke, 2005.
32
Brazeau, Stéphanie. "La cartographie de la fraction du rayonnement photosynthétiquement actif (FPAR) des peuplements d'épinette noire (Picea mariana) en Abitibi à l'aide d'une image satellitaire de Landsat ETM+." Mémoire, Université de Sherbrooke, 2004. http://savoirs.usherbrooke.ca/handle/11143/2423.
Анотація:
La fraction du rayonnement photosynthétiquement actif absorbé (FPAR) par le couvert forestier est un intrant majeur des modèles de calcul de la productivité forestière. L’objectif de cette recherche est de développer une méthodologie pour calculer des valeurs de la FPAR[indice inférieur image] pour des peuplements d’épinette noire, à l’échelle régionale, à partir d’images satellitaires de Landsat. Les valeurs spectrales des images ont été utilisées pour le calcul de l’indice de surface foliaire (L) et de la FPAR. Certaines relations mathématiques ont été dérivées de données in situ de la campagne de terrain BOREAS (variables structurelles des peuplements forestiers, L et FPAR) et ensuite appliquées sur les placettes-échantillons temporaires (PET) en Abitibi, Québec. Les données de la FPAR ont été estimées en assumant une réduction du signal par la loi de Beer-Lambert en utilisant le L de la placette (L[indice inférieur PET]). La comparaison des résultats de calcul de la FPAR, sur les placettes, obtenus entre notre méthode et celle provenant de mesures indépendantes de la campagne BOREAS ont montré de bons coefficients de détermination pour les peuplements d’épinette noire (R[indice supérieur 2] = 0,95). Dans notre étude, des indices spectraux de végétation (SVI) et des bandes spectrales individuelles d’une image Landsat ETM+ (fin août) ont été testés pour estimer la FPAR ou le L des peuplements d’épinette noire d’une région d’étude en Abitibi. Les résultats de L obtenus avec les bandes spectrales individuelles ou les SVI ont indiqué qu’il était possible de calculer des valeurs de FPAR en faisant une sélection des valeurs spectrales reliées aux PET. Cette sélection est établie sur un calcul de la variabilité et de l’écart type des valeurs en réflectance des pixels au voisinage du pixel associé à la PET. En effet, le coefficient de détermination entre la bande 3 et les valeurs de FPAR a atteint un R[indice supérieur 2] de 0,54 sur l’image d’août 2000, ce qui est supérieur aux valeurs retrouvées dans la littérature qui offrent un R[indice supérieur 2] approximatif de 0,35 pour la forêt boréale à la même période de la saison de croissance. À partir des relations développées, une carte de la FPAR fut produite pour les peuplements de résineux de la région d’étude. La relation faible entre la FPAR et l’image ETM+ nous permet de suggérer que l’utilisation de la biomasse serait une alternative mieux adaptée à la cartographie (Fournier et al. 2003b). Toutefois, notre étude a permis de faire ressortir des aspects critiques pour obtenir des résultats significatifs pour les cas où l’utilisation de la FPAR serait requise.
33
Scipioni, Angel. "Contribution à la théorie des ondelettes : application à la turbulence des plasmas de bord de Tokamak et à la mesure dimensionnelle de cibles." Thesis, Nancy 1, 2010. http://www.theses.fr/2010NAN10125.
Анотація:
La nécessaire représentation en échelle du monde nous amène à expliquer pourquoi la théorie des ondelettes en constitue le formalisme le mieux adapté. Ses performances sont comparées à d'autres outils : la méthode des étendues normalisées (R/S) et la méthode par décomposition empirique modale (EMD).La grande diversité des bases analysantes de la théorie des ondelettes nous conduit à proposer une approche à caractère morphologique de l'analyse. L'exposé est organisé en trois parties.Le premier chapitre est dédié aux éléments constitutifs de la théorie des ondelettes. Un lien surprenant est établi entre la notion de récurrence et l'analyse en échelle (polynômes de Daubechies) via le triangle de Pascal. Une expression analytique générale des coefficients des filtres de Daubechies à partir des racines des polynômes est ensuite proposée.Le deuxième chapitre constitue le premier domaine d'application. Il concerne les plasmas de bord des réacteurs de fusion de type tokamak. Nous exposons comment, pour la première fois sur des signaux expérimentaux, le coefficient de Hurst a pu être mesuré à partir d'un estimateur des moindres carrés à ondelettes. Nous détaillons ensuite, à partir de processus de type mouvement brownien fractionnaire (fBm), la manière dont nous avons établi un modèle (de synthèse) original reproduisant parfaitement la statistique mixte fBm et fGn qui caractérise un plasma de bord. Enfin, nous explicitons les raisons nous ayant amené à constater l'absence de lien existant entre des valeurs élevées du coefficient d'Hurst et de supposées longues corrélations.Le troisième chapitre est relatif au second domaine d'application. Il a été l'occasion de mettre en évidence comment le bien-fondé d'une approche morphologique couplée à une analyse en échelle nous ont permis d'extraire l'information relative à la taille, dans un écho rétrodiffusé d'une cible immergée et insonifiée par une onde ultrasonoreThe necessary scale-based representation of the world leads us to explain why the wavelet theory is the best suited formalism. Its performances are compared to other tools: R/S analysis and empirical modal decomposition method (EMD). The great diversity of analyzing bases of wavelet theory leads us to propose a morphological approach of the analysis. The study is organized into three parts. The first chapter is dedicated to the constituent elements of wavelet theory. Then we will show the surprising link existing between recurrence concept and scale analysis (Daubechies polynomials) by using Pascal's triangle. A general analytical expression of Daubechies' filter coefficients is then proposed from the polynomial roots. The second chapter is the first application domain. It involves edge plasmas of tokamak fusion reactors. We will describe how, for the first time on experimental signals, the Hurst coefficient has been measured by a wavelet-based estimator. We will detail from fbm-like processes (fractional Brownian motion), how we have established an original model perfectly reproducing fBm and fGn joint statistics that characterizes magnetized plasmas. Finally, we will point out the reasons that show the lack of link between high values of the Hurst coefficient and possible long correlations. The third chapter is dedicated to the second application domain which is relative to the backscattered echo analysis of an immersed target insonified by an ultrasonic plane wave. We will explain how a morphological approach associated to a scale analysis can extract the diameter information
34
Garcette-Lepecq, Anouk. "Origines et dégradation des lipides libres et liés et mécanismes de formation de la fraction "Kerogen-like" dans des sédiments récents de la mer noire nord-occidentale." Paris 6, 2003. http://www.theses.fr/2003PA066128.
35
Leboeuf, Antoine. "Méthode de calcul de la biomasse aérienne des arbres de peuplements d'épinette noire (Picea mariana) en forêt subarctique à l'aide de la fraction d'ombre sur les images Quickbird et Ikonos." Mémoire, Université de Sherbrooke, 2005. http://savoirs.usherbrooke.ca/handle/11143/2411.
Анотація:
Les besoins de gestion et les obligations internationales (tel que le protocole de Kyoto) exigent d'améliorer nos méthodes de cartographie de la biomasse forestière aérienne (BFA) pour tout le territoire canadien.Les contraintes en ressources sont très grandes pour les régions boréales et subarctiques, ce qui résulte en un faible nombre de placette d'échantillonnage terrain (PET). Nous avons donc développé et testé une méthode pour la cartographie de la BFA des peuplements constitués majoritairement d'épinette noire ( Picea mariana ) (i) en établissant des placettes satellites (PS), substituts des traditionnelles et coûteuses PET et (ii) en établissant des cartes de BFA à toute la surface des images satellites à très haute résolution spatiale (ISTHRS). 112 PET de 400 m[indice suérieur 2 ont été établies sur trois régions pilotes (chacune couverte par une images Quickbird) dans le but de développer et de tester la méthode. Ces PET fournissent les mesures requises pour calculer la BFA des arbres de chaque PET à partir d'équations allométriques de la littérature scientifique. La BFA au niveau de la PET est ensuite calculée en additionnant la contribution de tous les arbres d'une PET.--Résumé abrégé par UMI.
36
Pislar, Vincent. "Etude d'Amas de Galaxies observés avec le satellite ROSAT." Phd thesis, Université Pierre et Marie Curie - Paris VI, 1998. http://tel.archives-ouvertes.fr/tel-00068737.
Анотація:
Ce travail est composé de deux parties.La première partie concerne l' étude de l'amas de galaxies Abell 85 en utilisant les données en rayons X du satellite ROSAT ainsi que des données optiques et radio. Plusieurs méthodes d'analyse ont été appliquées aux données. Nous avons ainsi pu étudier des régions particulières de l'amas comme la partie centrale, siège des courants de refroidissement ou la région de la radiosource 0038-096 où la mesure des flux X et radio a permis d'obtenir la valeur du champ magnétique.
Une seconde partie du travail a consisté à étudier les
caractéristiques des courants de refroidissement ainsi que la masse de gaz et de matière noire dans 11 amas de galaxies, grâce à un programme conçu pour ajuster les données de ROSAT. Nous avons également obtenu la fraction de baryons de ces amas et discuté les conséquences cosmologiques des valeurs obtenues.
37
Vannerom, David. "Search for new physics in the dark sector with the CMS detector: From invisible to low charge particles." Doctoral thesis, Universite Libre de Bruxelles, 2019. https://dipot.ulb.ac.be/dspace/bitstream/2013/293380/4/thesis.pdf.
Анотація:
The Standard Model of particle physics is the framework that describes all known phenomenaand interactions between elementary particles. It has proven to give outstanding results overthe years and was succesfully completed with the discovery of the Brout-Englert-Higgs boson in2012 by the ATLAS and CMS collaborations at CERN. However, several observations escape itsreach: the matter-antimatter asymmetry, the nature of Dark Matter or the quantization of theelectric charge. These are all examples of measured facts not explained by the Standard Modelformalism and that call for an extension to a Beyond the Standard Model (BSM) theory. In thisthesis, we have looked for evidence of new physics using proton-proton collision data producedby CERN’s Large Hadron Collider (LHC) at a center-of-mass energy of 13 TeV. Collected from2016 to 2018 by the CMS detector, it corresponds to an integrated luminosity of 136/fb .Afteran introduction to the theoretical context and the experimental tools, two analyses are presented.The first one is a search for Dark Matter particles recoiling against a jet and leaving the detectorunnoticed. With this ”monojet” analysis, we are able to exclude mediator masses up to 1.8TeV, and masses of Dark Matter particles up to 700 GeV. The second analysis is a search forfractionally charged particles. Using the fact that their stopping power is lower than StandardModel particles, we are able to exclude their existence up to masses of 765 GeV for a charge of2/3 e.Doctorat en Sciences
info:eu-repo/semantics/nonPublished
38
Navarrete, Hurtado Hugo Ariel. "Electromagnetic models for ultrasound image processing." Doctoral thesis, Universitat Politècnica de Catalunya, 2016. http://hdl.handle.net/10803/398235.
Анотація:
Speckle noise appears when coherent illumination is employed, as for example Laser, Synthetic Aperture Radar (SAR), Sonar, Magnetic Resonance, X-ray and Ultrasound imagery. Backscattered echoes from the randomly distributed scatterers in the microscopic structure of the medium are the origin of speckle phenomenon, which characterizes coherent imaging with a granular appearance. It can be shown that speckle noise is of multiplicative nature, strongly correlated and more importantly, with non-Gaussian statistics. These characteristics differ greatly from the traditional assumption of white additive Gaussian noise, often taken in image segmentation, filtering, and in general, image processing; which leads to reduction of the methods effectiveness for final image information extraction; therefore, this kind of noise severely impairs human and machine ability to image interpretation.
Statistical modeling is of particular relevance when dealing with speckled data in order to obtain efficient image processing algorithms; but, additionally, clinical ultrasound imaging systems employ nonlinear signal processing to reduce the dynamic range of the input echo signal to match the smaller dynamic range of the display device and to emphasize objects with weak backscatter. This reduction in dynamic range is normally achieved through a logarithmic amplifier i.e. logarithmic compression, which selectively compresses large input signals. This kind of nonlinear compression totally changes the statistics of the input envelope signal; and, a closed form expression for the density function of the logarithmic transformed data is usually hard to derive.
This thesis is concerned with the statistical distributions of the Log-compressed amplitude signal in coherent imagery, and its main objective is to develop a general statistical model for log-compressed ultrasound B-scan images. The developed model is adapted, making the pertinent physical analogies, from the multiplicative model in Synthetic Aperture Radar (SAR) context. It is shown that the proposed model can successfully describe log-compressed data generated from different models proposed in the specialized ultrasound image processing literature. Also, the model is successfully applied to model in-vivo echo-cardiographic (ultrasound) B-scan images. Necessary theorems are established to account for a rigorous mathematical proof of the validity and generality of the model. Additionally, a physical interpretation of the parameters is given, and the connections between the generalized central limit theorems, the multiplicative model and the compound representations approaches for the different models proposed up-to-date, are established. It is shown that the log-amplifier parameters are included as model parameters and all the model parameters are estimated using moments and maximum likelihood methods. Finally, three applications are developed: speckle noise identification and filtering; segmentation of in vivo echo-cardiographic (ultrasound) B-scan images and a novel approach for heart ejection fraction evaluationEl ruido Speckle aparece cuando se utilizan sistemas de iluminación coherente, como por ejemplo Láser, Radar de Apertura Sintética (SAR), Sonar, Resonancia Magnética, rayos X y ultrasonidos. Los ecos dispersados por los centros dispersores distribuidos al azar en la estructura microscópica del medio son el origen de este fenómeno, que caracteriza las imágenes coherentes con un aspecto granular. Se puede demostrar que el ruido Speckle es de carácter multiplicativo, fuertemente correlacionados y lo más importante, con estadística no Gaussiana. Estas características son muy diferentes de la suposición tradicional de ruido aditivo gaussiano blanco, a menudo asumida en la segmentación de imágenes, filtrado, y en general, en el procesamiento de imágenes; lo cual se traduce en la reducción de la eficacia de los métodos para la extracción de información de la imagen final. La modelización estadística es de particular relevancia cuando se trata con datos Speckle, a fin de obtener algoritmos de procesamiento de imágenes eficientes. Además, el procesamiento no lineal de señales empleado en sistemas clínicos de imágenes por ultrasonido para reducir el rango dinámico de la señal de eco de entrada de manera que coincida con el rango dinámico más pequeño del dispositivo de visualización y resaltar así los objetos con dispersión más débil, modifica radicalmente la estadística de los datos. Esta reducción en el rango dinámico se logra normalmente a través de un amplificador logarítmico es decir, la compresión logarítmica, que comprime selectivamente las señales de entrada y una forma analítica para la expresión de la función de densidad de los datos transformados logarítmicamente es por lo general difícil de derivar. Esta tesis se centra en las distribuciones estadísticas de la amplitud de la señal comprimida logarítmicamente en las imágenes coherentes, y su principal objetivo es el desarrollo de un modelo estadístico general para las imágenes por ultrasonido comprimidas logarítmicamente en modo-B. El modelo desarrollado se adaptó, realizando las analogías físicas relevantes, del modelo multiplicativo en radares de apertura sintética (SAR). El Modelo propuesto puede describir correctamente los datos comprimidos logarítmicamente a partir datos generados con los diferentes modelos propuestos en la literatura especializada en procesamiento de imágenes por ultrasonido. Además, el modelo se aplica con éxito para modelar ecocardiografías en vivo. Se enuncian y demuestran los teoremas necesarios para dar cuenta de una demostración matemática rigurosa de la validez y generalidad del modelo. Además, se da una interpretación física de los parámetros y se establecen las conexiones entre el teorema central del límite generalizado, el modelo multiplicativo y la composición de distribuciones para los diferentes modelos propuestos hasta a la fecha. Se demuestra además que los parámetros del amplificador logarítmico se incluyen dentro de los parámetros del modelo y se estiman usando los métodos estándar de momentos y máxima verosimilitud. Por último, tres aplicaciones se desarrollan: filtrado de ruido Speckle, segmentación de ecocardiografías y un nuevo enfoque para la evaluación de la fracción de eyección cardiaca.
39
Liao, Kun-Hsun, and 廖崑勛. "A Fractional-N Frequency Synthesizer with Noise-Filtering Technique." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/32357484760938721207.
Анотація:
碩士國立臺灣大學
電子工程學研究所
102
The raw performance of wireless communication system primarily hinges upon that of their constituent frequency synthesizers. The phase noise requirement and channel bandwidth limitations for wireless communication standards underline the consequence of fractional-N frequency synthesizer. The phase noise performances of fractional-N frequency synthesizer imposed by the quantization noise have motivated various noise-cancelling techniques that afford the use of low phase noise fractional-N frequency synthesizer in modern wireless devices. This thesis explores the notion of quantization noise cancellation technique in the design of fractional-N frequency synthesizer and introduces the proposed noise-filtering technique with an overview of wireless communication system. In chapter 2, a noise-filtering technique to suppress the quantization noise of a 3.6GHz fractional-N frequency synthesizer is realized in a 40-nm CMOS technology. The injection-locked oscillator (ILO) incorporated with digital calibration circuits are implemented as a noise filter to cancel quantization noise. The active area and power consumption of noise filter with calibration circuit are 0.0067 mm2 and 0.1mW, respectively. It is shown that the ILO based noise filter offers significant advantages over the previous arts in area and power consumption issues. Analysis of the noise filter model is present and demonstrates its low-pass characteristic. The circuit description and the corresponding design issues are also analyzed and discussed. Finally, the experiment results show that the proposed architecture achieves 9.95dB quantization noise suppression at 10MHz frequency offset and the root-mean-square (RMS) jitter can be improved from 3.57ps to 2.56ps.
40
Veale, Gerhardus Ignatius Potgieter. "Low phase noise 2 GHz Fractional-N CMOS synthesizer IC." Diss., 2010. http://hdl.handle.net/2263/27921.
Анотація:
Low noise low division 2 GHz RF synthesizer integrated circuits (ICs) are conventionally implemented in some form of HBT process such as SiGe or GaAs. The research in this dissertation differs from convention, with the aim of implementing a synthesizer IC in a more convenient, low-cost Si-based CMOS process. A collection of techniques to push towards the noise and frequency limits of CMOS processes, and possibly other IC processes, is then one of the research outcomes. In a synthesizer low N-divider ratios are important, as high division ratios would amplify in-band phase noise. The design methods deployed as part of this research achieve low division ratios (4 ≤ N ≤ 33) and a high phase comparison frequency (>100 MHz). The synthesizer IC employs a first-order fractional-N topology to achieve increased frequency tuning resolution. The primary N-divider was implemented utilising current mode logic (CML) and the fractional accumulator utilising conventional CMOS. Both a conventional CMOS phase frequency detector (PFD) and a CML PFD were implemented for benchmarking purposes. A custom-built 4.4 GHz synthesizer circuit employing the IC was used to validate the research. In the 4.4 GHz synthesizer circuit, the prototype IC achieved a measured in-band phase noise plateau of L( f ) = -113 dBc/Hz at a 100 kHz frequency offset, which equates to a figure of merit (FOM) of -225 dBc/Hz. The FOM compares well with existing, but expensive, SiGe and GaAs HBT processes. Total IC power dissipation was 710 mW, which is considerably less than commercially available GaAs designs. The complete synthesizer IC was implemented in Austriamicrosystems‟ (AMS) 0.35 μm CMOS process and occupies an area of 3.15 x 2.18 mm2.Dissertation (MEng)--University of Pretoria, 2010.
Electrical, Electronic and Computer Engineering
unrestricted
41
Chiu, Te Hsuan, and 邱德旦. "The Application of Fractional Gaussian Noise in (Q, r) Inventory Model." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/97524685718845782699.
Анотація:
碩士國立臺灣科技大學
工業管理系
90
In many studies about inventory control reported in the literature, there are many assumptions about probability density function (pdf) of the variate of demand processes. Every pdf’s has been used for some purposes. Among these probability density functions, the normal or Gaussian probability density function maybe the first and the most frequently employed one. Although normal probability density function has some advantages it also has drawbacks and limitation, especially in its suitability for describing demand. Factional Gaussian noise, a generalization of Gaussian white noise, it implies dependent Gaussian variable and has been successfully used in hydrology to describes the “persistence” or “anti-persistence” in processes. The application of fractional Gaussian noise in hydrology inspires us to look for analogous improvements in inventory models. In this study, we select a (Q, r) inventory model with a fixed replenishment lead time and the lead time demand being composed of “fractional Gaussian noise” demand, namely dependent Gaussian variables. The fixed replenishment lead time demand is influenced by a parameter H, called “Hurst exponent”, which is to decide the magnitude of “persistence” or “anti-persistence” in the lead time demand. Hence we would like to consider the dependence of the variate of fixed replenishment lead time demand and try to find the effects of H in the (Q, r) inventory model. Finally, we will illustrate the effects with sensitivity analysis.
42
Tsai, Sung-Lin, and 蔡松林. "A Quantization Noise Suppression Technique for All-Digital Fractional-N PLLs." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/83866671609961119810.
Анотація:
碩士國立臺灣大學
電子工程學研究所
100
This thesis presents a quantization noise suppression technique for all-digital fractional-N PLL to address the quantization noise and fractional spur issues from the ΔΣ modulator. The proposed technique builds a new modulation path that allows the quantization step and modulation frequency to be designed independently and not limited by the loop parameters. The quantization noise power is thus reduced and shifted to higher frequency offset. In addition, by increasing modulator input value and compensating later in digital domain, the fractional spur is also shifted to higher frequency offset. Therefore, both quantization noise and fractional spur are filtered by the loop more effectively. The proposed technique is implemented in the design of a 3.6-GHz ADPLL. Fabricated in the TSMC 90-nm CMOS technology, the whole system dissipates 9.48 mA from a 1.2-V supply. At 3.6 GHz, the reference spur at 25 MHz offset is -70 dBc and the phase noise measured at 10-MHz offset is reduced from -90 dBc/Hz to -121 dBc/Hz. The fractional spur is also reduced by 5 dB.
43
Lin, Jiang-Hong, and 林江鴻. "A low-noise fractional-N frequency synthesizer using self-injection-locking." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/ysyv56.
Анотація:
碩士國立高雄第一科技大學
電腦與通訊工程系碩士班
106
Due to the significant improvement in communication technology in recent years, the requirements for communication system stability and bandwidth are getting higher and higher. Therefore, this paper first discusses the principle of starting the voltage controlled oscillator, and derives the energy and power consumption through the reflection coefficient derivation. The relationship between the lock characteristics analyzed by the traditional injection-locked voltage-controlled oscillator model depends on the output power of the local oscillator, the Q value of the voltage-controlled oscillator, the maximum lock bandwidth, and the frequency and power of the injected signal. Its characteristics are the lock-in steady-state angle and the delay in which the injection is locked. The 10 GHz high-frequency oscillator is implemented by TSMC's 0.18um process. The frequency of the simulation results is adjustable from 9.47GHz to 10.77GHz. The phase noise is -115.45~-112.226 dBc/Hz at 1MHz of the center carrier frequency. Then improve the integer frequency synthesizer and combine the differential integral modulation technology to achieve fractional frequency division to make a fractional frequency synthesizer with a frequency range of 2.421 GHz to 2.473 GHz, and use two different voltage controlled oscillators for analysis. The phase noise is preferably up to -104.35 dBc/Hz@1MHz and -109.81dBc/Hz@1MHz, respectively. Finally, this thesis proposes a self-injection locking technique by combining the principle of injection locking technology and combining the front voltage controlled oscillator with the fractional frequency synthesizer to design a self-injection-locked fractional frequency synthesizer, and takes six sets of frequencies for spectrum and phase mismatch. The measurement analysis shows that the self-injection locking greatly reduces the phase noise of the fractional frequency synthesizer, and the phase noise improvement can be as low as 10.62 dBc/Hz and up to 25.792 dBc/Hz.
44
Li, Shiun-Jeng, and 李旬政. "Dimension Estimation of Fractional Gaussian Noise and Its Application to Physiological Signals." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/54448612864295950777.
Анотація:
博士國立清華大學
電機工程學系
95
Rhythmic signals from physiological systems usually have memory and long term correlation. They can be modeled as fractional Brownian motion or fractional Gaussian noise depending on if the signals are derived from cumulative effects of nerves and muscles. That is, they can be treated as signals with fractional dimension and the value of its fractal dimension (FD) can be used to characterize the intensity of physiological signals. In this study, a novel method of dimension estimation based on the calculation of spectral distribution function (SDF) of discrete-time fractional Gaussian noise using Legendre polynomials (LPs) as basis set is proposed. The dimension estimation is statistically consistent and its standard deviation is small when the system is under positive correlation. Hence, this estimator is especially suitable for investigating synergic physiological functions. Due to SDF, two indicators, FD and spectral frequency, can be obtained simultaneously. These two indicators can be applied in illustrating the synergic behavior of detrusor of the bladder and external urethral sphincter (EUS) during micturition. Another application of these two indicators is the dynamical performance evaluation of the pharmacological effects on micturition in spinal-cord-injury (SCI) rats. Capsaicin and resiniferatoxin (RTX) are administered and their effects are compared. Results indicate that the synergy of micturition using RTX is better than that of capsaicin. It is believed that this methodology would be useful in the assessing of other synergic physiological functions and studying functional effects of pharmacology for animals under dynamical diseases.
45
Robbertse, Johannes Lodewickes. "Estimation of parameters and tests for parameter changes in fractional Gaussian noise." Thesis, 2013. http://hdl.handle.net/10210/8570.
Анотація:
D.Phil. (Mathematical Statistics)Fractional Brownian motion and its increment process, fractional Gaussian noise, are syn- onymous with the concept of long range dependence. A strictly stationary time series is said to exhibit long range dependence or long memory if its autocorrelations decrease to zero as a power of the lag, but their sum over all lags is not absolutely convergent. This phenomenon has been observed in numerous scientific areas such as hydrology, ethernet traffic data, stock returns and exchange rates, to name just a few. The extent of long memory dependence is characterized by the value of the so called Hurst exponent or Hurst coefficient H. Approximate normality and unbiasedness of the maximum likelihood estimate of H hold reasonably well for sample sizes as small as 20 if the mean and scale parameters are known. We show in a Monte Carlo study that if the latter two parameters are unknown, the bias and variance of the maximum likelihood estimate of H both increase substantially. We also show that the bias can be reduced by using a jackknife or parametric bootstrap proce- dure. However, in very large samples, maximum likelihood estimation becomes problematic because of the large dimension of the covariance matrix that must be inverted. We consider an approach for estimating the Hurst exponent by taking first order differ- ences of fractional Gaussian noise. We find that this differenced process has short memory and that, consequently, we may assume approximate independence between the estimates of the Hurst exponents in disjoint blocks of data. We split the data into a number of con- tiguous blocks, each containing a relatively small number of observations. Computation of the likelihood function in a block then presents no computational problem. We form a pseudo likelihood function consisting of the product of the likelihood functions in each of the blocks and provide a formula for the standard error of the resulting estimator of H. This formula is shown in a Monte Carlo study to provide a good approximation to the true standard error. Application of the methodology is illustrated in two data sets. The long memory property of a time series is primarily characterized by H. In general, such series are exceptionally long, therefore it is natural to enquire whether or not H remains constant over the full extent of the time series. We propose a number of tests for the hypothesis that H remains constant, against an alternative of a change in one or more values of H. Formulas are given to enable calculation of asymptotic p-values. We also propose a permutational procedure for evaluating exact p-values. The proposed tests are applied to three sets of data.
46
Wu, Pao-Sheng, and 吳寶生. "Quantization-Noise Cancellation and Channel Preset Techniques in a Fractional–N Frequency Synthesizer." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/61252212613831237466.
Анотація:
碩士國立高雄第一科技大學
電腦與通訊工程所
97
In this thesis , we study to develop a Fractional-N Frequency Synthesizer with high frequency resolution , low noise , fast setting and it is applied in 2.4GHz frequency band. The system use Peregrine company’s frequency synthesizer chip , PE3336 , to match up with XILINX Virtex-E and bring digital signal into practice. By using Quantization Noise Cancellation(QNC) technique and Channel Preset technique , the Fractional-N Frequency Synthesizer’s performance was dramatically advanced. Quantization Noise Cancellation technique mainly uses Digital to Analog Converter(DAC) to offset the phase error of the original quantization on the signal deliver path and then to advance the output signal purity of Fractional-N Frequency Synthesizer. Channel Preset technique ; on the other hand , use the Digital to Analog Converter of Quantization Noise Cancellation technique wisely. It adds channel preset voltage on the way of noise offsetting to accelerate the locking time for frequency hopping. By combining Quantization Noise Cancellation and Channel Preset technique, we successfully accomplish a low noise and fast setting time Frequency Synthesizer. Its phase noise performance is extremely excellent comparing to the non-technique used ones. The test result show the phase noise was 5 to 10 dB improved. And setting time is even promoted about 30 times.
47
Lin, Jia-Hau, and 林嘉豪. "Research on Reducing Out-of-Band Phase Noise of Fractional-N Frequency Synthesizer." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/28340222981729492820.
Анотація:
碩士國立臺灣大學
電信工程學研究所
103
Phase noise is an important parameter to evaluate a frequency synthesizer. It not only represents the degree of purity of output signal, but also can be utilized to predict the effect on signal interaction between two neighboring channels. In regard to some specific systems, such as RF receiver and optical clock-data recovery circuits, out-of-band phase noise dominates the sensitivity and bit error rate (BER) of these systems. Out-of-band phase noise is produced by phase noise of voltage-controlled oscillators (VCOs) and quantization noise of delta-sigma modulator (DSM). Therefore, reducing the phase noise of VCOs and the quantization noise of DSM can improve the out-of-band phase noise of a frequency synthesizer. In this thesis, two circuits are discussed. First one is inserting resistors into the dc path of the VCO to improve phase noise. Another one is utilizing the phase interpolator to reduce the quantization noise of DSM and then the phase noise can be improved. The first circuit is focused on inserting resistors into the path of direct current of the VCO. Thus the period in saturation region is decreased and the production of flicker noise of the transistors is reduced as well. Finally, the out-of-band phase noise of VCOs can be improved. The VCO is operated at 19.15-22.78 GHz. It includes a modified complementary LC-VCO, a 3-stage current mode logic (CML) divider, and a differential-to-single (D2S) circuit. The VCO phase noise at 1-MHz offset frequency is -98.4 dBc/Hz. Its output power is -3.8 dBm. The power consumption of VCO is 2.9 mW, and the power consumption of buffers is 8 mW. The chip size is 0.335 mm2. It is fabricated by TSMC 90-nm CMOS technology. The second part of this thesis is focused on utilizing phase interpolator (PI) to reduce minimum phase jump, which has a critical effect on quantization noise. One period of input signal of PI is divided equivalently into 32 parts. Therefore, the minimum phase jump has decreased 32 times. Consequently, the quantization noise of DSM can be reduced as well. This circuit is used to implement a 3.65 GHz fractional-N frequency synthesizer and which includes a complementary LC-VCO, a 2-stage CML divider, a dual-reference interpolator (DI), DI controller (DC), a 5-stage 2/3 divider cell (23Cell), a delta-sigma modulator (DSM), a phase frequency detector (PFD), a charge pump (CP), and a 2nd low pass filter (2nd LPF). The reference frequency is 26 MHz and the loop bandwidth is 66.7 kHz. The phase noise at 1-MHz offset frequency is -115.5 dBc/Hz. The output power is -3.57 dBm, and the total dc consumption is 54.7 mW. It is fabricated by TSMC 180-nm CMOS technology, and the chip size is 0.43 mm2.
48
Sheng, Yun-Chen, and 盛允楨. "A 3.6-GHz Quantization Noise Cancellation Fractional-N ADPLL using Time-Division Multiplexing TDC." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/22948516598514363923.
Анотація:
碩士國立臺灣大學
電子工程學研究所
103
A 3.6-GHz quantization noise cancellation fractional-N ADPLL using time-division multiplexing time-to-digital converter (TDM TDC) is presented. With quantization noise cancellation technique, quantization noise from delta-sigma modulator (DSM) can be greatly reduced. In a conventional approach, a gain calibration loop is adopted to estimate cancellation gain factor, and thus PLL lock time is degraded. With the proposed TDM TDC, no gain calibration is required. TDM TDC achieves fast and accurate cancellation gain estimation, and PLL lock time is not degraded as that of a conventional approach. The proposed technique is implemented in the design of a 3.6-GHz ADPLL. Fabricated in the TSMC 90-nm CMOS technology, the whole system dissipates 8.16 mA from a 1.2-V supply and the active area is 0.329 mm2. At 3.6 GHz, the reference spur at 26 MHz offset is -45 dBc and the phase noise measured at 10-MHz offset is reduced from -99.79 dBc/Hz to -123.44 dBc/Hz, corresponding to 23-dB improvement. RMS jitter integrated from 10 kHz to 40 MHz is reduced from 10.88 ps to 4.605 ps. The measured lock time of the proposed ADPLL is 6 μs.
49
Li, Shiang-wei, and 李祥瑋. "Quantization-Noise Cancellation Technique and Phase-Locked Loop IC Design in a Fractional–N Frequency Synthesizer." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/z6f55y.
Анотація:
碩士國立中山大學
電機工程學系研究所
95
For the fractional-N frequency synthesizers using delta-sigma modulation (DSM) techniques, higher PLL bandwidth is highly desirable in order to achieve faster settling time. As the PLL bandwidth is increased, more quantization noises pass through the PLL so that the output phase noise performance is degraded. There is a tradeoff between phase-noise performance and PLL bandwidth. To improve the problem, the thesis studies the quantization noise cancellation technique. With this technique, the PLL bandwidth can be increased without the cost of degrading phase-noise performance. With the help of Agilent EEsof’s ADS, the phase-noise performance of the studied fractional-N frequency synthesizers can be predicted. For demonstration, this research implements a 2.6 GHz fractional-N frequency synthesizer hybrid module, and compares the measured phase noises with and without the technique under considering various combinations of MASH DSM orders and PLL bandwidth. Another demonstration of this thesis is to design a PLL IC using TSMC 0.18 μm CMOS process, and make a discussion on the testing performance of the PLL IC.
50
Lin, Yu-Liang, and 林宇亮. "The Implementations of Wideband Low Noise Amplifier and Fractional-N Frequency Synthesizer with Delta-sigma Modulator." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/42589447149290764504.
Анотація:
碩士國立中央大學
電機工程研究所
96
The thesis presents an Ultra Wideband low noise amplifier and a Fractional-N frequency synthesizer with delta-sigma modulator for WiMax applications, which are implemented in TSMC 0.18-μm CMOS technology. The first section is the design of a broadband low noise amplifier, and the circuit adopts two-stage cascaded scheme. By adopting the bridged-shunt-series peaking technique, both the maximum bandwidth and the maximally flat response can be achieved in a way. The LC high-pass filter and the typical narrow band designs with a feedback resistor construct input matching network, which provides good input match while contributing a small amount in NF degradation. The measured power gain reaches its maximum value of 14.2 dB at around 3 to 4 GHz, and remains 1 dB flatness from 2.5 to 9.3 GHz. The 3-dB bandwidth is occurred from 2.2 to 11 GHz. The measured input and output return loss are larger than 9 dB and 10 dB over the entire UWB band. The measured isolation is greater than 32 dB. The measured noise figure is from 3.4 to 4.5 dB, and its average value is lower than 4 dB across the band of interested. Finally, the measured P1dB and IIP3 are better than -8.5 dBm and -0.5 dBm, respectively. The total power consumption is 30 mW. The second section is the design of a Fractional-N frequency synthesizer with delta-sigma modulator, which includes a complementary LC cross-coupled voltage controlled oscillator (VCO), a delta-sigma modulator (DSM), a multi-modulus divider (MMD), a true single phase clock (TSPC) divider, a phase frequency detector (PFD), a charge pump (CP) and a loop filter (LF). In the VCO design, the binary weighted band switching capacitors are used to calibrate the frequency drifting under process variations. Besides, by adopting the multi-stage noise shaping (MASH) architecture of DSM avoids unstable condition. The measured VCO tuning range is from 2.42 to 2.69 GHz, and yields an output power from -1.5 to 0.1 dBm. The measured close loop phase noise under band switching are from -88.7 to -95.3 dBc/Hz and -117.1 to -122.9 dBc/Hz at 100 kHz offset and 1 MHz offset, respectively. The dc power consumption of VCO is 4.14 mW, and its associated FOM reaches the best value of 184.9 dBc/Hz.