In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two different scenarios: known and unknown initial regime. For each scenario we investigated conditions that guarantee the model's completeness. We find that the model under consideration...
The main focus of this work is on the problem of existence of nonlinear optimal controllers
realizable by artificial neural networks. Theoretical justification, currently
available for control applications of neural networks, is rather limited. For example,
it is unclear which neural architectures are capable of performing which control
tasks. This...
One of the commonly used simulation approaches is process orientation. This is based on the use of nodes (or blocks) that perform functions in series. In spite of the compactness and ease of learning that characterize process-based simulation, many languages are somewhat complex, primarily the result of the large number...
Delta-Sigma (ΔΣ) analog-to-digital converters (ADCs) are traditionally used in high quality audio systems, instrumentation and measurement (I&M) and biomedical devices. With the continued downscaling of CMOS technology, they are becoming popular in wideband applications such as wireless and wired communication systems,high-definition television and radar systems. There are two general realizations...
The inefficiency of time-shared computer systems compared to
batch processing systems is in the time lost in swapping operations.
The larger the allocated quantum size, the less swap time is incurred.
In order to guard against intolerable response time while lengthening
the quantum size, the response time of a common...
The North American interconnected power systems continuously
attempt to hold power system time as close to standard time as possible.
All inherent problems associated with normal power system
operation make this a difficult task. System time is presently allowed
to deviate from standard time by up to two seconds before...
Multimedia applications such as video streaming and Voice over IP are becoming common today with the tremendous growth of the Internet. General purpose operating systems thus are required to support these applications. These multimedia applications have some timing constraints that need to be satisfied for good quality. For example, video...
A systematic optimization of the Cohen class time-frequency
transformation for detecting the parameters change is developed.
The local moments approach to change detection is proposed and a
general formula for the local moments is derived. The optimal
kernel functions of the time-frequency transformation are determined
based on the combined criteria...
Massive MIMO is a promising technique for future 5G communications due to its high spectrum and energy efficiency. To realize its potential performance gain, accurate channel state information at transmitter side (CSIT) is essential. Frequency division duplex (FDD) is widely employed by the most cellular systems today. However, it requires...