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In the literature a lot of articles about so-called feedback-based trading strategies, i.e., strategies that compute investment exclusively from their own gain exist. Price is therein treated as a disturbance variable in the technical application. With these strategies, astonishing results may be shown. However, the so-called price taker property is always assumed, that means that one's own trading...
A novel adaptive output feedback control technique for uncertain linear systems is proposed, able to cope with input and output constraints and measurement noise. At each time step, the collected input-output data are exploited to refine the set of models that are consistent with the available information on the system. Then, the control input is computed according to a receding horizon strategy,...
Closed-loop operation of a brain-machine interface (BMI) relies on the subject's ability to learn an inverse transformation of the plant to be controlled. In this paper, we propose a model of the learning process that undergoes closed-loop BMI operation. We first explore the properties of the model and show that it is able to learn an inverse model of the controlled plant. Then, we compare the model...
In this work a novel nonlinear active noise control (NANC) scheme is proposed to deal with reference and error microphone saturation issues. Polynomial NARX models are used in the adaptive controller for enhanced model flexibility. A suitable model selection approach is used off-line to find an accurate and compact model structure for the adaptive controller. The controller parameters are successively...
In various engineering fields, separation between signal and noise is one of the important issues for the robustness of systems that are working in the real environment, and the noise reduction has been discussed when designing a robust system. On the other hand, some researches reported that adding a noise contributes to having multiple internal states and enhancing a transition between the states...
For multichannel adaptive active control algorithms with online secondary path modeling, the computational load increases making real-time implementation impossible when the number of the reference sensors, secondary actuators and error sensors become large. In this paper, a new algorithm, Partial-update Filtered-e (PFeLMS) algorithm, is proposed to effectively reduce the computational load. In the...
A new active vibration and noise control system with on-line secondary path modeling is proposed in this paper. The present system is able to greatly reduce the mutual disturbances between the control process and the modeling process, leading to an improvement in the overall performance of the active control system. Computer simulation and experiments for active vibration control are conducted. The...
In many DSP applications (image and voice processing, baseband symbol decoding in high quality communication channels) several dBs of SNR loss can be tolerated without noticeable impact on system level performance. For power optimization in such applications, voltage overscaling can be used to operate the arithmetic circuitry slower than the critical circuit path delay while incurring tolerable SNR...
While the CMOS analog circuits can be designed with the minimum-gate-length of the fabrication process in the alpha-power law MOSFET model, the length of a MOSFET gate has been chosen to be a larger scale than the minimum-gate-length in the conventional Shockleypsilas square model. In this paper, we describe a 6-b 100 MSPS CMOS current steering digital-to-analog converter (DAC) with the alpha-power...
In this paper, we study bandwidth management of a wireless/optical based access/metro network in support of voice and data services. For voice services, we use a finite state Markov Chain to estimate the blocking probability of voice circuits over an Adaptive modulation and coding wireless channel, as a function of the channel parameters. For data services, we evaluate a rate matching and a buffer...
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