There are many impulse response measurement scenarios in which the playback and recording devices maintain separate unsynchronized digital clocks resulting in clock drift. Clock drift is problematic for impulse response measurement techniques involving convolution, including sinusoidal sweeps and pseudo-random noise sequences. We present analysis of both a drifting record clock and playback clo...

In this paper, the design problems and applications of the fractional Hilbert transformer (FHT) are investigated. First, the conventional Hilbert transformer is generalized to FHT. Its corresponding analytic signal is also defined to construct a single-sideband (SSB) signal for saving communication bandwidth. Then, several methods are presented to design finite and infinite impulse response FHT...

Global climate anomalies affect world economies and primary commodity prices. One of the more pronounced climate anomalies is El Niño Southern Oscillation (ENSO). In this study I examine the relationship between ENSO and world commodity prices using monthly time series of the sea-surface temperature anomalies in the Nino 3.4 region, and real prices of thirty primary agricultural commodities. I ...

This article investigates the effects and transmission channels of shocks between two asymmetric neighboring countries. In particular, we investigate Austria and Germany which are highly integrated due to their common language and common membership of the European Monetary Union. Generalized impulse response functions reveal that there are large and significant effects of shocks to the German e...

Market price dynamics for North American oriented strand board markets are examined. Specifically, the role of transactions costs are examined vis–à–vis the law of one price. Weekly data for the January 3rd, 1995 through April 14th, 2006 period are used in the analysis. Nonlinearities induced by unobservable transactions costs are modelled by estimating smooth transition autoregressions (STARs)...

A powerful genetic algorithm (GA) approach is proposed to determine the optimal coefficients of McClellan transformation. It can be used to design any arbitrary shape transformation contours to map from one-dimensional (1-D) prototypes to two-dimensional (2-D) finite-duration impulse response (FIR) filters very effectively. Certain conditions are composed such that the scaling of the transforma...

In this paper we consider a formulation of theH2 optimal control problem in which the controller is not viewed as an operator that transforms measurements to controls. Instead, the controller is assumed to be a device that constrains a set of a-priori specified interconnection variables so as to achieve a controlled system whose manifest variables have a free component and satisfy an upperbound...

We show a result that can be viewed as a generalization of Bussgang’s classic theorem about static nonlinearities with Gaussian inputs. This new result is used to characterize the best linear approximation of a nonlinear finite impulse response (NFIR) system with a Gaussian input. The best linear approximation is here defined as the causal LTI system that minimizes the expected squared predicti...

Localized defects in rotating mechanical parts tend to result in impulse response in vibration signal, which contain important information about system dynamics being analyzed. Thus, parameter identification of impulse response provides a potential approach for localized fault diagnosis. A method combining the Morlet wavelet and correlation filtering, named Cyclic Morlet Wavelet Correlation Fil...