In this paper, we present an iterative quadratic programming approach to design stable IIR digital di!erentiator. At each iteration, the cost function is transformed into a quadratic form by treating the denominator polynomial obtained from the preceding iteration as a part of the weighting function, and the pole radii are constrained to lie in the unit circle by using the implications of Rouch...

Modeling physiological processes using tracer kinetic methods requires knowledge of the time course of the tracer concentration in blood supplying the organ. For liver studies, however, inaccessibility of the portal vein makes direct measurement of the hepatic dual-input function impossible in humans. We want to develop a method to predict the portal venous time-activity curve from measurements...

Moments of the impulse response are widely used for interconnect delay analysis, from the explicit Elmore delay (the first moment of the impulse response) expression, to moment matching methods which creates reduced order trans-impedance and transfer function approximations. However, the Elmore delay is fast becoming ineffective for deep submicron technologies, and reduced order transfer functi...

A popular technique for time delay estimation is to use an FIR #lter to model the time di-erence and the #lter weights are interpolated with a sinc function to obtain the delay estimate. However, the sinc interpolator requires a su/ciently long #lter length for accurate delay estimation. In this paper, we propose to process the #lter weights via a least-squares-based method in order to acquire ...

In high speed digital integrated circuits, interconnects delay can be significant and should be included for accurate analysis. Delay analysis for interconnect has been done widely by using moments of the impulse response, from the explicit Elmore delay (the first moment of the impulse response) expression, to moment matching methods which creates reduced order trans impedance and transfer func...

In this paper, the finite impulse response (FIR) filter based on an exponential quadratic cost function is proposed for a stochastic discrete-time state space model. The joint probability density function of the current state and the external noises on the recent finite horizon is introduced and the corresponding expected value of the exponential quadratic cost function is minimized with respec...

This study aims to investigate macro-economic variables on the financial ratios of Islamic banks in Indonesia, using simultaneous impulse response function (IRF) and forecast error variance decomposition (FEVD) analisys. The object sample research is one namely bank muamalah. data used this consists 4 macroeconomic Indonesia variable ratio Indonesia. From that has been done macro economic still...

This study investigates monetary and financial shocks on macroeconomic variables, focusing on the role of banking intervention. For this purpose, a Keynesian dynamic stochastic general equilibrium (DSGE) model is designed for Iran’s economy that involves financial and banking sectors. The results of the model simulation show that the financial accelerator theory works in the Iranian economy. Al...