Modern portfolio theory is based on the relationship between risk and return and in this paper, specific uncertainty conditions are introduced as ambiguity which affects the asset pricing. Also, the relationship between risk, ambiguity and return is examined. First, ambiguity is estimated by the means of three-variable and main component method, trading volume, ask-bid spread, error of earnings...

l.n this paper, the performances of constant falsealarm rate (CFAR) burst detection schemes are analyzed and compared for a communication system which employs constant modulus modulation format and a typical time division multiple access (TDMA) protocol, The burst detection probabilities are derived to incorporate the received signal quality measure which can be expressed as a function of cross...

The uniqueness theorem for ambiguity functions states that if waveforms u(f) and u(f) have the same ambiguity function, i.e., X%(‘S, A) = X.(‘S, A), then u(f) and u(f) are identical except for a rotation, i.e., u(f) = e%(f), where ;i is a real constant. Through the artifice of treating the even and odd parts of the waveforms, denoted e(f) and o(f), respectively, correlative results have been ob...

In this contribution we consider the popular widelaning technique from the viewpoint of ambiguity decorrelation. It enables us to cast the technique into the framework of the least-squares ambiguity decorrelation adjustment (LAMBDA) and to analyse its relative merits. In doing so, we will provide answers to the following three questions. Does the widelane decorrelate? Does it explicitly appear ...

Ambiguity resolution (AR) is crucial for high-precision indoor pseudolite positioning. Due to the existing characteristics of the pseudolite positioning system, such as the geometry structure of the stationary pseudolite which is consistently invariant, the indoor signal is easy to interrupt and the first order linear truncation error cannot be ignored, and a new AR method based on the idea of ...