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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/3/20
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Computing optimal uncertainty models from frequency domain data
Uncertainty model robust control multivariate nonparametric linear matrix inequality the noise
2015/8/11
Uncertainty models are an essential ingredient in robust control design. In addition, because of the tradeoff between uncertainty and performance, the uncertainty model should be as ‘tight’ as possibl...
On the Input-Output Stability of Time-Varying Nonlinear Feedback Svstems-Part i 11: Conditions Involving Circles in the Frequency Plane and Sector Nonlinearities
On the Input-Output Stability Time-Varying Nonlinear Feedback Svstems-Part i Conditions Involving Circles Frequency Plane Sector Nonlinearities
2014/8/13
On the Input-Output Stability of Time-Varying Nonlinear Feedback Svstems-Part i 11: Conditions Involving Circles in the Frequency Plane and Sector Nonlinearities.
On the Input-Output Stability of Time-Varying Nonlinear Feedback Svstems-Part i 11: Conditions Involving Circles in the Frequency Plane and Sector Nonlinearities
On the Input-Output Stability Time-Varying Nonlinear Feedback Svstems-Part i 11 Conditions Involving Circles Frequency Plane Sector Nonlinearities
2014/7/2
The object of this paper is to outline a stability theory based on functional methods. Part I of the paper was devoted to a general feedback con&pration. Part I1 is devoted to a feedback system consis...
Quasi-Orthogonal Space-Time-Frequency Trellis Codes for MIMO-OFDM Systems
MIMO-OFDM receive diversity quasi-orthogonal designs trellis codes space-time-frequency codes
2012/6/12
The main objective of this project is to design the full-rate Space-Time-Frequency Trellis code (STFTC), which is based on Quasi-Orthogonal designs for Multiple-Input Multiple-Output (MIMO) Orthogonal...
Bounds on the capacity of OFDM underspread frequency selective fading channels
OFDM underspread frequency selective fading channels Information Theory
2011/7/4
Abstract: The analysis of the channel capacity in the absence of prior channel knowledge (noncoherent channel) has gained increasing interest in recent years, but it is still unknown for the general c...
Short pulse equations and localized structures in frequency band gaps of nonlinear metamaterials
Short pulse equations nonlinear metamaterials
2009/12/29
We consider short pulse propagation in nonlinear metamaterials characterized by a weak Kerr-type nonlinearity in their dielectric response. In the frequency "band gaps" (where linear electromagnetic w...