Search results for "Impulse response"
showing 10 items of 50 documents
The effects of fiscal policy shocks on the business environment
2021
Fiscal policy influences economic conditions through public spending and taxes, generating positive or negative impulses, both on short and long term. The present research focuses on analysing the effects of the discretionary changes in the fiscal policy in seven post-communist countries of the European Union during the period 2000–2018. The autoregressive distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the periods needed to achieve the long-run fiscal sustainability. Also, the error correction vector model (VECM), which is based on the autoregressive vector (VAR) model, has been used in the second part of the an…
Regional effects of monetary policy in the U.S.: An empirical re-assessment
2020
Abstract This paper provides an empirical re-assessment of the regional effects of monetary policy in the U.S. We use the narrative series of Romer and Romer (2004) as a measure of monetary policy shocks and impulse response functions estimated directly from a single equation spatial model. We find that monetary policy tightening leads to a persistent decrease in regional real personal income and employment, with asymmetric effects across regions that are magnified by spatial spillovers. The magnitude of the effects depends on the period under analysis and on the direction of the monetary policy shock. We also provide evidence of the existence of the interest rate and the housing market cha…
Narrowband digital filtering with random frequency hopping spread spectrum
2014
International audience; In digital signal filtering, channels with narrow bandwidth need high order digital filter to be selected without introducing modulation errors. If a carrier randomly switches from a channel to another as in military applications, or some civilian communication standards, it is necessary to detect and estimate these jumps before transposing and analyzing signals in the baseband. This paper presents a real time solution to filter narrow band signals with random frequency hopping spread spectrum. The proposed method is based on three steps. Firstly, the detection of Signal Frequency Hopping (SFH) using the Fast Fourier Transform (FFT), an algorithm to estimate the Domi…
A Memetic Differential Evolution in Filter Design for Defect Detection in Paper Production
2007
This article proposes a Memetic Differential Evolution (MDE) for designing digital filters which aim at detecting defects of the paper produced during an industrial process. The MDE is an adaptive evolutionary algorithm which combines the powerful explorative features of Differential Evolution (DE) with the exploitative features of two local searchers. The local searchers are adaptively activated by means of a novel control parameter which measures fitness diversity within the population. Numerical results show that the DE framework is efficient for the class of problems under study and employment of exploitative local searchers is helpful in supporting the DE explorative mechanism in avoid…
Foetal ECG recovery using dynamic neural networks
2002
Non-invasive electrocardiography has proven to be a very interesting method for obtaining information about the foetus state and thus to assure its well-being during pregnancy. One of the main applications in this field is foetal electrocardiogram (ECG) recovery by means of automatic methods. Evident problems found in the literature are the limited number of available registers, the lack of performance indicators, and the limited use of non-linear adaptive methods. In order to circumvent these problems, we first introduce the generation of synthetic registers and discuss the influence of different kinds of noise to the modelling. Second, a method which is based on numerical (correlation coe…
Introduction: Periodic Filters and Filter Banks
2014
In this chapter filtering of periodic signals is outlined. Periodic filters and periodic filter banks are defined. Perfect reconstruction filter banks are characterized via their polyphase matrices.
Multiwavelet Frames Originated From Hermite Splines
2015
The chapter presents a method for the construction of multiwavelet frame transform for manipulation of discrete-time signals. The frames are generated by three-channel perfect reconstruction oversampled multifilter banks. The design of the multifilter bank starts from a pair of interpolating multifilters, which originate from the cubic Hermite splines. The remaining multifilters are designed by factoring polyphase matrices. Input to the oversampled analysis multifilter bank is a vector-signal, which is derived from an initial scalar signal by one out of three pre-processing algorithms. The post-processing algorithms convert the vector output from the synthesis multifilter banks into a scala…
On the dynamics of non-local fractional viscoelastic beams under stochastic agencies
2018
Abstract Non-local viscoelasticity is a subject of great interest in the context of non-local theories. In a recent study, the authors have proposed a non-local fractional beam model where non-local effects are represented as viscoelastic long-range volume forces and moments, exchanged by non-adjacent beam segments depending on their relative motion, while local effects are modelled by elastic classical stress resultants. Long-range interactions have been given a fractional constitutive law, involving the Caputo's fractional derivative. This paper introduces a comprehensive numerical approach to calculate the stochastic response of the non-local fractional beam model under Gaussian white no…
Optical sectioning with a Wiener-like filter in Fourier integral imaging microscopy
2018
Non-scanning, single-shot, 3D integral microscopy with optical sectioning is presented. The method is based on the combination of Fourier-mode integral microscopy with a 3D deconvolution technique. Specifically, the refocused volume provided by a regular back-projection algorithm is 3D deconvolved with a synthetic 3D impulse response function that takes into account the number and positions of the elemental images. The use of this hybrid technique provides a stack of true-color depth-refocused images with significant gain of optical sectioning. The stack can be used, among other applications, to inspect inside the thick microscope specimen, to calculate collections of perspective views wit…
Explicit Recursive and Adaptive Filtering in Reproducing Kernel Hilbert Spaces
2014
This brief presents a methodology to develop recursive filters in reproducing kernel Hilbert spaces. Unlike previous approaches that exploit the kernel trick on filtered and then mapped samples, we explicitly define the model recursivity in the Hilbert space. For that, we exploit some properties of functional analysis and recursive computation of dot products without the need of preimaging or a training dataset. We illustrate the feasibility of the methodology in the particular case of the $\gamma$ -filter, which is an infinite impulse response filter with controlled stability and memory depth. Different algorithmic formulations emerge from the signal model. Experiments in chaotic and elect…