Hilbert Transformation Impulse Response

2014 ◽  
Vol 19 (4) ◽  
pp. 27-35
Author(s):  
Mariusz Sulima
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Response Function ◽  
Signal To Noise Ratio ◽  
Impulse Response Function ◽  
Equation System ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Signal To Noise ◽  
Input Time

Abstract This work presents a new DHT impulse response function based on the proposed nonlinear equation system obtained as a result of combining the DHT and IDHT equation systems. In the case of input time series with selected characteristics, the DHT results obtained using this impulse response function are characterised by a higher accuracy compared to the DHT results obtained based on the convolution using other known DHT impulse response functions. The results are also characterised by a higher accuracy than the DHT results obtained using the popular indirect DHT method based on discrete Fourier transform (DFT). Analysis of these example time series with selected characteristics was performed based on the signal-to-noise ratio.

ANALYSIS OF ALTERNATIVE METHODS FOR IMPULSE RESPONSE FUNCTIONS BASED ON SIGNAL-TO-NOISE RATIO ENHANCEMENT AND COMPLETENESS OF SOURCE SIGNAL RECONSTRUCTION USING PASSIVE TIME REVERSAL

2013 ◽  
Vol 21 (03) ◽  
pp. 1350008 ◽  
Author(s):  
YU-HAO HSIEH ◽  
GEE-PINN TOO
Keyword(s):  
Impulse Response ◽  
Response Function ◽  
Time Reversal ◽  
Signal To Noise Ratio ◽  
Impulse Response Function ◽  
Computation Time ◽  
Alternative Methods ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Source Signal

Noise reduction and signal separation are important functions of acoustic signal processing. This study presents a detailed analysis for designing an acoustic signal processing procedure based on the time-reversal method. For some applications, setting transducers to retransmit at source locations is impracticable. Modeling a wave propagation path between two points using impulse response function is one way to overcome this limitation. This paper introduces alternative methods to calculate impulse response function, including an adaptive digital filter, deconvolution with singular value decomposition and Tikhonov regularization, and correlation. A discussion is also provided on the applicable frequency range and anti-noise ability of the impulse response functions obtained by all three techniques through simulation, and subsequently applies them to the designed time reversal process to enhance the signal-to-noise ratio (SNR) and restore source signals through experimentation. The conclusions of this study are given based on the level of accuracy using the SNR and correlation coefficient as indicators, and the computation time required by alternative methods is also an important factor to be discussed for real-time system design. Results prove that the proposed passive time reversal process is capable of enhancing the SNR and restoring the source signal. The alternative methods of calculating the impulse response function offer various advantages, and should be selected according to the application. If the time-cost is the first consideration and there is no dominant noise source, then correlation is the best choice for calculating impulse response function. If completeness of the reconstructed signal is the key point, the optimal deconvolution process is appropriate. If noise reduction is the highest priority in extracting a useful signal from noisy environments while ensuring acceptable restoration capability and computation time, an adaptive digital filter is suitable.

IMPROVING EXTRACTION OF IMPULSE RESPONSE FUNCTIONS USING STATIONARY WAVELET SHRINKAGE IN TERAHERTZ REFLECTION IMAGING

2010 ◽  
Vol 09 (04) ◽  
pp. 387-394 ◽  
Author(s):  
YANG CHEN ◽  
YIWEN SUN ◽  
EMMA PICKWELL-MACPHERSON
Keyword(s):  
Experimental Data ◽  
Impulse Response ◽  
Response Function ◽  
Impulse Response Function ◽  
Terahertz Imaging ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Inverse Filtering ◽  
Wavelet Shrinkage ◽  
Gaussian Filtering

In terahertz imaging, deconvolution is often performed to extract the impulse response function of the sample of interest. The inverse filtering process amplifies the noise and in this paper we investigate how we can suppress the noise without over-smoothing and losing useful information. We propose a robust deconvolution process utilizing stationary wavelet shrinkage theory which shows significant improvement over other popular methods such as double Gaussian filtering. We demonstrate the success of our approach on experimental data of water and isopropanol.

Effect of subthreshold voltage-dependent conductances on the transfer function of branched excitable cells and the conduction of synaptic potentials

1988 ◽  
Vol 59 (3) ◽  
pp. 706-716 ◽  
Author(s):  
K. Yoshii ◽  
L. E. Moore ◽  
B. N. Christensen
Keyword(s):  
Steady State ◽  
Impulse Response ◽  
Response Function ◽  
Transfer Functions ◽  
Impulse Response Function ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Synaptic Current ◽  
Voltage Dependent ◽  
Negative Conductance

1. Impulse response functions were determined from complex point impedance and transfer functions from cultured NG-108 cells to simulate the propagation of a synaptic potential in response to the release of transmitter. In general, the flow of synaptic current has a much shorter duration than the normal membrane time constant, thereby making the use of impulse response functions useful approximations to synaptic events. 2. The resonance observed during the activation of the potassium conductance was reflected in the impulse response function as a pronounced damped oscillation. A comparison of the impulse response functions calculated from point impedance and transfer functions showed similar results for current injections in the growth cone. 3. In addition to the resonance effects of the voltage-dependent conductances on transfer and impulse response functions due principally to the activation of conductances for outward currents, transfer functions were measured during the activation of a steady-state negative conductance. Under these conditions the phase function approaches 180 degrees, indicating that the voltage response is out of phase with the current. 4. In the steady state, the effect of a negative conductance is to algebraically add to the positive conductances and generally decrease the absolute conductance unless there is a net negative current. The decreased conductance enhances the impulse response and the DC space constant, thus leading to a better propagation of slow potentials. This effect can be seen as a decrease in the electrotonic length, L, with intermediate depolarizations. At large depolarizations the steady-state activation of the K conductance generally dominates and leads to a greatly increased electrotonic length. 5. Both the net conductances and the associated kinetics play a role in shaping the potential changes during a synaptic current. This is especially critical if there is a net negative steady-state conductance. Under these conditions there is a surprising reduction in the impulse response function. 6. Thus, during a subthreshold activation of the voltage-dependent negative conductances, the observable synaptic potentials would be either large potential responses due to an apparent increase in the impedance (algebraic summation of positive and negative conductances with a net positive conductance) or a minimal response because of the phasic cancellation due to a net negative conductance. The latter condition could exist near the synaptic reversal potential due to a large synaptic drive and would appear experimentally as a form of inhibition.(ABSTRACT TRUNCATED AT 400 WORDS)

scholarly journals A Study On The Productivity Of Koreas Industrial Sector With IT Technology Capital And R&D Stocks Variation

2011 ◽  
Vol 1 (10) ◽  
Author(s):  
Chuhwan Park ◽  
Tae-Woong Park ◽  
Byoung-Moo Heo
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Function ◽  
Function Analysis ◽  
Impulse Response Function ◽  
Industrial Sector ◽  
Response Analysis ◽  
Industrial Growth ◽  
Time Periods

This paper examines the effects of IT technology capital and R&D stocks variation on the growth of Koreas industries with time series approaches. In detail, we analyze the Granger causality and impulse response analysis among the Koreas industrial growth, IT technology capital, and R&D stocks. When it comes to this research conclusion, we know that IT technology capital and R&D stocks shocks affect the growth of Koreas industrial sector. However, the revere effect is ambiguous in each industrial sector. Also, the impulse response function analysis shows that the effect of IT technology capital and R&D stocks fluctuation in each industrial sector is presented with different time periods.

scholarly journals Application of damage detection methods using passive reconstruction of impulse response functions

2015 ◽  
Vol 373 (2035) ◽  
pp. 20140070 ◽  
Author(s):  
J. D. Tippmann ◽  
X. Zhu ◽  
F. Lanza di Scalea
Keyword(s):  
Damage Detection ◽  
Impulse Response ◽  
Impulse Response Function ◽  
Processing Technique ◽  
Offshore Wind ◽  
Detection Methods ◽  
Impulse Response Functions ◽  
Response Functions ◽  
New Research ◽  
Detection And Localization

In structural health monitoring (SHM), using only the existing noise has long been an attractive goal. The advances in understanding cross-correlations in ambient noise in the past decade, as well as new understanding in damage indication and other advanced signal processing methods, have continued to drive new research into passive SHM systems. Because passive systems take advantage of the existing noise mechanisms in a structure, offshore wind turbines are a particularly attractive application due to the noise created from the various aerodynamic and wave loading conditions. Two damage detection methods using a passively reconstructed impulse response function, or Green's function, are presented. Damage detection is first studied using the reciprocity of the impulse response functions, where damage introduces new nonlinearities that break down the similarity in the causal and anticausal wave components. Damage detection and localization are then studied using a matched-field processing technique that aims to spatially locate sources that identify a change in the structure. Results from experiments conducted on an aluminium plate and wind turbine blade with simulated damage are also presented.

scholarly journals TOWARDS WAVE DISTURBANCE IN PORTS COMPUTED BY A DETERMINISTIC CONVOLUTION-TYPE MODEL

2012 ◽  
Vol 1 (33) ◽  
pp. 7
Author(s):  
Hemming Andreas Schäffer
Keyword(s):  
Impulse Response ◽  
Response Function ◽  
Impulse Response Function ◽  
Boundary Integral ◽  
Wave Disturbance ◽  
Convolution Type ◽  
Wave Transformation ◽  
Type Model ◽  
Impulse Response Functions ◽  
Wide Range

Among the wide range of potential applications of the convolution-type approach to deterministic wave modeling, this paper looks into the challenge of complex shaped domains. The canonical case of diffraction around a semiinfinite vertical barrier, the ‘Sommerfeld diffraction’ case, is first studied. Focusing on locally constant water depth, the convolution method is related to a boundary integral representation by which the impulse response function representing the convolution kernel is related to a Green’s function for the Laplace equation. This provides a framework for determining the impulse response function by solving a local, three-dimensional Laplace problem prior to the time-stepping of the wave transformation problem. For the Sommerfeld case, numerical results for the impulse response function near the barrier are computed numerically and compared with an analytical solution. For complex-shaped domains, numerical determination of the impulse response functions is the only solution. A very preliminary example of application to wave disturbance in a real port is given.

Does Eurobond issuance influence FDI location? Evidence from sub-Saharan Africa

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Lord Mensah ◽  
Eric B. Yiadom ◽  
Raymond Dziwornu
Keyword(s):  
Time Series ◽  
Causal Relationship ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Function ◽  
Impulse Response Function ◽  
Var Model ◽  
Fdi Inflows ◽  
Content Type ◽  
Sub Saharan

PurposeDoes the issuance of Eurobonds carry enough information about favourable domestic conditions to warrant more FDI inflows? In this study, the authors investigate how FDI is responding to the rising levels of Eurobonds in sub-Saharan African (SSA).Design/methodology/approachThe study uses the system GMM model to set up a panel with all 17 SSA countries with Eurobonds. The dataset was transformed into time series, and the VAR model and Granger causality were used to diffuse the doubt of a possible bi-causal relationship between Eurobonds and FDI. Additionally, the authors use the impulse response function to test the behaviour of FDI to a one-time shock to Eurobonds.FindingsThe study reports that Eurobond levels matter in explaining FDI receipts. Specifically, the authors report that the issuance of Eurobonds leads to a favourable increase in FDI inflows. The authors transform our data into time series and use the VAR model and Granger causality test to diffuse the doubt of a possible bi-causal relationship between Eurobonds and FDI. The authors’ findings from this exercise suggest that two lag levels of Eurobond are a good predictor of future FDI flows. More also, the authors use the impulse response function to test the behaviour of FDI to a one-time shock to Eurobonds and report that a one-unit standard deviation shock to Eurobonds will cause FDI to swell up over at least 8 years.Research limitations/implicationsThe study is limited in scope due to data availability. Future studies may consider using countries across the globe that have issued Eurobond to retest the current research objectives.Practical implicationsThe study establishes grounds to suggest that the issuance of Eurobonds carry enough information to foreign investors in deciding on the location of FDI.Originality/valueThe study is uniquely opening a new frontier to the discussion on how one international capital can be used to bait other foreign capital. It also discusses signalling theory at the macro level.

Study of Short-Run Grain Movements on the Inland Waterway System

2005 ◽  
Vol 1909 (1) ◽  
pp. 8-16 ◽  
Author(s):  
Mark A. Thoma ◽  
Wesley W. Wilson
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Important Variable ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Vector Autoregressive ◽  
Planning Models ◽  
Long Run ◽  
Short Run ◽  
Variance Decompositions

Time series techniques—particularly impulse–response functions and variance decompositions—are used to characterize the short-run relationships between 17 variables in a vector autoregressive model designed to trace the short-run interconnections among variables affecting lockages on the Mississippi and Illinois Rivers. The model contains five categories of variables: lockages, barge rates, grain bids, rail rates, and rail deliveries. Variance decompositions are constructed that identify barge rates as the most important variable affecting lockages at both short and long horizons. Barge rates are, in turn, explained largely by lockages and rail rates, indicating two-way feedback or bidirectional causality between lockages and barge rates. Impulse–response functions are also examined. The variance decompositions indicate that barge rates are important in explaining lockages, and the impulse–response functions show how lockages and other variables respond to such shocks. In general, there is a substitution away from barge transportation and toward rail transportation when barge rates increase. The results are useful for illuminating the causal relationships among variables in the model and for understanding behavioral relationships present in the data and can be used to guide short- and long-run planning models. For example, many planning models assume that barge traffic does not respond significantly to changes in barge rates; however, results obtained here imply that barge traffic and rail deliveries do respond to such changes. This potentially important implication illustrates the usefulness of the time series techniques used.

scholarly journals PENGELUARAN PEMERINTAH DI MALUKU: ANALISIS VECTOR AUTOREGRESSIVE

2019 ◽  
Vol 4 (1) ◽  
Author(s):  
Jacobus Cliff Diky Rijoly
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Response Function ◽  
Autoregressive Model ◽  
Impulse Response Function ◽  
Variance Decomposition ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive

 Pada tahun 1999 pemerintah Indonesia mengimplementasikan peraturan mengenai otonomi daerah, dampak langsung dari implementasi ini adalah setiap provinsi harus mampu mengembangkan pembangunan ekonomi di daerahnya sendiri. Hal ini juga terjadi di Maluku, peningkatan APBD (Anggaran Pendapatan dan Belanja Daerah), yang seharusnya menjadi instrument peningkatan pertumbuahan ekonomi di Maluku. Tapi, faktanya Maluku masih menjadi daerah termiskin ke 4 di Indonesia dan memiliki tingkat pengangguran paling tinggi di Indonesia. Efektifitas realisasi anggaran di duga menjadi permasalahan utama. Sesuai dengan data BPS Maluku mayoritas dari pengeluaran pemerintah yang ada digunakan sebagai pengeluaran/ belanja rutin (83.4%) dan sisanya (29.68%) diganakan sebagai belanja/ pengeluaran Modal, yang seharusnya di gunakan untuk mendorong akselerasi pertumbuhan ekonomi.Penelitian ini menggunakan VAR (Vector Autoregressive) model, untuk mengukur efek daro pengeluaran pemerintah terhadap pertumbuhan ekonomi Maluku, data yang di gunakan dalam penelitian ini menggunakan data time series dari tahun 1997-2016 yang besumber dati BPS Maluku.Hasil penelitian menunjukan bahwa pengeluaran pemerintah di tentukan oleh berbagai variabel diantaranya variabel eksogen (Kebijakan Pemerintah Melalui Penerimaan Migas maupun Non-Migas) serta variabel endogen ( PDB dan Pembentukan Modal Tetap). Hasil lain yang menggunakan instrument Impulse Response Function dan Analisis Variance Decomposition seluruh variable dalam jangka pendek dan jangka Panjang memiliki pengaruh positif terhadap Pengeluaran Pemerintah di Maluku.

Sign in / Sign up

Export Citation Format

Share Document