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1
Mazzer, Eva <1996>. "HIGH FREQUENCY TRADING." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19441.
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This paper is going to discuss the role of High Frequency Trading (HTF) in financial market and
whether it helps the economy or if it is obstructing other agents in the market. HFT is a subset of
the algorithmic trading (‘AT’) distinguished by the speed at which it processes and determines
plays in the market. This is due to the sophisticated technology components that are reducing the
latency, the time occurring between when the order is placed and when it is executed. The
analysis starts from current knowledge of HFT and why its introduction was so revolutionary in the
way trading is done today, changing its perception over time. HFT is not just algorithms that help
execute orders, but brains that think on their own, making decisions in milliseconds backed by
machine learning based on proprietary strategies programmed by a firm. Characterizing the HFT
strategies could give an insight into the motives for trading, which could impact market quality,
also providing evidence on intraday return predictability. The regulatory and real effects on the
market, taking into consideration the so-called flash-crash, particularly the one that occurred on
May 6, 2010, will be discussed further in this paper. Ultimately, after the analysis of pros and cons
are evaluated, this paper will conclude with the implications surrounding HFT and fairness in the
market – which is the main crux of this paper. Human beings are supposed to know what it is right
and what it is wrong but trying to put a border between the two of them is not definitively clear
with regards to HFT. Using this assumption, a study will be conducted to see if the assumption
holds true and whether fairness in the market is adversely affected by HFT.
2
Wong, S. W. "Frequency hopping data transmission at high frequency." Thesis, University of Manchester, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.317262.
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Cecelja, Franjo. "High frequency electrooptic sensor." Thesis, Brunel University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.361329.
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Zhou, Jinghai. "High Frequency, High Current Density Voltage Regulators." Diss., Virginia Tech, 2005. http://hdl.handle.net/10919/27268.
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As a very special DC-DC converter, VRM (Voltage Regulator Module) design must follow the fast-developing trend of microprocessors. The design challenges are the high current, high di/dt, and stringent load-line requirement. When the energy is transferred from the input of a VRM, through the VRM, then through the power delivery path to the processor, it needs sufficient capacitors to relay this energy. The capacitorsâ number appears to be unrealistically large if we follow todayâ s approach for the future processors. High frequency VRM with high control bandwidth can solve this problem, however, the degradation of efficiency makes the conventional buck converter and the hard-switching isolated topologies incapable of operating at higher frequency. The research goal is to develop novel means that can help a high-output- current VRM run efficiently at high frequency.
A novel Complementary Controlled Bridge (CCB) self-driven concept is proposed. With the proposed self-driven scheme, the combination of the ZVS technique and the self-driven technique recycles the gate driving energy by making use of the input capacitor of the secondary- side synchronous rectifier (SR) as the snubber capacitor of the primary-side switches. Compared to the external driver, the proposed converter can save driving loss and synchronous rectifier body diode conduction loss. Additionally, compared to the existing level-shifted self-driven scheme for bridge-type symmetrical topologies, its gate signal ringing is small and suitable for high-frequency applications.
Although the CCB self-driven VRM reduces the switching frequency-related losses significantly, the conduction loss is still high. Inspired by the current-doubler concept, a novel ZVS current-tripler DC-DC converter is proposed in this work. By utilizing more SR devices to share the current during the freewheeling period, the SR conduction loss is reduced. The current-tripler DC-DC converter has a delta/delta connected transformer that can be implemented with integrated magnetics. The transformer then becomes an integrated magnetic with distributed windings, which is preferred in high current applications. The current-tripler DC-DC converter in fact meets the requirements for the CCB self-driven scheme. The two concepts are then combined with an integrated gate drive transformer.
The proposed CCB self-driven concept and current-tripler concept can both be applied to the 12V non-isolated VRMs. The proposed topology is basically a buck-derived soft-switching topology with duty cycle extension and SR device self-driven capabilities. Because there is no isolation requirement, the SR gate driving becomes so simple that the voltage at the complementary controlled bridge can be used to directly drive the SR gate. Both the gate driving loss and the SR body diode conduction loss are reduced. The proposed circuit achieves similar overall efficiency to a conventional 300kHz buck converter running at 1MHz.
All the circuits proposed in this dissertation can use coupling inductors to improve both the steady-state efficiency and dynamic performances. The essence of the coupling inductors concept is to provide different equivalent inductances for the steady state and the transient. Moreover, when a current loop becomes necessary to achieve proper current sharing among phases, the current loop sample hold effect will make it difficult to push the bandwidth. The sample hold effect is alleviated by the coupling inductors concept. A small-signal model is proposed to study the system dynamic performance difference with different coupling inductor designs. As the verification, the coupling concept is applied to the 12V non-isolated CCB self-driven VRM and the bandwidth as high as one third of the switching frequency is achieved, which means a significant output capacitor reduction.Ph. D.
5
Henrikson, Fredrik. "Characteristics of high-frequency trading." Thesis, KTH, Matematik (Inst.), 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-35523.
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Gooran, Sasan. "High quality frequency modulated halftoning /." Norrköping : Univ, 2001. http://www.bibl.liu.se/liupubl/disp/disp2001/tek668s.pdf.
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Vairis, Achilles. "High frequency linear friction welding." Thesis, Online version, 1997. http://ethos.bl.uk/OrderDetails.do?did=1&uin=uk.bl.ethos.389136.
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Elo, Mark. "High-Speed Wideband Frequency Synthesis." International Foundation for Telemetering, 2013. http://hdl.handle.net/10150/579675.
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Beards, R. Douglas (Ronald Douglas) Carleton University Dissertation Engineering Electrical. "High-frequency BiCMOS transconductance integrators." Ottawa, 1990.
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Pusino, Vincenzo. "High power, high frequency mode-locked semiconductor lasers." Thesis, University of Glasgow, 2014. http://theses.gla.ac.uk/5174/.
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Integrated mode-locked laser diodes are effective sources of periodic sequences of optical pulses, which have always been of great interest for a range of spectroscopy, imaging and optical communications applications. However, some disadvantages prevent their widespread use, such as the restricted tuning of their repetition rate and their output power levels never exceeding a few mW. This thesis reports on the work done to address those limitations. Two main findings are presented, the first being the generation of ultra-high repetition rate optical signals through external injection of two continuous wave signals. This mechanism is much simpler than other techniques previously proposed to increase the repetition rate of monolithic modelocked laser, and has proved successful in generating optical signals up to quasi-THz. It is based on injection of two continuous wave signals whose spacing is an integer multiple of the pulsed cavity free spectral range and whose injection wavelengths coincide with two of the monolithic laser modes. This technique allows discrete tunability of the repetition rate with a step equal to the injected cavity free spectral range, and the injected laser has been shown to lock up to a repetition rate of 936 GHz, corresponding to 26 times that of the free-running semiconductor laser (36 GHz). The presented scheme is suitable for integration, opening the way for a successful on-chip generation of ultra-high repetition rate optical signals exploiting coupled cavity phenomena. The second main finding of this thesis regards the changes induced on the pulsed operation of monolithic passively mode-locked lasers by a blue bandgap detuning applied to their saturable absorber. The quantum well intermixing technique has been used for attaining an area-selective bandgap shift on the fabricated chip, being fully postgrowth. The lasers with a detuned absorber were found to have an extended range of gain section currents and absorber voltages in which stable mode-locking operation took place. Furthermore, a comparison of mode-locked devices fabricated on the same chip, respectively with and without a bandgap detuned absorber, showed that the emitted pulses had greater peak power and were less affected by optical chirp when the bandgap of the absorbing section was shifted. A new intermixing technique has also been developed as part of this work to address some inconsistencies of the pre-existing one; the newly introduced approach has been found to provide better spatial resolution and a more precise control of the attained bandgap shift.
11
Li, He. "High Switching Frequency High Switching Speed Inverter Design." The Ohio State University, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=osu1524240971896427.
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Davari, Pooya. "High frequency high power converters for industrial applications." Thesis, Queensland University of Technology, 2013. https://eprints.qut.edu.au/62896/1/Pooya_Davari_Thesis.pdf.
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The main contribution of this project was to investigate power electronics technology in designing and developing high frequency high power converters for industrial applications. Therefore, the research was conducted at two levels; first at system level which mainly encapsulated the circuit topology and control scheme and second at application level which involves with real-world applications. Pursuing these objectives, varied topologies have been developed and proposed within this research. The main aim was to resolving solid-state switches limited power rating and operating speed while increasing the system flexibility considering the application characteristics. The developed new power converter configurations were applied to pulsed power and high power ultrasound applications for experimental validation.
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Khumsat, Phanumas. "Transition frequency integration : technique for high frequency continuous-time filters." Thesis, Imperial College London, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.398200.
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Veerakitti, Paesol. "High Frequency VCO and Frequency Divider in VLSI 90nm Technology." Wright State University / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=wright1278426944.
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Lavoie, Kimberly J. "High Frequency Pure Tone Audiometry and High Frequency Distortion Product Otoacoustic Emissions: A Correlational Analysis." PDXScholar, 2003. https://pdxscholar.library.pdx.edu/open_access_etds/1688.
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Previous studies show that pure tone thresholds are strongly correlated with distortion product otoacoustic emission amplitudes when evaluating the frequency range from 1 to 8 kHz (Avan & Bonfils, 1993). Little is known about correlations between these two measures at higher frequencies from 9-16 kHz. This study compared pure tone thresholds and distortion product otoacoustic emissions (DPOAEs) in this high frequency range for 29 normal hearing subjects ages 18-30. Pure tone thresholds were obtained at 250-16 kHz and distortion product otoacoustic emissions (DPOAE) 2,211-17,675 were measured in the same ears. DPOAE amplitudes were measured using a constant F1/F2 ratio of 1.2, with F2 values ranging from 2,211-17,675 Hz. Data obtained from 50 ears showed a decline in DPOAE amplitude with increasing frequency of the F1 and F2 primary stimulus tones. Behavioral thresholds demonstrated an increase with increasing frequency of the pure tone stimulus. Pearson r-correlation analysis demonstrated a weak relationship between measures. Further investigation revealed that equipment variables prevented accurate readings.
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Wei, Jia. "High Frequency High-Efficiency Voltage Regulators for Future Microprocessors." Diss., Virginia Tech, 2004. http://hdl.handle.net/10919/11254.
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Microprocessors in today's computers continue to get faster and more powerful. From the Intel 80X86 series to today's Pentium IV, CPUs have greatly improved in performance. Accordingly, their power consumption has increased dramatically [1][2]. An evolution began in power loss reduction when the high-performance Pentium processor was driven by a non-standard, less-than-5V power supply, instead of drawing its power from the 5V plane on the system board. In order to provide the power as quickly as possible, the voltage regulator (VR), a dedicated DC-DC converter, is placed in close proximity to power the processor. At first, VRs drew power from the 5V output of the silver box. As the power delivered through the VR increased so dramatically, it became no longer efficient to use the 5V bus. Then for desktop and workstation applications, the VR input voltage moved to the 12V output of the silver box. For laptop application, the VR input voltage range covers the battery voltage range and the adaptor voltage. In the meantime, microprocessors will run at very low voltage (sub 1V), and will consume up to 150A of current, and will have dynamics of about 400A/us.
The current VR solution is the 12V-input multiphase interleaved buck converter. The switching frequency is around 300KHz. This approach has several limitations for the future. OSCON capacitor is one limitation due to its large ESR and ESL; the low switching frequency the second limitation and the large inductance is the third limitation. Analysis shows that the all-ceramic solution is a better solution than the OSCON solution when the VR switching frequency reaches 1MHz. However, the 12V-input multiphase buck converter suffers low efficiency at high switching frequency, which rules out a legitimate chance of the current VR topology benefiting from high switching frequency.
The extreme duty cycle is the fundamental reason why the 12V-input multiphase buck converter is not suitable for future VRs. Employing the transformer concept can extend duty cycle, and therefore offer an opportunity to improve efficiency. The push-pull buck (PPB) converter is proposed as a solution. The efficiency is improved compared with the buck converter. Integrated magnetic techniques can be used to further improve the efficiency and simplify the implementation. The impact of transformer concept on transient response is analyzed.
The PPB converter efficiency is still not satisfactory at 1MHz due to the switching loss. Switching loss being a barrier, soft switching is needed. The proposed soft-switched phase-shift buck (PSB) converter achieves soft switching for the top switches. Highly efficient power conversion is achieved at high switching frequency. The integrated magnetics makes the implementation concise and delivers good performance. Given that the PSB converter has good performance, the matrix-transformer phase-shift buck (MTPSB) converter is a simplified version of the four-phase PSB converter. The MTPSB converter trades off some performance with circuit complexity. This feature establishes itself as a very cost-effective solution for future VRs. The magnetic structure of the MTPSB converter is also very simple with the use of integrated magnetics.
Mobile CPUs are used in laptop computers. They require very challenging power management. The challenges for a laptop VR are different from and greater than those for a desktop VR. A laptop VR needs to have high efficiency at both heavy load and light load, good transient response and small and light form-factor, and work well with the wide input voltage range. Future mobile CPUs demand very aggressive power. The current single-stage VR approach cannot provide a suitable solution for the future. The PSB converter has disadvantages in light-load efficiency and does not work well with wide input voltage range; therefore it is not a suitable solution for laptop VRs although it is still a suitable solution for desktop VRs. The two-stage approach solves the wide-input-voltage-range issue and improves efficiency at heavy load significantly. The intermediate bus voltage Vbus is a very important parameter impacting overall efficiency. There is not one optimal Vbus value for all load conditions. The heavier the load, the higher the optimal Vbus. Based on this fact, the ABVP control is proposed. Vbus is adaptively positioned according to the load current therefore optimal Vbus is achieved under most conditions. Experimental results verify the theoretical prediction. The ONP control is another control scheme proposed to improve the light-load efficiency. By selecting optimal number of phases based on mobile processor power states, the VR light-load efficiency is improved. Experimental results show the proof. The baby-buck concept is the third concept proposed to improve the very-light-load efficiency. By operating the baby-buck channel, the two-stage VR improves efficiency at very light load. The two-stage VR featuring the three proposed control schemes has much higher efficiency than the single-stage VR over a very wide load range; therefore the battery life is extended. The two-stage VR with the proposed control schemes is a good solution for future laptop VRs.
The problem solving process in this work proves that good solutions in isolated converters can be modified to fit into the non-isolated application. Non-isolated converters and isolated converters are not two separated worlds. On the contrary, these two worlds have many things in common. Good concepts can be transplanted from one world to another with minor modification and many problems can be solved this way. Another proven point in this work is that sometimes the solution is a fundamental, such as the change of power delivery architecture. One should not be limited by what is available right now, and should think outside the box. Once a fundamental change is made, it is very beneficial to take full advantage of the change, as it provides new opportunities.Ph. D.
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Xiao, Chucheng. "An Investigation of Fundamental Frequency Limitations for HF/VHF Power Conversion." Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/28393.
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The volume reduction in power converters over the past several decades can chiefly be attributed to increases in switching frequency. It is to be expected that the trends towards miniaturization will maintain steady pressure to keep this pace of increasing switching frequencies of power converters. However certain fundamental limits in high frequency power conversion are being reached as frequencies are being pushed deeper into the megahertz range, inhibiting substantial further increases.
The work reported in this dissertation is intended to systematically investigate the fundamental frequency limitations, identify some of the solutions for HF/VHF power conversion and to provide guidelines and tools to optimize the performance of power converters by maximizing frequency.
A number of multi-megahertz power converters are examined to evaluate the present status and future trend of HF/VHF power conversion. An interesting trend between power level and frequency is observed. A general limitation about the power level and frequency, independent of design details, is derived from the physics of the semiconductor devices, which determines the upper bound of the power levels as frequency increases.
A 250 MHz DC-DC power converter (derived from the Class E power amplifier) is analyzed and demonstrated with discrete components, which again verifies the trend between power level and frequency. The power losses in the semiconductor devices are discussed, and optimization criteria for minimizing the power losses of the devices, are discussed. By relating the power losses to the semiconductor materials' properties, a methodology for selecting proper materials is identified for high frequency and high efficiency power conversion.
The frequency scaling effects of passive components, still dominating the volume of the modern power converter, is analyzed. A generic multi-disciplinary methodology is developed to analyze and maximize frequency and performance of passive components in terms of power density and efficiency. It is demonstrated how the optimum frequency can be identified, and how power conversion efficiency deteriorates beyond this optimum under a fixed maximum temperature.
Power loss measurement is becoming more challenging as higher frequency and higher efficiency power conversion. To achieve an accurate power loss measurement in a high frequency, high efficiency power electronics system or component, limitations of electrical measurement are identified, and various calorimetric methods are surveyed. Calorimetric methods are more accurate due to the direct heat loss measurement. An advanced calorimetric system is proposed, analyzed, and tested, demonstrating about 5% error in total losses up to 25W.Ph. D.
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Shen, Wei. "Design of High-density Transformers for High-frequency High-power Converters." Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/28280.
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Moore's Law has been used to describe and predict the blossom of IC industries, so increasing the data density is clearly the ultimate goal of all technological development. If the power density of power electronics converters can be analogized to the data density of IC's, then power density is a critical indicator and inherent driving force to the development of power electronics. Increasing the power density while reducing or keeping the cost would allow power electronics to be used in more applications.
One of the design challenges of the high-density power converter design is to have high-density magnetic components which are usually the most bulky parts in a converter. Increasing the switching frequency to shrink the passive component size is the biggest contribution towards increasing power density. However, two factors, losses and parasitics, loom and compromise the effect. Losses of high-frequency magnetic components are complicated due to the eddy current effect in magnetic cores and copper windings. Parasitics of magnetic components, including leakage inductances and winding capacitances, can significantly change converter behavior. Therefore, modeling loss and parasitic mechanism and control them for certain design are major challenges and need to be explored extensively.
In this dissertation, the abovementioned issues of high-frequency transformers are explored, particularly in regards to high-power converter applications. Loss calculations accommodating resonant operating waveform and Litz wire windings are explored. Leakage inductance modeling for large-number-of-stand Litz wire windings is proposed. The optimal design procedure based on the models is developed.Ph. D.
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Lewinski, Komincz Artur Juliusz. "High frequency and high dynamic range continuous time filters." Texas A&M University, 2003. http://hdl.handle.net/1969.1/5933.
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Many modern communication systems use orthogonal frequency division
multiplexing (OFDM) and discrete multi-tone (DMT) as modulation schemes where
high data rates are transmitted over a wide frequency band in multiple orthogonal subcarriers.
Due to the many advantages, such as flexibility, good noise immunity and the
ability to be optimized for medium conditions, the use of DMT and OFDM can be found
in digital video broadcasting, local area wireless network (IEEE 802.11a), asymmetric
digital subscriber line (ADSL), very high bit rate DSL (VDSL) and power line
communications (PLC). However, a major challenge is the design of the analog frontend;
for these systems a large dynamic range is required due to the significant peak to
average ratio of the resulting signals. In receivers, very demanding high-performance
analog filters are typically used to block interferers and provide anti-aliasing before the
subsequent analog to digital conversion stage. For frequencies higher than 10MHz, Gm-C filter implementations are generally
preferred due to the more efficient operation of wide-band operational transconductance
amplifiers (OTA). Nevertheless, the inherent low-linearity of open-loop operated OTA
limits the dynamic range. In this dissertation, three different proposed OTA linearity
enhancement techniques for the design of high frequency and high dynamic range are
presented. The techniques are applied to two filter implementations: a 20MHz second
order tunable filter and a 30MHz fifth order elliptical low-pass filter. Simulation and
experimental results show a spurious free dynamic range (SFDR) of 65dB with a power
consumption of 85mW. In a figure of merit where SFDR is normalized to the power
consumption, this filter is 6dB above the trend-line of recently reported continuous time
filters.
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Lee, Joshua Khai Ho. "High performance transconductance amplifiers for high frequency RF applications." Thesis, Oxford Brookes University, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.432702.
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Reusch, David Clayton. "High Frequency, High Current Integrated Magnetics Design and Analysis." Thesis, Virginia Tech, 2006. http://hdl.handle.net/10919/35420.
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The use of computers in the modern world has become prevalent in all aspects of life. The size of these machines has decreased dramatically while the capability has increased exponentially. A special DC-DC converter called a VRM (Voltage Regulator Module) is used to power these machines. The VRM faces the task of supplying high current and high di/dt to the microprocessor while maintaining a tight load regulation. As computers have advanced, so have the VRM's used to power them. Increasing the current and di/dt of the VRM to keep up with the increasing demands of the microprocessor does not come without a cost. To provide the increased di/dt, the VRM must use a higher number of capacitors to supply the transient energy. This is an undesirable solution because of the increased cost and real estate demands this would lead to in the future. Another solution to this problem is to increase the switching frequency and control bandwidth of the VRM. As the switching frequency increases the VRM is faced with efficiency and thermal problems. The current buck topologies suffer large drops in efficiency as the frequency increases from high switching losses.
Resonant or soft switching topologies can provide a relief from the high switching loss for high frequency power conversion. One disadvantage of the resonant schemes is the increased conduction losses produced by the circulating energy required to produce soft switching. As the frequency rises, the additional conduction loss in the resonant schemes can be smaller than the switching loss encountered in the hard switched buck. The topology studied in this work is the 12V non-isolated ZVS self-driven presented in [1]. This scheme offered an increased efficiency over the state of the art industry design and also increased the switching frequency for capacitor reduction. The goal of this research was to study this topology and improve the magnetic design to decrease the cost while maintaining the superior performance.
The magnetics used in resonant converters are very important to the success of the design. Often, the leakage inductance of the magnetics is used to control the ZVS or ZCS switching operation. This work presents a new improved magnetic solution for use in the 12V non-isolated ZVS self-driven scheme which increases circuit operation, flexibility, and production feasibility. The improved magnetic structure is simulated using 3D FEA verification and verified in hardware design.
Master of Science
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Sarlo, Rodrigo. "High-Resolution, High-Frequency Modal Analysis for Instrumented Buildings." Diss., Virginia Tech, 2018. http://hdl.handle.net/10919/84477.
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Civil infrastructure failure is hard to predict, both in terms of occurrence and impact. This is due to combination of many factors, including highly variable environmental and operational conditions, complex construction and materials, and the sheer size of these structures. Often, the mitigation strategy is visual inspection and regular maintenance, which can be time-consuming and may not address root causes of failure. One potential solution to anticipating infrastructure failure and mitigating its consequences is the use of distributed sensors to monitor the physical state of a structure, an area of research known commonly as structural health monitoring, or SHM. This approach can be applied in a variety of contexts: safety during and after natural disasters, evaluation of building construction quality and life-cycle assessment for performance based design frameworks.
In one way or another, SHM methods always require a ``baseline,'' a set of physical features which describes the behavior of a healthy structure. Often, the baseline is defined in terms of modal parameters: natural frequencies, damping ratios, and mode shapes. Although changes in modal parameters are indicative of structural damage, they are also indicative of a slew of non-damage factors, such as signal-to-noise ratio, environmental conditions, and the characteristics of forces exciting the structure. In many cases, the degree of observed modal parameter changes due to non-damage factors can be much greater than that due to damage itself. This is especially true of low-frequency modal parameters. For example, the fundamental frequency of a building is more sensitive to global influences like temperature than local structural changes like a cracked column.
It has been proposed that extracting modal parameters at higher frequencies may be the key to improving the damage-sensitivity of SHM methods. However, for now, modal analysis of civil structures has been limited to low frequency ambient excitation and sparse sensor networks, due to practical limitations. Two key components for high-frequency modal analysis have yet to be studied: 1) Sufficient excitation at high frequencies and 2) high-resolution (high sensor density) measurements. The unifying goal of this work is to expand modal analysis in these two areas by applying novel instrumentation and experimental methods to two full-scale buildings, Goodwin Hall and Ernest Cockrell Jr. Hall. This enables realistic, practical insights into the limitations and benefits of the high-frequency SHM approach. Throughout, analyses are supported through the novel integration of uncertainty quantification techniques which so far has been under-utilized in the field.
This work is divided into three experimental areas, with approaches centering on the identification of modal parameters. The first area is the application of high spacial resolution sensor networks in combination to ambient vibration testing. The second is the implementation of a robust automation and monitoring strategy for complex dynamic structures. The third is the testing of a novel method for performing experimental modal analysis on buildings emph{in situ}. The combination of results from these experiments emphasizes key challenges in establishing reliable high-frequency, high-resolution modal parameter ``baselines'' for structural health monitoring (SHM) of civil infrastructure.
The first study presented in this work involved the identification of modal parameters from a five-story building, Goodwin Hall, using operational modal analysis (OMA) on ambient vibration data. The analysis began with a high spacial density network of 98 accelerometers, later expanding this number to 117. A second extensional study then used this data as reference to implement a novel automation method, enabling the identification of long-term patterns in the building's response behavior. Three dominant sources of ambient excitation were identified for Goodwin Hall: wind, human-induced loading, and consistent low-level vibrations from machinery, etc. It was observed that the amplitude of excitation, regardless of source, had significant effects on the estimated natural frequencies and damping ratios. Namely, increased excitation translated to lower natural frequencies and higher damping. In addition, the sources had different characteristics in terms of excitation direction and bandwidth, which contributed to significantly different results depending on the ambient excitation employed. This has significant implications for ambient-based methods that assume that all ambient vibrations are broadband random noise.
The third and final study demonstrated the viability of emph{in situ} seismic testing for controlled excitation of full-scale civil structures, also known as experimental modal analysis (EMA). The study was performed by exciting Ernest Cockrell Jr. Hall in Austin, Texas with both vertical and lateral ground waves from seismic shaker truck, T-Rex. The EMA results were compared to a standard operational modal analysis (OMA) procedure which relies on passive ambient vibrations. The study focused on a frequency bandwidth from 0 to 11 Hz, which was deemed high frequency for such a massive structure. In cases were coherence was good, the confidence comparable or better than OMA, with the added advantage that the EMA tests took only a fraction of the time. The ability to control excitation direction in EMA enabled the identification of new structural information that was not observed OMA. It is proposed that the combination of high spacial resolution instrumentation and emph{in situ} excitation have the potential to achieve reliable high-frequency characterization, which are not only more sensitive to local damage but also, in some cases, less sensitive to variations in the excitation conditions.Ph. D.
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Kumar, Ajay. "A wide dynamic range high-q high-frequency bandpass." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/28126.
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Thesis (M. S.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.Committee Chair: Allen Phillip; Committee Member: Hasler Paul; Committee Member: Keezer David; Committee Member: Kenny James; Committee Member: Pan Ronghua.
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LEGGIERI, ALBERTO. "High power sources and innovations for high frequency electronics." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2014. http://hdl.handle.net/2108/202459.
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This study would propose the development of innovative devices, in vacuum electronics field for high energy and high frequency applications. Design strategies for the improvement of electron devices are proposed in order to reduce size and increase efficiency of these devices, in particular referring to high power sources. As for high power sources, vacuum tube oscillators capable to generate simple sinusoidal signals or more complex signals are intended. In order to increase efficiency and frequency range of vacuum tubes, a new design approach for the development electron sources is proposed. New strategies for designing vacuum tube connection interfaces, such as dielectric windows and power couplers, are shown. Numerical complex design techniques, involving multiple physical influencing factors, are described in order to improve the behavior of Magnetron and Klystrons under operative conditions. Finally, a research on high power microwave production, led to the study of virtual cathode oscillation phenomena. A small size power source which would allow solving many problems of space has been individuated by investigating on the phenomena of high power microwave generation. It has been found as a great candidate, since it does not require containment fields. Devices that use this principle are called VIRCATOR. Old technologies have been rediscovered and implemented with the introduction of new analytical formulations and development of numerical models through the most modern devices computational analysis coming to conceive complex virtual prototypes.
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Li, Jie. "High frequency power transformer modelling for frequency response analysis (FRA) diagnosis." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538489.
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Transformer fault diagnosis through Frequency Response Analysis (FRA) has been receiving a great deal of attention in recent years. As a comparative technique, FRA has good capability and sensitivity in detecting mechanical faults that are difficult to identify by conventional condition assessment techniques. Power transformers are among the most expensive equipment owned by electric utilities, and it is not reasonable to produce deformation on actual transformers and carry out measurement sensitivity studies. On the other hand, simulation models, which can accurately reproduce transformer high frequency behaviours, are flexible tools for performing FRA deformation type sensitivity studies for deriving FRA interpretation rules. The main objective of this thesis is to develop appropriate simulation models for use in FRA diagnosis and to improve the interpretation of FRA responses through simulation studies. The transformer models developed at the University of Manchester (then UMIST) were by far the best representation of state-of-art modelling techniques; the inductance and the capacitance of the basic model unit were calculated using winding geometry and material properties, the frequency dependent conductive and dielectric losses were also included. In addition, mutual capacitive and inductive couplings between units were carefully considered to ensure the accuracy of the model. However, there is still some room for improvement on these models and during this PhD research, major contributions are made on as. follows: firstly take core effect into consideration to reproduce valid FRA characteristic representation in the low frequencies, secondly status of network terminal nodes are uniformed represented by externally connecting an impedance so that during FRA deformation sensitivity study, it is flexible to change the terminal condition, thirdly reconfigure the network node and unit relationship so that tap winding connection are precisely represented as the design, finally convert the single-phase model to a three-phase model and by developing a reduced matrix model, keep the simulation accuracy intact for a three-phase transformer up to 2 MHz, at the same time reduce computational time significantly. In detail, this PhD thesis describes the following three parts of my research: Firstly a transformer model incorporating a magnetic core based on the Principle of Duality is established to interpret low frequency characteristics of FRA responses (from 10Hz to up to 1 kHz). This model includes leakage inductances and capacitances of windings and can explain FRA low frequency differences caused by asymmetry of magnetic paths in three-limb and five-limb core transformers. Secondly, FRA characteristics were studied systematically using a component-system approach through building models for single windings, a one-phase winding set and finally the three-phase transformer. In this way the effects of winding structure, inductive and capacitive coupling among windings, among phases and terminal connection effect on FRA characteristics were studied. FinaUya complete three-phase transformer reduced matrix model is built, that can flexibly represent winding terminal connection and precisely describe tap positions. Using this modelling strategy, transmission power transformers at 2751132 kVand 275/33 kV voltage levels are simulated and numerous deformation sensitivity studies are performed, in order to gain better understanding on their FRA characteristics and to identify FRA features of different winding deformation types on these transformers. The research indicates that the overall approach used to develop these simulation models has helped in improving interpretation of FRA responses. The transformer modelling techniques being developed, with further refinement, can be a useful tool for FRA diagnosis and benefit the test engineers from the industry.
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Elayouty, Amira Sherif Mohamed. "Time and frequency domain statistical methods for high-frequency time series." Thesis, University of Glasgow, 2017. http://theses.gla.ac.uk/8061/.
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Advances in sensor technology enable environmental monitoring programmes to record and store measurements at high-temporal resolution over long time periods. These large volumes of high-frequency data promote an increasingly comprehensive picture of many environmental processes that would not have been accessible in the past with monthly, fortnightly or even daily sampling. However, benefiting from these increasing amounts of high-frequency data presents various challenges in terms of data processing and statistical modeling using standard methods and software tools. These challenges are attributed to the large volumes of data, the persistent and long memory serial correlation in the data, the signal to noise ratio, and the complex and time-varying dynamics and inter-relationships between the different drivers of the process at different timescales. This thesis aims at using and developing a variety of statistical methods in both the time and frequency domains to effectively explore and analyze high-frequency time series data as well as to reduce their dimensionality, with specific application to a 3 year hydrological time series. Firstly, the thesis investigates the statistical challenges of exploring, modeling and analyzing these large volumes of high-frequency time series. Thereafter, it uses and develops more advanced statistical techniques to: (i) better visualize and identify the different modes of variability and common patterns in such data, and (ii) provide a more adequate dimension reduction representation to the data, which takes into account the persistent serial dependence structure and non-stationarity in the series. Throughout the thesis, a 15-minute resolution time series of excess partial pressure of carbon dioxide (EpCO2) obtained for a small catchment in the River Dee in Scotland has been used as an illustrative data set. Understanding the bio-geochemical and hydrological drivers of EpCO 2 is very important to the assessment of the global carbon budget. Specifically, Chapters 1 and 2 present a range of advanced statistical approaches in both the time and frequency domains, including wavelet analysis and additive models, to visualize and explore temporal variations and relationships between variables for the River Dee data across the different timescales to investigate the statistical challenges posed by such data. In Chapter 3, a functional data analysis approach is employed to identify the common daily patterns of EpCO2 by means of functional principal component analysis and functional cluster analysis. The techniques used in this chapter assume independent functional data. However, in numerous applications, functional observations are serially correlated over time, e.g. where each curve represents a segment of the whole time interval. In this situation, ignoring the temporal dependence may result in an inappropriate dimension reduction of the data and inefficient inference procedures. Subsequently, the dynamic functional principal components, recently developed by Hor mann et al. (2014), are considered in Chapter 4 to account for the temporal correlation using a frequency domain approach. A specific contribution of this thesis is the extension of the methodology of dynamic functional principal components to temporally dependent functional data estimated using any type of basis functions, not only orthogonal basis functions. Based on the scores of the proposed general version of dynamic functional principal components, a novel clustering approach is proposed and used to cluster the daily curves of EpCO2 taking into account the dependence structure in the data. The dynamic functional principal components depend in their construction on the assumption of second-order stationarity, which is not a realistic assumption in most environmental applications. Therefore, in Chapter 5, a second specific contribution of this thesis is the development of a time-varying dynamic functional principal components which allows the components to vary smoothly over time. The performance of these smooth dynamic functional principal components is evaluated empirically using the EpCO2 data and using a simulation study. The simulation study compares the performance of smooth and original dynamic functional principal components under both stationary and non-stationary conditions. The smooth dynamic functional principal components have shown considerable improvement in representing non-stationary dependent functional data in smaller dimensions. Using a bootstrap inference procedure, the smooth dynamic functional principal components have been subsequently employed to investigate whether or not the spectral density and covariance structure of the functional time series under study change over time. To account for the possible changes in the covariance structure, a clustering approach based on the proposed smooth dynamic functional principal components is suggested and the results of application are discussed. Finally, Chapter 6 provides a summary of the work presented within this thesis, discusses the limitations and implications and proposes areas for future research.
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Abdulhamed, Bilal Khudhur Abdulhammed. "Digital Instantaneous Frequency Measurement Receiver for Fine Frequency and High Sensitivity." Wright State University / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=wright1559548084463134.
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Ozkeskin, Fatih Mert. "Feedback Controlled High Frequency Electrochemical Micromachining." Texas A&M University, 2008. http://hdl.handle.net/1969.1/86041.
Full textAbstract:
Microsystem and integrated circuitry components are mostly manufactured using
semiconductor technologies. Fabrication using high strength metals, for demanding
aerospace, mechanical, or biomedical applications, requires novel technologies which
are different from those for silicon. A promising mass production method for
micro/meso scale components is electrochemical micromachining.
The complex system, however, requires high precision mechanical fixtures and
sophisticated instrumentation for proper process control. This study presents an
electrochemical micromachining system with a closed-loop feedback control
programmed using a conditional binary logic approach.
The closed-loop control is realized using electrical current as the dynamic
feedback signal. The control system improves material removal rate by 250% through
optimizing inter electrode gap and provides robust automation reducing machining
variation by 88%. The new system evokes production of higher quality
microcomponents. Workpiece damage is reduced by 97% and increased feature
sharpness is observed.
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Lundbergh, Stefan. "Modelling economic high-frequency time series." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1999. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637.
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Hedekäll, Johan. "High frequency vibrations in chipping hammers." Thesis, KTH, MWL Strömningsakustik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-50167.
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Percussive tools such as chipping hammers, riveting hammers and concrete breakers produce shock-type (impact) vibrations with large amount of vibration energy in the high frequency region (kHz). Reported injuries from shock-type and high frequency vibrations are higher occurrence of vascular disorders, myelin disruption, edema and reduced motor performance. An Atlas Copco Tools customer has reported an increase of VWF (vibration induced white finger) during the last decade and the chipping hammers have been identified as the main cause. A mean of 1.8 workers/year has been injured with VWF and the cost of one injured worker has been estimate to 0.5 million SEK. One way to eliminate the injuries could be to replace the tools from Atlas Copco with better tools from another manufacturer. A protective handle was designed for the chipping hammers by Atlas Copco, to prevent operators from holding directly on the vibrating parts. However, the protective handle was not vibration isolated and a follow up project, this thesis, was started to redesign and vibration isolate the handle. An isolated protective handle with two rubber bushings was finally developed from theory of vibration isolation together with a subjective evaluation by experienced personnel and with low and high frequency vibration measurements. The final protective handle significantly reduced both the harmful low frequency vibrations (measured according to ISO 5349) and the potentially harmful high frequency vibrations (not measured according to any ISO standard), compared to the non-isolated original handle developed by Atlas Copco.
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Middleton, Christopher James. "Dynamic performance of high frequency floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734449.
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Chen, Chih-Hung. "High-frequency noise modeling of MOSFETs." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/mq24106.pdf.
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Quoreshi, Shahiduzzaman. "Modelling high frequency financial count data /." Umeå : Umeå University, 2005. http://swopec.hhs.se/umnees/abs/umnees0656.htm.
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Shi, Zhangbo. "High frequency and large dimension volatility." Thesis, University of Exeter, 2010. http://hdl.handle.net/10036/117791.
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Three main issues are explored in this thesis—volatility measurement, volatility spillover and large-dimension covariance matrices. For the first question of volatility measurement, this thesis compares two newly-proposed, high-frequency volatility measurement models, namely realized volatility and realized range-based volatility. It does so in the aim of trying to use empirical results to assess whether one volatility model is better than the other. The realized volatility model and realized range-based volatility model are compared based on three markets, five forecast models, two data frequencies and two volatility proxies, making sixty scenarios in total. Seven different loss functions are also used for the evaluation tests. This necessarily ensures that the empirical results are highly robust. After making some simple adjustments to the original realized range-based volatility, this thesis concludes that it is clear that the scaled realized range-based volatility model outperforms the realized volatility model. For the second research question on volatility spillover, realized range-based volatility and realized volatility models are employed to study the volatility spillover among the S&P 500 index markets, with the aim of finding out empirically whether volatility spillover exists between the markets. Volatility spillover is divided into the two categories of statistically significant volatility spillover and economically significant volatility spillover. Economically significant spillover is defined as spillover that can help forecast the volatility of another market, and is therefore a more powerful measurement than statistically significant spillover. The findings show that, in reality, the existence of volatility spillover depends on the choice of model, choice of volatility proxy and value of parameters used. The third and final research question in this thesis involves the comparison of various large-dimension multivariate models. The main contribution made by this specific study is threefold. First, a number of good performance multivariate volatility models are introduced by adjusting some commonly used models. Second, different models and various choices of parameters for these models are tested based on 26 currency pairs. Third, the evaluation criteria adopted possess much more practical implications than those used in most other papers on this subject area.
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Abdelrahman, Mostafa. "Characterising tumours using high-frequency ultrasound." Thesis, University of Leeds, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.581448.
Full textAbstract:
Cancers trigger angiogenesis in neighbouring tissue and recruit new blood vessels to grow and metastasise. Therefore, therapeutic and diagnostic strategies have been moving towards targeting tumour neoangiogenesis as a key factor in the progress and assessment of the disease. High-frequency ultrasound (HF-US) offers a low-cost and non invasive approach for studying the efficacy of antiangiogenic therapies in the pre-clinical setting. However, there is little information in the literature about the performance of HF-US in vivo in regards of evaluating tumour vascularity and its correlation with microvessel density (MVD). The aim of this thesis was to optimise a HF-US system to investigate its ability to visualise and to quantify tumour parameters, particularly tumour blood flow, in colorectal cancer (CRC) mouse model. The performance of a HF~US (~ 25 MHz) system was evaluated in vitro using test objects in order to assess the ability of the system to study the normal mouse colon and to optimise its scanning parameters for imaging tumour blood flow. This was followed by two in vivo approaches. Firstly, the feasibility of using HF-US in depicting the mouse colon and measuring its thickness accurately and reproducibly as a potential model for CRC was established. Secondly, the performance of different HF-US blood flow imaging techniques was compared in a CRC xenograft model and correlations between the different ultrasonic vascular parameters and MVD determined.
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Middleton, Christopher James. "Dynamic Pertormance ot High Frequency Floors." Thesis, University of Sheffield, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521854.
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Price, E. D. "High frequency techniques for condition monitoring." Thesis, Swansea University, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.638574.
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Acoustic emission and vibration data representative of wear modes experienced in naval air and surface combatants has been collected and analysed. Results obtained from data generated by four-ball testing indicate the suitability of both high frequency vibration monitoring and acoustic emission techniques for detection of scuffing wear and pitting fatigue wear. By monitoring changes in the frequency content of acoustic emission waveforms it is also possible to detect early development of subsurface cracking caused by rolling contact fatigue.
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Webster, Kevin Thomas. "The thermodynamics of high frequency markets." Thesis, Princeton University, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3627279.
Full textAbstract:
High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. This dissertation proposes a novel methodology to analyze idiosyncrasies of the high frequency market microstructure and embed them in classical continuous time models.
The main technical result is the derivation of continuous time equations which generalize the self-financing relationships of frictionless markets to electronic markets with limit order books. We use NASDAQ ITCH data to identify significant empirical features such as price impact and recovery, rough paths of inventories and vanishing bid-ask spreads. Starting from these features, we identify microscopic identities holding on the trade clock, and through a diffusion limit argument, derive continuous time equations which provide a macroscopic description of properties of the order book.
These equations naturally differentiate between trading via limit and market orders. We give several applications to illustrate their impact and how they can be used to the benefit of Low Frequency Traders (LFTs). In particular, option pricing and market making models are proposed and solved, leading to new insights as to the impact of limit orders and market orders on trading strategies.
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Sung, Wang-Kyung. "High-frequency tri-axial resonant gyroscopes." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52936.
Full textAbstract:
This dissertation reports on the design and implementation of a high-frequency, tri-axial capacitive resonant gyroscopes integrated on a single chip. The components that construct tri-axial rotation sensing consist of a yaw, a pitch and a roll device. The yaw-rate gyroscope has a wide bandwidth and a large full-scale range, and operates at a mode-matched condition with DC polarization voltage of 10V without frequency tuning requirement. The large bandwidth of 3kHz and expected full-scale range over 30,000˚/sec make the device exhibit fast rate response for rapid motion sensing application. For the pitch-and-roll rate sensing, an in-plane drive-mode and two orthogonal out-of-plane sense-modes are employed. The rotation-rate sensing from lateral axes is performed by mode-matching the in-plane drive-mode with out-of-plane sense-modes to detect Coriolis-force induced deflection of the resonant mass. To compensate process variations and thickness deviations in the employed silicon-on-insulator (SOI) substrates, large electrostatic frequency tunings of both the drive and sense modes are realized. A revised high aspect ratio combined polysilicon and silicon (HARPSS) process is developed to resolve the Coriolis response that exists toward out-of-plane direction while drive-mode exists on in-plane, and tune individual frequencies with minimal interference to unintended modes. To conclude and overcome the performance limitation, design optimization of high-frequency tri-axial gyroscopes is suggested. Q-factor enhancement through reduction of thermoelastic damping (TED) and optimizations of physical dimensions are suggested for the yaw disk gyroscope. For the pitch-and-roll gyroscope, scaling property of physical dimension and its subsequent performance enhancement are analyzed.
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Magill, Arthur W. "Ultra-high frequency magnetic resonance imaging." Thesis, University of Nottingham, 2007. http://eprints.nottingham.ac.uk/10740/.
Full textAbstract:
This thesis addresses the problem of radiofrequency probe design for Ultra High Frequency Magnetic Resonance Imaging (7T). The signal-to-noise ratio available in Magnetic Resonance Imaging (MRI) is determined by the static magnetic field strength, causing a continued drive toward higher fields to enable faster image acquisition at finer spatial resolution. The resonant frequency increases linearly with static field strength. At 7T the proton resonant frequency is 300MHz, with a wavelength of approximately 13cm in tissue. As this is smaller than the dimensions of the human head, the phase of the radiofrequency (RF) signal varies considerably across the sample, producing field cancellation due to interference. A full wave electromagnetic simulator, using the Transmission Line Matrix (TLM) method, was developed to investigate RF probes at high frequency. A Birdcage probe operating at 64, 128 and 300MHz (corresponding to 1.5, 3 and 7T) was simulated, loaded with an anatomically detailed human head model. A half-wave microstrip was investigated for use as a high frequency probe element. Magnetic and electric fields produced by a single microstrip were simulated, and the strip dimensions varied to investigate the effect on field penetration into the head and Specific Absorption Rate (SAR). A transmit-receive array probe using four microstrip elements was then developed. Bloch simulations were run, using TLM generated magnetic fields, to investigate imaging at short wavelength. Parallel receive probes are demonstrated to offer considerable advantage over volume probes, as signals from receive elements can be combined without interference. There is no transmit equivalent to parallel reception; simultaneous excitation of independent probe elements causes interference in exactly the same manner as a volume probe. A new imaging sequence was developed using a Burst-like encoding to allow sequential excitation of probe elements, without interference, which can be recalled in a single readout. An improvement in image homogeneity was demonstrated, and SENSE acceleration of the new imaging sequence is shown. The sequence was implemented at 3T using a purpose built four element microstrip probe. An RF multiplexer was also built to enable transmit element switching during the imaging sequence. It was demonstrated that images due to different RF excitations, acquired in a single EPI readout, can be separated.
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Hayatleh, Khaled. "High frequency current-mode precision rectifiers." Thesis, Oxford Brookes University, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308928.
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Hughes, Christopher John. "High frequency studies of interfacial systems." Thesis, Queen's University Belfast, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.317551.
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Yerima, Yusuf. "A high frequency phased ultrasound array." Thesis, University of Manchester, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.386952.
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Coomber, Helen. "Nonlinear behaviour of high frequency ultrasound." Thesis, University of Bristol, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.411019.
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Chang, Wei-Chih. "High frequency activity preceding epileptic seizures." Thesis, University of Birmingham, 2010. http://etheses.bham.ac.uk//id/eprint/1252/.
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High frequency activity (>100 Hz, HFA) is suggested to be related to seizure genesis, but the mechanism of the HFA is not clear. In the present work HFAs and epileptic features including electrographic seizures (trains of hypersynchronous population spikes lasting ~46 sec) and interictal discharges (abrupt potential deflections, ~40 ms) were induced in rat hippocampal slices by increasing potassium concentration in artificial cerebrospinal fluid (8-10 mM, ACSF). We demonstrated that 1) the HFA was formed mainly by synchronous firing of pyramidal neurons while a subset of interneurons might contribute the HFA; 2) the frequencies of the HFAs were region-specific (186 Hz in CA1 and 240 Hz in CA3), and seizures were present only in CA1; 3) build-up of HFA preceding seizures was observed and it was disrupted by refractory periods triggered by interictal discharges, which were abrupt potential deflections present between seizures every 0.8 sec; 4) interictal discharges have both pro- and anti-effects on seizure genesis, and the dual consequences might be due to modifying HFA; 5) synaptic transmission through glutamatergic and γ-aminobutyric acid-ergic synapses were not essential in HFA formation but they were related to the modulations of HFA. Our findings suggested the crucial role of HFA in the seizure genesis and the potential value in seizure prediction by monitoring the HFA.
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Infantino, Leandro Rafael, and Savion Itzhaki. "Developing high-frequency equities trading models." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/59122.
Full textAbstract:
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.Cataloged from PDF version of thesis.
Includes bibliographical references (p. 59).
The purpose of this paper is to show evidence that there are opportunities to generate alpha in the high frequency environment of the US equity market, using Principal Component Analysis (PCA hereafter) as a basis for short term valuation and market movements prediction. The time frame of trades and holding periods we are analyzing oscillate between one second to as high as 5 minutes approximately. We particularly believe that this time space offers opportunities to generate alpha, given that most of the known quantitative trading strategies are implemented in two different types of time frames: either on the statistical arbitrage typical type of time frames (with valuation horizons and trading periods in the order of days or weeks to maybe even months), or in the purely high frequency environment (with time frames on the order of the milliseconds). On the latter strategies, there is really not much intention to realize equity valuations, but rather to benefit from high frequency market making, which involves not only seeking to earn profit from receiving the bid/ask spread, but also from the transaction rebates offered by the numerous exchanges to those who provide liquidity. We believe that there are more opportunities to capture existing inefficiencies in this arena, and we show how with very simple mathematical and predictive tools, those inefficiencies can be identified and potentially exploited to generate excess returns. The paper describes our underlying intuition about the model we use, which is based on the results of short term PCA's on equity returns, and shows how these results can predict short term future cumulative returns. We randomly selected 50 of the most liquid equities in the S&P 500 index to test our results.
by Leandro Rafael Infantino [and] Savion Itzhaki.
M.B.A.
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Zhang, Yuqing M. Eng Massachusetts Institute of Technology. "Spectral analysis of high-frequency finance." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/106399.
Full textAbstract:
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 73-76).
Popular across a wide range of fields, spectral analysis is a powerful technique for studying the behavior of complex systems. It decomposes a signal into many different periodic components, each associated with a specific cycle length. We argue that the application of spectral analysis to finance leads to natural interpretations in terms of horizon-specific behaviors. A spectral framework provides a few main advantages over conventional time domain approaches to financial analysis: (1) improved computational efficiency for the evaluation of behaviors across a spectrum of time horizons, (2) reduced vulnerability to aliasing effects, and (3) more convenient representations of inherently cyclic dynamics, e.g. business cycles, credit cycles, liquidity cycles, etc. In this paper we first present a set of spectral techniques, including a frequency-specific correlation and a frequency decomposition of trading strategy profits. Then, we demonstrate the application of these techniques in an empirical analysis of high-frequency dynamics over the years 1995-2014. Our results consist of three parts: (1) an analysis of individual stock returns and various portfolio returns, (2) an analysis of contrarian trading strategies and the introduction of a novel technique for managing frequency exposures of general strategies, and (3) a case analysis of recent market shocks. The great extent to which our empirical results align with financial intuition attests to the practicality of spectral approaches to financial analysis. It demonstrates that many real phenomena can be captured through a spectral lens.
by Yuqing Zhang.
M. Eng.
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Abdul, Muthalif Asan Gani. "Active control of high-frequency vibration." Thesis, University of Cambridge, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612225.
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Leedham, Robert John. "High frequency switching with power MOSFETs." Thesis, University of Cambridge, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627468.
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Wang, Shuwen Kevin. "Characterisation of high-frequency dynamic friction." Thesis, University of Cambridge, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.611239.
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