Design in the Energy-Delay Space

2014 ◽  
pp. 27-56
Author(s):  
Massimo Alioto ◽  
Elio Consoli ◽  
Gaetano Palumbo
Keyword(s):  
Delay Space

Investigation of Local Stability Transitions in the Spectral Delay Space and Delay Space

2014 ◽  
Vol 136 (5) ◽  
Author(s):  
Qingbin Gao ◽  
Umut Zalluhoglu ◽  
Nejat Olgac
Keyword(s):  
Local Stability ◽  
The Novel ◽  
Parametric Stability ◽  
Stability Boundaries ◽  
Delayed Systems ◽  
Frequency Information ◽  
The Stability ◽  
Delay Space ◽  
Transition Property

The stability boundaries of LTI time-delayed systems with respect to the delays are studied in two different domains: (i) delay space (DS) and (ii) spectral delay space (SDS), which contains pointwise frequency information as well as the delay. SDS is the preferred domain due to its advantageous boundedness properties and simple construct of stability transition boundaries. These transitions at the mentioned boundaries, however, present some conceptual challenges in SDS. This transition property enables us to extract the corresponding local stability variation properties in the DS, while it does not have any implication in the preferred SDS. The novel aspect of the investigation is to introduce a comparison mechanism between these two domains, DS and SDS, from the stability transition perspective. Interestingly, we are able to prove their equivalency, which provides complementary insight to the parametric stability variations.

Equivalency of Stability Transitions Between the SDS (Spectral Delay Space) and DS (Delay Space)

2013 ◽  
Author(s):  
Qingbin Gao ◽  
Umut Zalluhoglu ◽  
Nejat Olgac
Keyword(s):  
Linear Time ◽  
Broad Class ◽  
Delay Systems ◽  
Multiple Delays ◽  
Delayed Systems ◽  
Linear Time Invariant ◽  
Time In Literature ◽  
The Stability ◽  
Time Invariant ◽  
Delay Space

It has been shown that the stability of LTI time-delayed systems with respect to the delays can be analyzed in two equivalent domains: (i) delay space (DS) and (ii) spectral delay space (SDS). Considering a broad class of linear time-invariant time delay systems with multiple delays, the equivalency of the stability transitions along the transition boundaries is studied in both spaces. For this we follow two corresponding radial lines in DS and SDS, and prove for the first time in literature that they are equivalent. This property enables us to extract local stability transition features within the SDS without going back to the DS. The main advantage of remaining in SDS is that, one can avoid a non-linear transition from kernel hypercurves to offspring hypercurves in DS. Instead the potential stability switching curves in SDS are generated simply by stacking a finite dimensional cube called the building block (BB) along the axes. A case study is presented within the report to visualize this property.

Measurement-Based Analysis, Modeling, and Synthesis of the Internet Delay Space

2010 ◽  
Vol 18 (1) ◽  
pp. 229-242 ◽  
Author(s):  
Bo Zhang ◽  
T.S.E. Ng ◽  
A. Nandi ◽  
R.H. Riedi ◽  
P. Druschel ◽  
...  
Keyword(s):  
The Internet ◽  
Delay Space

Modelling the Internet Delay Space Based on Geographical Locations

2009 ◽  
Author(s):  
Sebastian Kaune ◽  
Konstantin Pussep ◽  
Christof Leng ◽  
Aleksandra Kovacevic ◽  
Gareth Tyson ◽  
...  
Keyword(s):  
The Internet ◽  
Geographical Locations ◽  
Delay Space

General Strategies to Design Nanometer Flip-Flops in the Energy-Delay Space

2010 ◽  
Vol 57 (7) ◽  
pp. 1583-1596 ◽  
Author(s):  
Massimo Alioto ◽  
Elio Consoli ◽  
Gaetano Palumbo
Keyword(s):  
Delay Space

scholarly journals The angular distribution of asset returns in delay space

2001 ◽  
Vol 6 (2) ◽  
pp. 101-120 ◽  
Author(s):  
Roger Koppl ◽  
Carlo Nardone
Keyword(s):  
Angular Distribution ◽  
Hypothesis Testing ◽  
Asset Returns ◽  
Statistical Dependence ◽  
Statistical Procedures ◽  
Delay Space

Plotting asset returns against themselves with a one-period lag reveals the “compass rose” pattern of Crack and Ledoit (1996). They describe the pattern, caused by discreteness, as “subjective”. We develop a new and original set of “objective” statistical procedures to quantify the compass rose and detect changes in it. empirical and bootstrapped “theta histograms” permits hypothesis testing. Simulations suggest that intertemporal statistical dependence skews the compass rose in ways that mimic ARCH phenomena. Using our techniques on “credit ruble” data, we test the hypothesis that “Big Players” influence the degree of this “X-skewing” and, therefore, apparent ARCH behavior.

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