The model considered in the paper is defined as VAR with the prior distribution for parameters generated by the dynamic stochastic general equilibrium (DSGE) model. The degree of economic restrictions in the DSGE-VAR model is controlled by the weighting parameter. In the paper there is investigated the impact of the weighting parameter prior specifications for the posterior shape of impulse response functions (IRFs). In case of conditional models the paths of IRFs highly depend on the value of the weighting parameter that is set arbitrary. When considering full estimation with different prior types, means and gradual change in the dispersion the posterior time paths of IRFs are similar in models with high values of the marginal data density.
In this paper a concept of finite impulse response (FIR) narrow band-stop (notch) filter with non-zero initial conditions, based on infinite impulse response (IIR) prototype filter, is proposed. The filter described in this paper is used to suppress power line noise from ECG signals. In order to reduce the transient response of the proposed FIR notch filter, optimal initial conditions for the filter have been determined. The algorithm for finding the length of the initial conditions vector is presented. The proposed values of the length of initial conditions vector, for several ECG signals and interfering frequencies, are calculated. The proposed filters are tested using various ECG signals. Computer simulations demonstrate that the proposed FIR filters outperform traditional FIR filters with initial conditions set to zero.
A method for evaluating the dynamic characteristics of force transducers against small and short-duration impact forces is developed. In this method, a small mass collides with a force transducer and the impact force is measured with high accuracy as the inertial force of the mass. A pneumatic linear bearing is used to achieve linear motion with sufficiently small friction acting on the mass, which is the moving part of the bearing. Small and short-duration impact forces with a maximum impact force of approximately 5 N and minimum half-value width of approximately 1 ms are applied to a force transducer and the impulse responses are evaluated.
Estimating the fundamental frequency and harmonic parameters is basic for signal modelling in a power supply system. Differing from the existing parameter estimation algorithms either in power quality monitoring or in harmonic compensation, the proposed algorithm enables a simultaneous estimation of the fundamental frequency, the amplitudes and phases of harmonic waves. A pure sinusoid is obtained from an input multiharmonic input signal by finite-impulse-response (FIR) comb filters. Proposed algorithm is based on the use of partial derivatives of the processed signal and the weighted estimation procedure to estimate the fundamental frequency, the amplitude and the phase of a multi-sinusoidal signal. The proposed algorithm can be applied in signal reconstruction, spectral estimation, system identification, as well as in other important signal processing problems. The simulation results verify the effectiveness of the proposed algorithm.
Virtual or active acoustics refers to the generation of a simulated room response by means of electroacoustics and digital signal processing. An artificial room response may include sound reflections and reverberation as well as other acoustic features mimicking the actual room. They will cause the listener to have an impression of being immersed in virtual acoustics of another simulated room that coexists with the actual physical room. Using low-latency broadband multi-channel convolution and carefully measured room data, optimized transducers for rendering of sound fields, and an intuitive touch control user interface, it is possible to achieve a very high perceived quality of active acoustics, with a straightforward adjustability. The electroacoustically coupled room resulting from such optimization does not merely produce an equivalent of a back-door reverberation chamber, but rather a fully functional complete room superimposed on the physical room, yet with highly selectable and adjustable acoustic response. The utility of such active system for music recording and performance is discussed and supported with examples.