Signal Extraction Techniques Research Articles

Single core fully integrated CMOS micro-fluxgate magnetometer

Abstract A new fully integrated 2D micro-fluxgate magnetometer is presented. This magnetometer is integrated in a standard CMOS process and uses a ferromagnetic core integrated on the chip by a photolithographic post-process compatible with the integrated circuit technology. The cross-shaped ferromagnetic core is placed diagonally above four excitation coils, two for each measurement axis. A novel electronic signal extraction technique is presented. The integrated 2D magnetometer exhibits a sensitivity of 160 V/T and a linear range of ±50 μT. The magnetic equivalent noise spectral density is 70 nT/√Hz at 1 Hz, and the total power consumption is as low as 17 mW for the 5 V power supply.

A new composite leading indicator of inflation for the UK: a Kalman filter approach

The principal objective of this paper is to develop a new approach to the construction of composite leading indicators using the signal extraction capabilities of the powerful Kalman filter. The resultant leading indicator properties are found to outperform those already derived using the Central Statistical Office methodology in the UK. A secondary aim of this paper is to compare the performance of the Divisia M4 monetary index with the standard Simple Sum measure of broad money in the context of composite leading indicators of inflation in the United Kingdom. The leading indicators proposed provide useful turning point information for inflation and indicators constructed using a Divisia index measure of money are found to be more closely related to the inflation reference cycle than indicators using their Simple Sum counterparts in all cases. Evidence presented here demonstrates the power of the Kalman filter as a robust signal extraction technique capable of producing the best parameter estimates over time. Further research into the development of Kalman filters for the construction of leading indicators is recommended.

Simple, polarisation-independent, and dispersion-insensitiveSCM signal extraction technique for optical switching systems applications

A dispersion- and polarisation-insensitive all-optical method for transmitting and extracting a subcarrier multiplexed (SCM) signal using a fibre Bragg grating filter without a conventional SCM circuitry is demonstrated. Fibre transmission experiments conducted on standard singlemode fibres of varying lengths up to 80 km showed excellent sensitivity with no apparent fading effects.

A micro-fluxgate sensor based on the Matteucci effect of amorphous magnetic fibers

Abstract The design, construction and performance of a novel micro-fluxgate sensor is presented in this work. The sensor is based on the large Matteucci effect that is observed in amorphous fibers of typical stoicheiometry Fe77.5Si7.5B15 after proper annealing. The sensor requires a single planar coil to function, which was constructed with conventional printed-circuit techniques along with the sensor signal conditioning circuitry. A new signal extraction technique was applied that is superior to the conventional second-order-harmonic concept, as far as sensitivity and signal-to-noise ratio are concerned. A conventional fiber, with diameter 125 μm and a glass-covered fiber, with core diameter 20 μm and glass-cover thickness 20 μm, were used as magnetic cores in the fluxgate sensor. The amorphous fibers were mounted, subsequently, above a planar coil by soldering each two ends without any further mechanical treatment, like bending or twisting. Current annealing was performed before mounting, for both magnetic core types in order to optimize the inductive response of the fibers. The sensor sensitivity, before amplification, was measured to be 74000 V/T. The low magnetic noise observed allows for a relatively high overall precision, which in the case of glass-covered fiber has been verified to be 60 nT; this figure may easily improve by known signal conditioning techniques. The overall sensor head dimensions are 60 mm ×30 mm. Further scaling down may be achieved by means of advanced lithographic techniques in the case of glass-covered amorphous fibers only, which exhibit significant Matteucci effect in lengths down to 5 mm.

Boosting the performance of miniature fluxgates with novel signal extraction techniques

Analytical modeling of classical fluxgate sensor function is presented, accompanied by computer simulation results for numerous actual core hysteresis loops that enables theoretical verification of fluxgate limitations which obstruct efficient miniaturization. This mathematical analysis leads to the proposition and experimental verification of two alternative fluxgate signal extraction techniques that can be optimally utilized with conventional thin film and fine wire cores, and which may improve miniature sensor characteristics, thus enabling micro-system fabrication without performance degradation. Two fluxgate systems which meet the theoretically predicted performance, based on these techniques have been developed.

Planar Signal Extraction Techniques for a Self-Powered Microsystem

Over the years there has been a growing interest in the field of micro-systems and their applications across a wide range of areas, including sensor based micro-systems able to operate with full galvanic isolation. Two significant issues to consider when designing such remote sensor systems are the supply of power and the method of signal extraction. This paper talks about using planar techniques to address both issues. The concept of a Self-Powered Micro-System is developed. This Eliminates the need for a battery with a finite service life. Current experimental work is explained and potential applications for such novel remote sensor systems are put forward.

Forward foreign exchange rates and expected future spot rates

This paper explores whether knowledge of the time-series properties of the premium in the pricing of forward foreign exchange can be usefully exploited in forecasting future spot exchange rates. Signal-extraction techniques, based on recursive application of the Kalman filter, are used to measure the premium. Predictions using premium models compare favourably with those obtained from the use of the forward rate as a predictor of the future spot rate. The results also provide an interesting description of the time-series properties of the premium

Signal extraction techniques for time-domain analysis

Signal extraction techniques for time-domain analysis

Signal extraction techniques for time‐domain analysis

Signal extraction techniques for time‐domain analysis

A non-linear error signal extraction technique for length control of a Fabry-Perot cavity

We present a non-linear signal extraction technique which provides a signal proportional to the length of a FP cavity with an rms motion larger than one laser wavelength. This method, based on a mechanical or frequency modulation plus a suitable fringe counting technique, can be used in a closed loop configuration allowing to reduce the length variation within one resonance peak of the cavity. This is a starting point for usual linear servo-loops. The principle of operation is described. The results of a computer simulation are confirmed by an experimental test on a bench top interferometer. A possible application is the guidance into lock of a suspended FP cavity, such as those used for long baseline interferometric antennas like VIRGO or LIGO.

?Investor sentiment? and the closed-end fund puzzle: A 7 percent solution

Lee, Shleifer, and Thaler (1991) argue that the “irrational noise trader” model of DeLong, Shleifer, Summers, and Waldmann (1990) “... is consistent with the published evidence on closed-end fund prices. ...” However, Lee, Shleifer, and Thaler provide no indication of how much of the variability of a closed-end fund's discounts and premiums is due to such “investor sentiment.” Using the signal extraction technique of French and Roll (1986) to measure noise, this article estimates that on average only 7 percent of the variance of a standardized measure of weekly changes in discounts and premiums can be attributed to noise-trading activity. “Investor sentiment,” therefore, seems to account for very little of a closed-end fund's discount and premium variability over time.

Short-term interest rates as predictors of inflation revisited: a signal extraction approach

In this paper, Fama's joint hypothesis that the ex ante real interest rate is constant and that the US Treasury bill market is efficient, is tested. The signal extraction technique, a methodology from engineering literature, is used to identify and measure the ex ante real interest rate. The maximum-likelihood estimate of the variance of the ex ante real interest rate is significantly different from zero. Regression results based on the filtered estimate of the expected inflation also show a large and significant effect on the composite predictions of the rate of inflation. Thus, Fama's joint hypothesis is rejected.

A posteriori digital filtering to reduce signal-averaging of steady-state evoked potentials.

This paper describes a signal extraction technique that involves taking the time series representation of signals, transforming them into the frequency domain, determining the chance occurrence of power at each frequency, and filtering accordingly. An inverse Fourier transform is then used to recreate the new time domain representation, which has been appropriately filtered for extraneous noise. Thus, this technique involves a posteriori digital filtering based on a statistical criterion for component inclusion. Computer simulation indicated that, at poor signal-to-noise ratios and with fewer samples, this technique is 5 to 10 times better at signal extraction than conventional signal averaging. Examples of pattern-elicited electroretinograms (PERG's) are used to illustrate the efficacy of this method.

Image feature analysis and computer-aided diagnosis in digital radiography. I. Automated detection of microcalcifications in mammography.

We have investigated the application of computer-based methods to the detection of microcalcifications in digital mammograms. The computer detection system is based on a difference-image technique in which a signal-suppressed image is subtracted from a signal-enhanced image to remove the structured background in a mammogram. Signal-extraction techniques adapted to the known physical characteristics of microcalcifications are then used to isolate microcalcifications from the remaining noise background. We employ Monte Carlo methods to generate simulated clusters of microcalcifications that are superimposed on normal mammographic backgrounds. This allows quantitative evaluation of detection accuracy of the computer method and the dependence of this accuracy on the physical characteristics of the microcalcifications. Our present computer method can achieve a true-positive cluster detection rate of approximately 80% at a false-positive detection rate of one cluster per image. The potential application of such a computer-aided system to mammographic interpretation is demonstrated by its ability to detect microcalcifications in clinical mammograms.

Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approach

In this paper, we implement a methodology to identify and measure premia in the pricing of forward foreign exchange. The methodology involves application of signal-extraction techniques from the engineering literature. Diagnostic tests indicate that these methods are quite successful in capturing the essence of the time-series properties of premium terms. The estimated premium models indicate that premia show a certain degree of persistence over time and that more than half the variance in the forecast error that results from the use of current forward rates as predictors of future spot rates is accounted for by variation in premium terms. The methodology can be applied straightforwardly to the measurement of unobservables in other financial markets.

A first look at the application of signal extraction techniques to the analysis of body surface potential maps.

Partial body surface potential maps from both normal subjects and subjects with independently diagnosed myocardial infarcts are visually compared from superimposed plots. A correlation test is devised to distinguish the two groups, with the reference waveform determined by means of a gradient-search algorithm. The results are encouraging, and suggest further investigation of these techniques as a future diagnostic tool.