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Testing for Evolving Informational Efficiency in Tehran Stock Exchange Market
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
Evolving Informational Efficiency in financial markets is of a significant role in the financial economic development. The present research is an endeavour to test the efficiency improvement in Tehran stock exchange by a GARCH-M model which is estimated by Kalman Filter technique. To conduct the estimation and tests, we have used daily data (over 1384-1388) on the return of Bank and Financial intermediaries, Metal groups and the main index of TSE. The findings show that the information inefficiency hypothesis can not be rejected, although any noticeable improvements are not observed in the inefficiency trend of the financial time series, the level of inefficiency trends are rather different...
Ambient Vibrations Effect on Sensitive Equipment Using Passive and Active Control Method
, M.Sc. Thesis Sharif University of Technology ; Bakhshi, Ali (Supervisor)
Abstract
Today, with improvements in industries such as the sensitive equipment’ industries and the optics industries which need great precision for their optimum performance, the need for a vibration-free environment is felt more than ever. The main objective in this thesis is the effective reduction of the effects of ambient vibrations on points on an optical concrete table using active control. In this research, other than separating the table with the passive method, the reduction of vibrations with active control and the LQR algorithm is investigated. In order to study the dynamic characteristics of the table and to observe the active control process better and more carefully, finite element...
Simulation of Fluid Flow Through Ceramic Foam Filters in Basis of Porous Media Permeability Properties
, M.Sc. Thesis Sharif University of Technology ; Davomi, Parviz (Supervisor) ; Varahram, Naser (Supervisor)
Abstract
Real modeling of ceramic foam filters, because of their specific tortuosities is not possible and in case of possibility of real modeling of pores in filters, because of restriction of element’s dimensions, the number of elements increases and model can’t be run in a reasonable time with common computers which are accessible nowadays. The common computer simulation of filters in Computational Fluid Dynamic (CFD) and their effect on fluid flow pattern is done by use of permeability properties of porous media. In this research, ceramic foam filters which are used in casting are simulated by Forchhimer and Darcy models. SUT CAST software is used for simulation, because of its ability for...
Reconstruction of Medical Images Using Kalman Filter
, M.Sc. Thesis Sharif University of Technology ; Manzuri Shalmani, Mohammad Taghi (Supervisor) ; Ghorshi, Mohammad Ali (Supervisor)
Abstract
Medical images contain information about vital organic tissues inside of the human body and are widely used for diagnoses of diseases or for surgical purposes. Image Reconstruction is essential for medical imaging for medical systems like suppression of noise or de-blurring from projections in order to have images with better quality and contrast. Due to the vital role of image reconstruction in medical sciences the corresponding algorithms with better efficiency and higher speed is preferable. Most algorithms in the field of image reconstruction are operated in frequency domain such as the filtered back projection which is a popular algorithm for the reconstruction of the medical images. In...
CMOS Frequency Multiplier Design for Millimeter-Wave Imaging System
, M.Sc. Thesis Sharif University of Technology ; Fakharzadeh Jahromi, Mohammad (Supervisor)
Abstract
In this study، a novel frequency multiplier chain for wideband millimeter-wave applications at 28 GHz is presented. Millimeter-wave imaging systems require high frequency and wide bandwidth to accurately detect hidden objects. Various methods have been proposed to increase the frequency of generated signals, but in the meantime، frequency multiplier structures exhibit better performance in terms of bandwidth، power consumption and, harmonic rejection. These circuits are widely used in High-frequency telecommunication systems such as 5th generation mobile services. To design a frequency quadrupler، two multiplier stages based on the improved quadrature Gilbert structure were used. Generating...
Integrated Orbit and Attitude Parameter Determination of a Satellite Using Hybrid Nonlinear Filters
, Ph.D. Dissertation Sharif University of Technology ; Pourtakdoust, Hossein (Supervisor)
Abstract
Rapid growth of space traffic and small satellite systems for current and future space missions have generated new enhanced performance requirements for navigation subsystem. As such, the navigation subsystem is considered as a vital part of all active satellite systems that effectively influences their successful missions. In this regard, the present work is dedicated on the subject of autonomous satellite navigation utilizing nonlinear filters, for which some laboratory experimentations have also been implemented. Generally, advanced orbit and attitude estimation algorithms can effectively compensate for the effect of low cost hardware and sensor packs utilized in microsatellites. In...
Reclamation of Cooling Towers’ Blow Down In Order to Reuse Of Water
,
M.Sc. Thesis
Sharif University of Technology
;
Borghei, Mehdi
(Supervisor)
Abstract
In recent years,because of increasing problems that result from water shortage ,using of wastewater treated by high quality and entering them to water cycle is considered more than past.Large amount of waste waterare produced through cooling towers in industries per a day .Therefore ,cooling tower’s blow down is a most important source for reclamation and reuse of water .The purpose of this project was investigation ofefficiency of submerged aerated filter for treating low organic simulated blowdown water as a feed . The experimental unit consisted of 8/5 L filled with 70 percent of propylene media . After obtaining steady –state condition ,The SAF reactor was tested under...
Coordinated Multi-Points (CoMP) Transmission in Multiuser Relay Networks
, M.Sc. Thesis Sharif University of Technology ; Hossein Khalaj, Babak (Supervisor)
Abstract
Joint multi-input multi-output (MIMO) filter-and-forward relaying and post-processing at base stations (BSs) for uplink coordinated multi-point (CoMP) reception has been investigated in the case of users-to-relay and relay-to-BSs frequency-selective fading channels. Signal transmission from users to BSs is performed in two phases. In the first phase, all users transmit their data to MIMO relay at the same time slot. In order to combat the interference due to frequency-selectivity of channels, MIMO relay passes its received signals through a finite impulse response (FIR) filter. Then, in the second phase, relay transmits the processed signals to the BSs. In order to further reducemean square...
Control of Car-Like Multi Robots for Following and Hunting of Moving Target
, M.Sc. Thesis Sharif University of Technology ; Sayyaadi, Hassan (Supervisor) ; Salarieh, Hassan (Co-Advisor)
Abstract
The main purpose of the present thesis is to establish a decentralized controller for some car–like multi robots to follow and hunt moving targets. Robots are very similar to actual cars considering geometric dimensions, mass and moment of inertia and so on; and outputs of the controller are steering-wheel and driving-wheel torques appropriately. Dynamics of the moving target is so that it escapes from the robots. Robots are equipped with antenna for getting wireless sensory signals, including range and bearing sensors. Kalman filter is used for estimation the target relative position and speed and robots state variables. The controller is designed for doing the above mentioned group...
Speckle Noise Reduction Using Adaptive Filters with Application to SAR Images
, M.Sc. Thesis Sharif University of Technology ; Hajsadeghi, Khosrow (Supervisor)
Abstract
SAR image noise is a significant problem for SAR image analysis.The inherent noise of SAR images, known as speckle, seriously affects the SAR image interpretation. It also has adverse effects on the classification and segmentation of SAR images. Due to its great significance, the SAR image processing has received considerable attention in recent years and many researchers have developed techniques to reduce the inherent noise accompanying the SAR images. A survey of the literature shows that the wavelet analysis is one of the most common methods used for speckle reduction. While the power of the morphological analysis method has mostly not been recognized, we have utilized this efficient...
Contextual Data Analysis in Online Hotel Businesses
, M.Sc. Thesis Sharif University of Technology ; Rafiee, Majid (Supervisor)
Abstract
in this study we intend to build a recommender system, more specifically We try to build a multi-criteria collaborative filtering. Collaborative filtering is one of the methods used in building of recommender systems. In this study, we use technical attributes to build a recommender system. Technical attributes refer to the attributes which focus on the writing style of the texts. After building the recommender system based on technical attributes, we also build a recommender system based on the conventional criteria in order to make a comparison between these two criteria. Collaborative filtering consists two major categories, namely memory-based and model-based that both of them have been...
Design and Implementation of a UWB RFID Reader
, M.Sc. Thesis Sharif University of Technology ; Fotowat Ahmady, Ali (Supervisor)
Abstract
Ultra-wideband (UWB) receivers have long been utilizied as a low-power solution for many applications, namely positioning, sensor network, and radar systems. As their name suggests, owing to the ultra-wide bandwidth nature of these receivers, which cover frequencies from 3.1GHz all the way to 10GHz, they entail many challenges at all levels of abstraction. Two of these most important challenges are in-band interferers, e.g., IEEE802.11a, and jitter. Because of the low-power operation of UWB receivers, with PSD of <-41.3dBm/Hz, the majority of the UWB RX’s function is based on the correlation principle, making it vulnerable to jitter. In recenet years, a new attention has been paid toward the...
Evaluation of Vermifilter Efficiency in Petroleum Wastewater Treatment (BTEX)
, M.Sc. Thesis Sharif University of Technology ; Torkian, Ayub (Supervisor) ; Mirzai, Mohammad (Supervisor)
Abstract
The aim of this thesis was to find the optimum retention time for treatment of synthetic petroleum wastewater by a wastewater treatment system made with a bucket, mineral material and earthworms residing in a vermibed. In order to make the desired flow happen, height difference was utilized. The polluting substance used for making wastewater was BTEX. As the wastewater was synthetic, the concentration was also a variable. The ultimate soluble concentration was 3200 mg/l and more concentrations were not tested. Parameters such as number of worms, worm’s growth rate and their distribution pattern, humidity amount and distribution and worm’s acclimatization time during organic loading shock...
Prediction of Air Pollutants’ Hourly Concentration in Tehran Using Artificial Neural Network and Specteral Decomposition of Time Series Data
, M.Sc. Thesis Sharif University of Technology ; Arhami, Mohammad (Supervisor)
Abstract
Recent progress in developing Artificial Neural Network (ANN) meta-models has paved the way for reliable use of these models in the prediction of air pollutant concentrations in urban atmosphere. However, improvement of prediction performance, proper selection of input parameters and model architecture remain key challenges to their practical use. This study’s main objectives are: selecting proper input parameters for ANN meta-models, optimizing the ANN models to achieve the most accurate hourly prediction for a case study (City of Tehran), coupling the ANN method with filtered input data and evaluating its privilege. In the current study the ANNs were constructed to predict criteria...
Review of Baseflow Estimation Methods and Sensitivity Analysis to the Incorporate Parameters Application of Anzali Wetland Watershed
, M.Sc. Thesis Sharif University of Technology ; Ataie Ashtiani, Behzad (Supervisor)
Abstract
Quantitative estimation of baseflow is necessary for hydrological modeling of a watershed, ground-surface water interaction, water supply reliability, and vulnerability, especially during a dry period, and answering questions pertaining to the responses of human-based activities on natural ecosystems. Extensive research effort spanning more than 50 years provided collections of field, manual, and computer-based methods for baseflow separation study. In this study, a comprehensive review is carried out on the nine digital filters, six graphical methods, four tracer-mass-balance methods, fourteen recession analysis methods, and two frequency analysis methods. Sensitivity analyses of baseflow...
Comparison Of Various Models Proposed for Blood Glucose Level Prediction in Patients with Type 1 Diabetes to Obtain Optimal Insulin Injection Scenario
, M.Sc. Thesis Sharif University of Technology ; B. Boozarjomehry, Ramein (Supervisor)
Abstract
Diabetes is one of the most epidemic metabolic disease which needs to be controlled through medications. The main objective of this study is to model and control diabetes type1 with exercise. It is important to choose an appropriate yet simple model based on which the design of the controller is accomplished (Bergman model is the one which is appropriate for this purpose). On the other hand, a comprehensive model which is used as the virtual patient has been chosen to assess the performance of the controller designed based on simple mode. The chosen comprehensive model is Cinar’s model. A good control of diabetes was achieved when the glucose blood (GB) of the two models almost had the same...
Design and Implementation of Complex Multi-Path Filters
, M.Sc. Thesis Sharif University of Technology ; Atarodi, Mojtaba (Supervisor)
Abstract
In most radio receivers like superheterodyne receivers, a weak desired incoming signal is accompanied with many interferer signals that are much more powerful than the desired signal itself. These interferers, also called blockers, can cause a great disturbance in the functionality of the receiver. Due to gain compression and an increase in the noise figure (NF) of the receiver, the blockers should be filtered before the arrival at the output of the LNA. Because of the low quality factors of the available on chip inductors and in order to eliminate the out of band interferer signals and image frequency (in superheterodyne receivers), usually an external surface acoustic wave (SAW) filter is...
A Novel Simultaneous Frequency and Spatial Filtering Methodology for Beam-forming and Null-steering in Integrated Phased-Array Systems Using N-path technique
, Ph.D. Dissertation Sharif University of Technology ; Atarodi, Mojtaba (Supervisor)
Abstract
In the communication systems, there are two types of blockers: in-band and out-of-band. High frequency pre-filters and band-pass filters can be used to suppress the out-of band blockers. However, using these methods does not affect the in-band interferers. Spatial filtering by means of phased array antennas and using frequency filtering can suppress both types of interferers. In a typical phased array receiver, all of the received signals pass through active blocks (such as LNAs, active phase shifters, driver amplifiers, etc.) that amplify the interferers before canceling them. Therefore, because of the high strength of the interferers, the dynamic range of the front-end blocks preceding...
Design and Implenentation of a Bandpass Delta-sigma Modulator Using High-Q N-path Filter
, M.Sc. Thesis Sharif University of Technology ; Atarodi,Mojtaba (Supervisor) ; Sharifkhani, Mohammad (Co-Supervisor)
Abstract
Delta-Sigma Analog-to-Digital converters have been positioned themselves as robust reliable converters so far. The magic Of extracting high resolutions from low bit ADC has made them popular between designers. Previously, the noise-shaping magic was used in high-resolution applications such as high-quality audio signal converters. However, as the technology scales and proceeds, these converters are approaching RF applications, too. Power and OSR trade-off limits this progress. To increase OSR in bandpass delta-sigma modulators, more power should be consumed to increase the quality factor of loop filters. In this thesis, a systematic approach has been utilized. An n-path filter is employed...
Development of Integrated Navigation Algorithm Based on the Integration of INS, GPS, Altimeter Using Particle Filters
, M.Sc. Thesis Sharif University of Technology ; Salarieh, Hassan (Supervisor) ; Alasti, Aria (Supervisor)
Abstract
Over the past years, several approaches have been used for navigation. Along with the advancement of technology, complicated navigation systems such as inertial navigation system and global positioning system have been employed. These navigation systems have their own strengths and weaknesses. To improve overall system performance they are integrated together as one system.
Presented research aims at developing the integrated navigation system through particle filters. In this study, after a brief overview of the data integration techniques, several techniques which are more common and have better performance than others are examined. This contribution concentrates on filtering methods...
Presented research aims at developing the integrated navigation system through particle filters. In this study, after a brief overview of the data integration techniques, several techniques which are more common and have better performance than others are examined. This contribution concentrates on filtering methods...