### Table 1: A summary of the equations for the time-varying rst order lter tracking algorithm.

"... In PAGE 5: ... The weighting term is of the same form, except a di erent maximum value is used, Ev. Table1 presents a summary in equation form, of the complete observer algorithm. The resulting new estimates of the state of the object are for time t ? td in the past.... ..."

### TABLE II AVERAGE ACQUISITIONTIME IN SYMBOL INTERVALSFOR JOINT TCM DECODING AND TRACKING OF A TIME-VARYING PHASE. Es=N0 = 15 dB.

1995

Cited by 75

### TABLE 2. Model Time-Varying Inputs

2007

"... In PAGE 33: ...TABLE2 . Model Time-Varying Inputs (cont.... ..."

### Table 1: Load and dump times for varying design sizes (in minutes:seconds)

"... In PAGE 16: ... We evaluated the load time and dump time for four di erent designs that represent varying degrees of complexity. These results are presented in Table1 , which shows the designs, the size of the text les that contain their parasitic information, the number of terminals, the number of signals and the corresponding load and dump times. From these results, we observe that the times taken for the transfer of data in either direction are relatively small compared to the overall time taken for all the four stages of interconnect analysis, which is typically in the order of several hours.... ..."

### Table 1 Stability and noise parameters for (u) = b sgn(u) under the condition Ef (s)sT g = I. For signals with di erent pdf.s the error levels (ICIij) of each element of the overall matrix V will be di erent. However, once separated and the pertur bation established, the error level, Efe V 2 ijkg, may be modi ed by element-wise multiplying I ? H( (u); u) by a symmetric gain matrix = [ ij], for i 6 = j. In Matlab notation this is the operation : (I ? H). This multiplication also changes the eigenvalues and, therefore, the convergence or tracking ability of the algorithm for slowly time-varying mixtures. Thus, even for signals with di erent pdf.s, the trade-o between tracking and steady-state error level for a xed nonlinearity can be controlled.

"... In PAGE 14: ... The eigen values ii, +, and ? and steady-state error parameters ii, +, and ? for Laplacian, uniform and binary pdf.s are given in Table1 . For the estimating function H( (u); u) = (u)uT the algorithm is unstable for uniform and bi nary source signals but according to Section 5, and veri ed by simulation, it is stable under the transpose nonlinear estimating function, see Fig.... In PAGE 16: ... 5 shows the convergence behavior on a semi-log plot for binary source pdf.s and, as predicted by the eigenvalues ii, +, and ? in Table1 , the convergence rate of these three components is the same. For the binary distribution the forcing parameter ? is zero for the o -diagonal terms for the skew matrix and the response in Fig.... ..."

### TABLE 2. Model Time-Varying Inputs (cont.)

2007

"... In PAGE 32: ...TABLE2 . Model Time-Varying Inputs Tax rates Openness Per US Relative Capita Foreign Year Dividends Pro ts ROW US Size US Debt Shares 1960 .... ..."

### Table 7: The encoded frame position for time-varying CBR channels.

1999

"... In PAGE 17: ...0817 0.3908 56 Also, we can see the encoded frame position for time-varying CBR channels in Table7 . Note that the proposed frame rate control algorithm avoids the abrupt encoded frame interval change, which can degrade the perceived qualityobviously.... ..."

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### Table 4 Time-Varying Market Price of Currency Risk

"... In PAGE 25: ... To the extent that #20 and #20 #03 are time-varying, or that the correlation #1A zz #03 is time-varying, the sign of the currency risk premium may also be time-varying. Table4 allows the market price of currency risk to depend on the level of the exchange rate #28#20 t = #20 0 + #20 1 e t , model B#29, the interest rate di#0Berential #28#20 t = #20 0 + #20 2 #28r t , r t #03 #29, model C#29, or the volatility of the exchange rate #28#20 t = #20 0 + #20 3 v t , model D#29. Each line in the table presents only estimates of #20 0 , #20 1 , and #20 2 , along with the resulting log likelihood of the model.... In PAGE 25: ... However, when we let the market price of currency risk depend on both the level and the volatility of the exchange rate #28model E#29, only the dependence on the volatility remains signi#0Ccant. Plot A of Figure 5 shows a decomposition of the exchange rate drift with a time-varying market price of currency risk #28model D in Table4 #29. The solid line is the interest rate di#0Berential, the dashed line is the currency risk premium, and the dotted line is the interest rate risk premium.... In PAGE 26: ... Studies by Baillie and Bollerslev #281989,1990#29, Bekaert and Hodrick #281993#29, and Domowitz and Hakkio #281985#29, #0Cnd only weak support for the inclusion of the conditional exchange rate volatility in the exchange rate drift. The evidence presented in Table4 and in Figure 5 is much stronger for two reasons. We impose an economic model, which implies a speci#0Cc functional form for the drift, and we observe the instantaneous volatility of the exchange rate, rather than infer it with error from observed changes in the exchange rate.... In PAGE 28: ... 4.3 Implications for Currency Markets With time-varying market price of currency risk #28model D in Table4 #29 and time-varying correlation between innovations to the log exchange rate and innovations to its volatility #28model B in Table 6#29, our estimated model is: dr t =0:240 , 0:034 , r t #01 dt +0:047 p r t dW t ; dr t #03 =1:069 , 0:070 , r t #03 #01 dt +0:093 p r t #03 dW t #03 ; #2842#29 de t = h , r t , r t #03 #01 + #10 , 4:063 , 29:817v t #01 + , , 0:230 #01, , 0:194 #01 p r t #11 v t , 1 2 v t 2 i dt + v t dX t ; dv t =4:073 , 0:102 , v t #01 dt +0:305 p v t dY t ; where Corr 2 6 6 6 6 4 dW t dW t #03 dX t dY t 3 7 7 7 7 5 = 2 6 6 6 6 4 1:000 ,0:205 1:000 ,0:230 0:056 1:000 0:059 ,0:006 #1A xy 1:000 3 7 7 7 7 5 #2843#29 and #1A xy =2 exp #08 1:573 , 3:217e t #09 1 + exp #08 1:573 , 3:217e t #09 , 1: #2844#29 This model has some interesting implications for the currency spot and options markets. 4.... ..."

### Table 1: Algebraic Laws of Time-Varying Relations

1995

"... In PAGE 13: ... In particular, lt; satis es all of the criteria (1) through (6) outlined in section 1 for temporal algebras, and some other criteria of McKenzie and Snodgrass [26]. Table1 brie y summarizes some of the algebraic laws involving pointwise and temporal operators [27]. The distributive laws reinforce the fact that operators like ~ \ are pointwise.... ..."

Cited by 1