– In 1983, Welch, L.R. and Berlekamp, E.R. introduced a new key equation based on rational interpolation for algebraically decoding Reed-Solomon (RS) codes over finite fields. A key feature of their so-called remainder decoding approach is that the computation of the syndrome vector corresponding to a given received word is not needed. For long codes, this implies significant computational savi...

This paper is an expanded and more detailed version of the work [1] in which the Operator Quantum Error Correction protocol was introduced. This is a new scheme for the error correction of quantum operations that incorporates the known techniques — i.e. the standard error correction model, the method of decoherence-free subspaces, and the noiseless subsystem method— as special cases, and relies...

This manuscript describes a new type Ka-band airborne double-antenna microwave radiometer (ADAMR) designed for detecting atmospheric supercooled water content (SCWC). The source of the measurement error is investigated by analyzing the model of the system gain factor and the principle of the auto-gain compensative technique utilized in the radiometer. Then, a multipoint temperature correction m...

Coriolis mass flow meters are one of the most accurate tools to measure the mass flow in the industry. However, two-phase mode (gas-liquid) may cause severe operating difficulties as well as decreasing certitude in measurement. This paper presents a method based on fuzzy systems to correct the error and improve the reliability of these sensors in the presence of two-phase model fluid. Definite ...

We develop a test for the linear no cointegration null hypothesis in a threshold vector error correction model. We adopt a sup-Wald type test and derive its null asymptotic distribution. A residual-based bootstrap is proposed, and the first-order consistency of the bootstrap is established. A set of Monte Carlo simulations shows that the bootstrap corrects size distortion of asymptotic distribu...

In order to describe the comovements in both conditional mean and conditional variance of high dimensional nonstationary time series by dimension reduction, we introduce the conditional heteroscedasticity with factor structure to the error correction model. The new model is called the error correction–volatility factor model. Some specification and estimation approaches are developed. In partic...