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where P is permutation matrix and D(z) = diag{D1 (z), D2 (z), . . . , Dn (z)} is a diagonal matrix in polynomials of z 1 . At this stage the output signals will be mutually independent and each individual output signal will be a ltered version of one source signal. So, to recover the original sources, a blind equalization of each channel is necessary. In other words, we need only to apply single channel equalization methods, such as the natural gradient approach or Bussgang methods, to obtain the temporarily i.i.d. recovered signals. The question here is whether a set of matrices = {A, B, C, D} exists in the demixing model (11.3) and (11.4), such that its transfer function W(z) satis es (11.75). The answer is a rmative under some weak conditions. Suppose that there is a stable inverse lter W (z) of H(z) in the sense of (11.75). Since W (z) is a rational polynomial of z 1 , we know that there is a state-space realization [A , B , C , D ] of W (z). Then, we rewrite W (z) as W (z) = D + C (z I A ) 1 B

One family vacation a year cannot compare with the value of spending a consistent amount of time with your spouse and children each weekend or each day Consistent behavior is less dramatic, perhaps, but more productive than big hits And that s especially true with investing Why Because the market is pretty darn ef cient If a stock or certain group of stocks becomes extremely highly valued the big hit it s usually got more to do with that pile-on effect Dalbar s Louis Harvey mentioned earlier than actual business fundamentals When something seems like it s got big-hit potential, everybody piles on At the rst sign of trouble, they pile on out Most investors are like my friend Debbie with her $50,000 they don t get out fast enough and are left with little to show for their efforts.

12 7

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Naturally, the granularity of your top-level test suite should be your entire application. It should be composed of layer-specific test suites, one for each layer except presentation. You may also wish to include test suites for layerindependent code. Within a given layer s test suite, you ll probably reference test suites on a class-by-class basis. When it comes to ordering TestSuites within a containing TestSuite, keep two things in mind. First, one of the philosophical principles of JUnit is that every test should be independent from every other test. Therefore you shouldn t attempt to construct an ordering in which one test depends for its initial state on results left by a preceding test. Second, at the top level of granularity, you may wish to order your TestSuites from lowest layer of architecture to highest layer, on the assumption that failures in lower layers will probably cause failures in higher layers so when you read the output of running the top-level TestSuite, you ll probably see root cause failures first among multiple failures (assuming you read from top to bottom). The template TestSuite classes shown in the following code block reflect this approach to test suite composition.

That s why it s better to shoot for consistent results rather than big hits How can you apply a belief in consistency to your own investing game plan Consistent behavior takes many forms One example is what s called rebalancing Say you make a decision that as part of your game plan you are going to invest 5 percent of your funds in a large-cap growth mutual fund If six months later that 5 percent has grown to 15 percent, while your view of the fund category is essentially the same, then consistent behavior would mean you d sell a portion of that position to bring your exposure back down toward 5 percent There are other ways of staying consistent: saving a certain amount of income each month, or automatically investing a portion of your earnings every quarter, or reviewing your portfolio thoroughly, twice a year.

The weighted average return is given by the formula: ReturnPortfolio = (wA ReturnA) + (wB ReturnB) = (90% 10%) + (10% 10%) = 100% The weighted standard deviation or volatility of returns is given by the formula:

(10:38)

The key is to create a structure for your investing habits so that you don t.

Figure 4-27

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