Queueing delay - error probability tradeoff for point-to-point channels with fixed length block codes

We study the tradeoff between the average error probability and the average queueing delay of messages which randomly arrive to the transmitter of a point-to-point discrete memoryless channel that uses variable rate fixed codeword length random coding. Bounds to the exponential decay rate of the average error probability with average queueing delay in the regime of large average delay are obtained. Upper and lower bounds to the optimal average delay for a given average error probability constraint are presented. We then formulate a constrained Markov decision problem for characterizing the rate of transmission as a function of queue size given an average error probability constraint. Using a Lagrange multiplier the constrained Markov decision problem is then converted to a problem of minimizing the average cost for a Markov decision problem. A simple heuristic policy is proposed which approximately achieves the optimal average cost.

Effects of initial height on the steady-state persistence probability of linear growth models

The effects of the initial height on the temporal persistence probability of steady-state height fluctuations in up-down symmetric linear models of surface growth are investigated. We study the (1 + 1)-dimensional Family model and the (1 + 1)-and (2 + 1)-dimensional larger curvature (LC) model. Both the Family and LC models have up-down symmetry, so the positive and negative persistence probabilities in the steady state, averaged over all values of the initial height h(0), are equal to each other. However, these two probabilities are not equal if one considers a fixed nonzero value of h(0). Plots of the positive persistence probability for negative initial height versus time exhibit power-law behavior if the magnitude of the initial height is larger than the interface width at saturation. By symmetry, the negative persistence probability for positive initial height also exhibits the same behavior. The persistence exponent that describes this power-law decay decreases as the magnitude of the initial height is increased. The dependence of the persistence probability on the initial height, the system size, and the discrete sampling time is found to exhibit scaling behavior.

SEP-Optimal Transmit Power Policy for Peak Power and Interference Outage Probability Constrained Underlay Cognitive Radios

In underlay cognitive radio (CR), a secondary user (SU) can transmit concurrently with a primary user (PU) provided that it does not cause excessive interference at the primary receiver (PRx). The interference constraint fundamentally changes how the SU transmits, and makes link adaptation in underlay CR systems different from that in conventional wireless systems. In this paper, we develop a novel, symbol error probability (SEP)-optimal transmit power adaptation policy for an underlay CR system that is subject to two practically motivated constraints, namely, a peak transmit power constraint and an interference outage probability constraint. For the optimal policy, we derive its SEP and a tight upper bound for MPSK and MQAM constellations when the links from the secondary transmitter (STx) to its receiver and to the PRx follow the versatile Nakagami-m fading model. We also characterize the impact of imperfectly estimating the STx-PRx link on the SEP and the interference. Extensive simulation results are presented to validate the analysis and evaluate the impact of the constraints, fading parameters, and imperfect estimates.

Bit Error Probability Analysis of SSK in DF Relaying with Threshold-Based Best Relay Selection and Selection Combining

In this letter, we analyze the end-to-end average bit error probability (ABEP) of space shift keying (SSK) in cooperative relaying with decode-and-forward (DF) protocol, considering multiple relays with a threshold based best relay selection, and selection combining of direct and relayed paths at the destination. We derive an exact analytical expression for the end-to-end ABEP in closed-form for binary SSK, where analytical results agree with simulation results. For non-binary SSK, approximate analytical and simulation results are presented.

AN OPTIMUM SHRINKAGE ESTIMATOR BASED ON MINIMUM-PROBABILITY-OF-ERROR CRITERION AND APPLICATION TO SIGNAL DENOISING

We address the problem of designing an optimal pointwise shrinkage estimator in the transform domain, based on the minimum probability of error (MPE) criterion. We assume an additive model for the noise corrupting the clean signal. The proposed formulation is general in the sense that it can handle various noise distributions. We consider various noise distributions (Gaussian, Student's-t, and Laplacian) and compare the denoising performance of the estimator obtained with the mean-squared error (MSE)-based estimators. The MSE optimization is carried out using an unbiased estimator of the MSE, namely Stein's Unbiased Risk Estimate (SURE). Experimental results show that the MPE estimator outperforms the SURE estimator in terms of SNR of the denoised output, for low (0 -10 dB) and medium values (10 - 20 dB) of the input SNR.

Minimum-Error-Probability CFO Estimation for Multiuser MIMO-OFDM Systems

We consider carrier frequency offset (CFO) estimation in the context of multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) systems over noisy frequency-selective wireless channels with both single- and multiuser scenarios. We conceived a new approach for parameter estimation by discretizing the continuous-valued CFO parameter into a discrete set of bins and then invoked detection theory, analogous to the minimum-bit-error-ratio optimization framework for detecting the finite-alphabet received signal. Using this radical approach, we propose a novel CFO estimation method and study its performance using both analytical results and Monte Carlo simulations. We obtain expressions for the variance of the CFO estimation error and the resultant BER degradation with the single- user scenario. Our simulations demonstrate that the overall BER performance of a MIMO-OFDM system using the proposed method is substantially improved for all the modulation schemes considered, albeit this is achieved at increased complexity.

Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

A queuing approach for inventory planning with batch ordering in multi-echelon supply chains

This paper presents stylized models for conducting performance analysis of the manufacturing supply chain network (SCN) in a stochastic setting for batch ordering. We use queueing models to capture the behavior of SCN. The analysis is clubbed with an inventory optimization model, which can be used for designing inventory policies . In the first case, we model one manufacturer with one warehouse, which supplies to various retailers. We determine the optimal inventory level at the warehouse that minimizes total expected cost of carrying inventory, back order cost associated with serving orders in the backlog queue, and ordering cost. In the second model we impose service level constraint in terms of fill rate (probability an order is filled from stock at warehouse), assuming that customers do not balk from the system. We present several numerical examples to illustrate the model and to illustrate its various features. In the third case, we extend the model to a three-echelon inventory model which explicitly considers the logistics process.

Probabilistic seismic hazard analysis for Bangalore

This article presents the results of probabilistic seismic hazard analysis (PSHA) for Bangalore, South India. Analyses have been carried out considering the seismotectonic parameters of the region covering a radius of 350 km keeping Bangalore as the center. Seismic hazard parameter `b' has been evaluated considering the available earthquake data using (1) Gutenberg-Richter (G-R) relationship and (2) Kijko and Sellevoll (1989, 1992) method utilizing extreme and complete catalogs. The `b' parameter was estimated to be 0.62 to 0.98 from G-R relation and 0.87 +/- A 0.03 from Kijko and Sellevoll method. The results obtained are a little higher than the `b' values published earlier for southern India. Further, probabilistic seismic hazard analysis for Bangalore region has been carried out considering six seismogenic sources. From the analysis, mean annual rate of exceedance and cumulative probability hazard curve for peak ground acceleration (PGA) and spectral acceleration (Sa) have been generated. The quantified hazard values in terms of the rock level peak ground acceleration (PGA) are mapped for 10% probability of exceedance in 50 years on a grid size of 0.5 km x 0.5 km. In addition, Uniform Hazard Response Spectrum (UHRS) at rock level is also developed for the 5% damping corresponding to 10% probability of exceedance in 50 years. The peak ground acceleration (PGA) value of 0.121 g obtained from the present investigation is slightly lower (but comparable) than the PGA values obtained from the deterministic seismic hazard analysis (DSHA) for the same area. However, the PGA value obtained in the current investigation is higher than PGA values reported in the global seismic hazard assessment program (GSHAP) maps of Bhatia et al. (1999) for the shield area.

Statistical analysis of the position of the monsoon trough

Using surface charts at 0330GMT, the movement df the monsoon trough during the months June to September 1990 al two fixed longitudes, namely 79 degrees E and 85 degrees E, is studied. The probability distribution of trough position shows that the median, mean and mode occur at progressively more northern latitudes, especially at 85 degrees E, with a pronounced mode that is close to the northern-most limit reached by the trough. A spectral analysis of the fluctuating latitudinal position of the trough is carried out using FFT and the Maximum Entropy Method (MEM). Both methods show significant peaks around 7.5 and 2.6 days, and a less significant one around 40-50 days. The two peaks at the shorter period are more prominent at the eastern longitude. MEM shows an additional peak around 15 days. A study of the weather systems that occurred during the season shows them to have a duration around 3 days and an interval between systems of around 9 days, suggesting a possible correlation with the dominant short periods observed in the spectrum of trough position.

A Quasi-Newton Adaptive Algorithm for Generalized Symmetric Eigenvalue Problem

In this paper, we first recast the generalized symmetric eigenvalue problem, where the underlying matrix pencil consists of symmetric positive definite matrices, into an unconstrained minimization problem by constructing an appropriate cost function, We then extend it to the case of multiple eigenvectors using an inflation technique, Based on this asymptotic formulation, we derive a quasi-Newton-based adaptive algorithm for estimating the required generalized eigenvectors in the data case. The resulting algorithm is modular and parallel, and it is globally convergent with probability one, We also analyze the effect of inexact inflation on the convergence of this algorithm and that of inexact knowledge of one of the matrices (in the pencil) on the resulting eigenstructure. Simulation results demonstrate that the performance of this algorithm is almost identical to that of the rank-one updating algorithm of Karasalo. Further, the performance of the proposed algorithm has been found to remain stable even over 1 million updates without suffering from any error accumulation problems.

Reservoir Operation for Hydropower Optimization: A Chance-Constrained Approach

This paper presents a chance-constrained linear programming formulation for reservoir operation of a multipurpose reservoir. The release policy is defined by a chance constraint that the probability of irrigation release in any period equalling or exceeding the irrigation demand is at least equal to a specified value P (called reliability level). The model determines the maximum annual hydropower produced while meeting the irrigation demand at a specified reliability level. The model considers variation in reservoir water level elevation and also the operating range within which the turbine operates. A linear approximation for nonlinear power production function is assumed and the solution obtained within a specified tolerance limit. The inflow into the reservoir is considered random. The chance constraint is converted into its deterministic equivalent using a linear decision rule and inflow probability distribution. The model application is demonstrated through a case study.

Precipitation In Small Systems--II. Mean Field Equations More Effective Than Population Balance

Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

A probabilistic constrained nonlinear optimization framework to optimize RED parameters

The random early detection (RED) technique has seen a lot of research over the years. However, the functional relationship between RED performance and its parameters viz,, queue weight (omega(q)), marking probability (max(p)), minimum threshold (min(th)) and maximum threshold (max(th)) is not analytically availa ble. In this paper, we formulate a probabilistic constrained optimization problem by assuming a nonlinear relationship between the RED average queue length and its parameters. This problem involves all the RED parameters as the variables of the optimization problem. We use the barrier and the penalty function approaches for its Solution. However (as above), the exact functional relationship between the barrier and penalty objective functions and the optimization variable is not known, but noisy samples of these are available for different parameter values. Thus, for obtaining the gradient and Hessian of the objective, we use certain recently developed simultaneous perturbation stochastic approximation (SPSA) based estimates of these. We propose two four-timescale stochastic approximation algorithms based oil certain modified second-order SPSA updates for finding the optimum RED parameters. We present the results of detailed simulation experiments conducted over different network topologies and network/traffic conditions/settings, comparing the performance of Our algorithms with variants of RED and a few other well known adaptive queue management (AQM) techniques discussed in the literature.

Axially homogeneous, zero mean flow buoyancy-driven turbulence in a vertical pipe

We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter = 9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 10(8). Under these conditions the convection is turbulent, and the time-averaged velocity at any point is `zero'. The Reynolds number based on the Taylor microscale, Re-lambda, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6-7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as (RaSc1/2)-Sc-1/2, and the Reynolds number would scale as (RaSc-1/2)-Sc-1/2. The velocity and the flux measurements appear to be consistent with the Ra-1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are Much higher compared to what would be obtained in Rayleigh-Benard (R-B) convection for similar density differences.