103 resultados para Sparse time-varying VAR models
Resumo:
We present an extrema based unwarping technique for signals with time-varying periodicity. We show that for arbitrary variation of pitch periodicity in speech signal,the unwarping technique maps the signals to periodic signals which enable eficient estimation of periodicity. We demonstrate the e�ectiveness of the new technique using both synthetic and real speech signals.
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The problem of developing L2-stability criteria for feedback systems with a single time-varying gain, which impose average variation constraints on the gain is treated. A unified approach is presented which facilitates the development of such average variation criteria for both linear and nonlinear systems. The stability criteria derived here are shown to be more general than the existing results.
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A class of linear time-varying discrete systems is considered, and closed-form solutions are obtained in different cases. Some comments on stability are also included.
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Receive antenna selection (AS) has been shown to maintain the diversity benefits of multiple antennas while potentially reducing hardware costs. However, the promised diversity gains of receive AS depend on the assumptions of perfect channel knowledge at the receiver and slowly time-varying fading. By explicitly accounting for practical constraints imposed by the next-generation wireless standards such as training, packetization and antenna switching time, we propose a single receive AS method for time-varying fading channels. The method exploits the low training overhead and accuracy possible from the use of discrete prolate spheroidal (DPS) sequences based reduced rank subspace projection techniques. It only requires knowledge of the Doppler bandwidth, and does not require detailed correlation knowledge. Closed-form expressions for the channel prediction and estimation error as well as symbol error probability (SEP) of M-ary phase-shift keying (MPSK) for symbol-by-symbol receive AS are also derived. It is shown that the proposed AS scheme, after accounting for the practical limitations mentioned above, outperforms the ideal conventional single-input single-output (SISO) system with perfect CSI and no AS at the receiver and AS with conventional estimation based on complex exponential basis functions.
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Training for receive antenna selection (AS) differs from that for conventional multiple antenna systems because of the limited hardware usage inherent in AS. We analyze and optimize the performance of a novel energy-efficient training method tailored for receive AS. In it, the transmitter sends not only pilots that enable the selection process, but also an extra pilot that leads to accurate channel estimates for the selected antenna that actually receives data. For time-varying channels, we propose a novel antenna selection rule and prove that it minimizes the symbol error probability (SEP). We also derive closed-form expressions for the SEP of MPSK, and show that the considered training method is significantly more energy-efficient than the conventional AS training method.
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This paper proposes an algorithm for joint data detection and tracking of the dominant singular mode of a time varying channel at the transmitter and receiver of a time division duplex multiple input multiple output beamforming system. The method proposed is a modified expectation maximization algorithm which utilizes an initial estimate to track the dominant modes of the channel at the transmitter and the receiver blindly; and simultaneously detects the un known data. Furthermore, the estimates are constrained to be within a confidence interval of the previous estimate in order to improve the tracking performance and mitigate the effect of error propagation. Monte-Carlo simulation results of the symbol error rate and the mean square inner product between the estimated and the true singular vector are plotted to show the performance benefits offered by the proposed method compared to existing techniques.
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Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an ``adaptive threshold,'' i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.
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Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.
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Single receive antenna selection (AS) is a popular method for obtaining diversity benefits without the additional costs of multiple radio receiver chains. Since only one antenna receives at any time, the transmitter sends a pilot multiple times to enable the receiver to estimate the channel gains of its N antennas to the transmitter and select an antenna. In time-varying channels, the channel estimates of different antennas are outdated to different extents. We analyze the symbol error probability (SEP) in time-varying channels of the N-pilot and (N+1)-pilot AS training schemes. In the former, the transmitter sends one pilot for each receive antenna. In the latter, the transmitter sends one additional pilot that helps sample the channel fading process of the selected antenna twice. We present several new results about the SEP, optimal energy allocation across pilots and data, and optimal selection rule in time-varying channels for the two schemes. We show that due to the unique nature of AS, the (N+1)-pilot scheme, despite its longer training duration, is much more energy-efficient than the conventional N-pilot scheme. An extension to a practical scenario where all data symbols of a packet are received by the same antenna is also investigated.
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In this paper we propose a linear time-varying model for diphthong synthesis based on linear interpolation of formant frequencies. We, thence, determine the timbre just-noticeable difference (JND) for diphthong /a I/ (as in ‘buy’) with a constant pitch excitation through perception experiment involving four listeners and explore the phonetic JND of the diphthong. Their JND responses are determined using 1-up-3-down procedure. Using the experimental data, we map the timbre JND and phonetic JND onto a 2-D region of percentage change of formant glides. The timbre and phonetic JND contours for constant pitch show that the phonetic JND region encloses timbre JND region and also varies across listeners. The JND is observed to be more sensitive to ending vowel /I/ than starting vowel /a/ in some listeners and dependent on the direction of perturbation of starting and ending vowels.
Resumo:
Single receive antenna selection (AS) allows single-input single-output (SISO) systems to retain the diversity benefits of multiple antennas with minimum hardware costs. We propose a single receive AS method for time-varying channels, in which practical limitations imposed by next-generation wireless standards such as training, packetization and antenna switching time are taken into account. The proposed method utilizes low-complexity subspace projection techniques spanned by discrete prolate spheroidal (DPS) sequences. It only uses Doppler bandwidth knowledge, and does not need detailed correlation knowledge. Results show that the proposed AS method outperforms ideal conventional SISO systems with perfect CSI but no AS at the receiver and AS using the conventional Fourier estimation/prediction method. A closed-form expression for the symbol error probability (SEP) of phase-shift keying (MPSK) with symbol-by-symbol receive AS is derived.
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We investigate the evolution of polymer structure and its influence on uniaxial anisotropic stress under time-varying uniaxial strain, and the role of external control variables such as temperature, strain rate, chain length, and density, using molecular dynamics simulation. At temperatures higher than glass transition, stress anisotropy in the system is reduced even though the bond stretch is greater at higher temperatures. There is a significant increase in the stress level with increasing density. At higher densities, the uncoiling of the chains is suppressed and the major contribution to the deformation is by internal deformation of the chains. At faster rates of loading stress anisotropy increases. The deformation mechanism is mostly due to bond stretch and bond bending rather than overall shape and size. Stress levels increase with longer chain length. There is a critical value of the functionality of the cross-linkers beyond which the uniaxial stress developed increases caused primarily by bond stretching due to increased constraint on the motion of the monomers. Stacking of the chains in the system also plays a dominant role in the behaviour in terms of excluded volume interactions. Low density, high temperature, low values of functionality of cross-linkers, and short chain length facilitate chain uncoiling and chain slipping in cross-linked polymers.
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This paper proposes a variation of the pure proportional navigation guidance law, called augmented pure proportional navigation, to account for target maneuvers, in a realistic nonlinear engagement geometry, and presents its capturability analysis. These results are in contrast to most work in the literature on augmented proportional navigation laws that consider a linearized geometry imposed upon the true proportional navigation guidance law. Because pure proportional navigation guidance law is closer to a realistic implementation of proportional navigation than true proportional navigation law, and any engagement process is predominantly nonlinear, the results obtained in this paper are more realistic than any available in the literature. Sufficient conditions on speed ratio, navigation gain, and augmentation parameter for capturability, and boundedness of lateral acceleration, against targets executing piecewise continuous maneuvers with time, are obtained. Further, based on a priori knowledge of the maximum maneuver capability of the target, a significant simplification of the guidance law is proposed in this paper. The proposed guidance law is also shown to require a shorter time of interception than standard pure proportional navigation and augmented proportional navigation. To remove chattering in the interceptor maneuver at the end phase of the engagement, a hybrid guidance law using augmented pure proportional navigation and pure proportional navigation is also proposed. Finally, the guaranteed capture zones of standard and augmented pure proportional navigation guidance laws against maneuvering targets are analyzed and compared in the normalized relative velocity space. It is shown that the guaranteed capture zone expands significantly when augmented pure proportional navigation is used instead of pure proportional navigation. Simulation results are given to support the theoretical findings.