Stochastic analysis of epidemics on adaptive time varying networks

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.

Training for Antenna Selection in Time-Varying Channels: Optimal Selection, Energy Allocation, and Energy Efficiency Evaluation

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 In time-varying channels, the channel estimates of different antennas are outdated to different extents.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.

Estimation of Probabilistic Bounds on Phase CPI and Relevance in WCET Analysis

Estimating program worst case execution time(WCET) accurately and efficiently is a challenging task. Several programs exhibit phase behavior wherein cycles per instruction (CPI) varies in phases during execution. Recent work has suggested the use of phases in such programs to estimate WCET with minimal instrumentation. However the suggested model uses a function of mean CPI that has no probabilistic guarantees. We propose to use Chebyshev's inequality that can be applied to any arbitrary distribution of CPI samples, to probabilistically bound CPI of a phase. Applying Chebyshev's inequality to phases that exhibit high CPI variation leads to pessimistic upper bounds. We propose a mechanism that refines such phases into sub-phases based on program counter(PC) signatures collected using profiling and also allows the user to control variance of CPI within a sub-phase. We describe a WCET analyzer built on these lines and evaluate it with standard WCET and embedded benchmark suites on two different architectures for three chosen probabilities, p={0.9, 0.95 and 0.99}. For p= 0.99, refinement based on PC signatures alone, reduces average pessimism of WCET estimate by 36%(77%) on Arch1 (Arch2). Compared to Chronos, an open source static WCET analyzer, the average improvement in estimates obtained by refinement is 5%(125%) on Arch1 (Arch2). On limiting variance of CPI within a sub-phase to {50%, 10%, 5% and 1%} of its original value, average accuracy of WCET estimate improves further to {9%, 11%, 12% and 13%} respectively, on Arch1. On Arch2, average accuracy of WCET improves to 159% when CPI variance is limited to 50% of its original value and improvement is marginal beyond that point.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Dynamic state estimation for identifying earthquake support motions in instrumented structures

The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Antenna selection for time-varying channels based on slepian subspace projections

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.

Channel estimation at the transmitter in a reciprocal MIMO spatial multiplexing system

This paper considers the problem of channel estimation at the transmitter in a spatial multiplexing-based Time Division Duplex (TDD) Multiple Input Multiple Output (MIMO) system with perfect CSIR. A novel channel-dependent Reverse Channel Training (RCT) sequence is proposed, using which the transmitter estimates the beamforming vectors for forward link data transmission. This training sequence is designed based on the following two metrics: (i) a capacity lower bound, and (ii) the mean square error in the estimate. The performance of the proposed training scheme is analyzed and is shown to significantly outperform the conventional orthogonal RCT sequence. Also, in the case where the transmitter uses water-filling power allocation for data transmission, a novel RCT sequence is proposed and optimized with respect to the MSE in estimating the transmit covariance matrix.

Modeling Time-Varying Aggregate Interference in Cognitive Radio Systems, and Application to Primary Exclusive Zone Design

Accurately characterizing the time-varying interference caused to the primary users is essential in ensuring a successful deployment of cognitive radios (CR). We show that the aggregate interference at the primary receiver (PU-Rx) from multiple, randomly located cognitive users (CUs) is well modeled as a shifted lognormal random process, which is more accurate than the lognormal and the Gaussian process models considered in the literature, even for a relatively dense deployment of CUs. It also compares favorably with the asymptotically exact stable and symmetric truncated stable distribution models, except at high CU densities. Our model accounts for the effect of imperfect spectrum sensing, which depends on path-loss, shadowing, and small-scale fading of the link from the primary transmitter to the CU; the interweave and underlay modes or CR operation, which determine the transmit powers of the CUs; and time-correlated shadowing and fading of the links from the CUs to the PU-Rx. It leads to expressions for the probability distribution function, level crossing rate, and average exceedance duration. The impact of cooperative spectrum sensing is also characterized. We validate the model by applying it to redesign the primary exclusive zone to account for the time-varying nature of interference.

Generalized State Estimation and Model Predictive Guidance for Spiraling and Ballistic Targets

An extended Kalman filter based generalized state estimation approach is presented in this paper for accurately estimating the states of incoming high-speed targets such as ballistic missiles. A key advantage of this nine-state problem formulation is that it is very much generic and can capture spiraling as well as pure ballistic motion of targets without any change of the target model and the tuning parameters. A new nonlinear model predictive zero-effort-miss based guidance algorithm is also presented in this paper, in which both the zero-effort-miss as well as the time-to-go are predicted more accurately by first propagating the nonlinear target model (with estimated states) and zero-effort interceptor model simultaneously. This information is then used for computing the necessary lateral acceleration. Extensive six-degrees-of-freedom simulation experiments, which include noisy seeker measurements, a nonlinear dynamic inversion based autopilot for the interceptor along with appropriate actuator and sensor models and magnitude and rate saturation limits for the fin deflections, show that near-zero miss distance (i.e., hit-to-kill level performance) can be obtained when these two new techniques are applied together. Comparison studies with an augmented proportional navigation based guidance shows that the proposed model predictive guidance leads to a substantial amount of conservation in the control energy as well.

Discrete time second order sliding mode observer for uncertain linear multi-output system

This paper presents a second order sliding mode observer (SOSMO) design for discrete time uncertain linear multi-output system. The design procedure is effective for both matched and unmatched bounded uncertainties and/or disturbances. A second order sliding function and corresponding sliding manifold for discrete time system are defined similar to the lines of continuous time counterpart. A boundary layer concept is employed to avoid switching across the defined sliding manifold and the sliding trajectory is confined to a boundary layer once it converges to it. The condition for existence of convergent quasi-sliding mode (QSM) is derived. The observer estimation errors satisfying given stability conditions converge to an ultimate finite bound (within the specified boundary layer) with thickness O(T-2) where T is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The design strategy is very simple to apply and is demonstrated for three examples with different class of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results to show the robustness with respect to the measurement noise are given for SOSMO and the performance is compared with pseudo-linear Kalman filter (PLKF). (C) 2013 Published by Elsevier Ltd. on behalf of The Franklin Institute

Signal tracking approach for phase estimation in digital holographic interferometry

In this research work, we introduce a novel approach for phase estimation from noisy reconstructed interference fields in digital holographic interferometry using an unscented Kalman filter. Unlike conventionally used unwrapping algorithms and piecewise polynomial approximation approaches, this paper proposes, for the first time to the best of our knowledge, a signal tracking approach for phase estimation. The state space model derived in this approach is inspired from the Taylor series expansion of the phase function as the process model, and polar to Cartesian conversion as the measurement model. We have characterized our approach by simulations and validated the performance on experimental data (holograms) recorded under various practical conditions. Our study reveals that the proposed approach, when compared with various phase estimation methods available in the literature, outperforms at lower SNR values (i.e., especially in the range 0-20 dB). It is demonstrated with experimental data as well that the proposed approach is a better choice for estimating rapidly varying phase with high dynamic range and noise. (C) 2014 Optical Society of America

Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

OFDM-Aided Differential Space-Time Shift Keying Using Iterative Soft Multiple-Symbol Differential Sphere Decoding

Soft-decision multiple-symbol differential sphere decoding (MSDSD) is proposed for orthogonal frequency-division multiplexing (OFDM)-aided differential space-time shift keying (DSTSK)-aided transmission over frequency-selective channels. Specifically, the DSTSK signaling blocks are generated by the channel-encoded source information and the space-time (ST) blocks are appropriately mapped to a number of OFDM subcarriers. After OFDM demodulation, the DSTSK signal is noncoherently detected by our soft-decision MSDSD detector. A novel soft-decision MSDSD detector is designed, and the associated decision rule is derived for the DSTSK scheme. Our simulation results demonstrate that an SNR reduction of 2 dB is achieved by the proposed scheme using an MSDSD window size of N-w = 4 over the conventional soft-decision-aided differential detection benchmarker, while communicating over dispersive channels and dispensing with channel estimation (CE).

MULTI-PITCH TRACKING USING GAUSSIAN MIXTURE MODEL WITH TIME VARYING PARAMETERS AND GRATING COMPRESSION TRANSFORM

Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.

TIME VARYING LINEAR PREDICTION USING SPARSITY CONSTRAINTS

Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.