Analysis of randomly time varying systems by gaussian closure technique

The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.

A differential transformation technique for the analysis of a class of non-linear time varying systems

The scope of the differential transformation technique, developed earlier for the study of non-linear, time invariant systems, has been extended to the domain of time-varying systems by modifications to the differential transformation laws proposed therein. Equivalence of a class of second-order, non-linear, non-autonomous systems with a linear autonomous model of second order is established through these transformation laws. The feasibility of application of this technique in obtaining the response of such non-linear time-varying systems is discussed.

On the L2 stability of linear multidimensional time varying systems

This paper analyzes the L2 stability of solutions of systems with time-varying coefficients of the form [A + C(t)]x′ = [B + D(t)]x + u, where A, B, C, D are matrices. Following proof of a lemma, the main result is derived, according to which the system is L2 stable if the eigenvalues of the coefficient matrices are related in a simple way. A corollary of the theorem dealing with small periodic perturbations of constant coefficient systems is then proved. The paper concludes with two illustrative examples, both of which deal with the attitude dynamics of a rigid, axisymmetric, spinning satellite in an eccentric orbit, subject to gravity gradient torques.

Bounded-input/bounded-output stability of linear multidimensional time- varying systems

The present study of the stability of systems governed by a linear multidimensional time-varying equation, which are encountered in spacecraft dynamics, economics, demographics, and biological systems, gives attention the lemma dealing with L(inf) stability of an integral equation that results from the differential equation of the system under consideration. Using the proof of this lemma, the main result on L(inf) stability is derived according; a corollary of the theorem deals with constant coefficient systems perturbed by small periodic terms. (O.C.)

Some recent results on the stability of linear time varying systems

Some theorems derived recently by the authors on the stability of multidimensional linear time varying systems are reported in this paper. To begin with, criteria based on Liapunov�s direct method are stated. These are followed by conditions on the asymptotic behaviour and boundedness of solutions. Finally,L 2 andL ? stabilities of these systems are discussed. In conclusion, mention is made of some of the problems in aerospace engineering to which these theorems have been applied.

Asymptotic behaviour and boundedness of linear systems with time varying coefficients

Motivated by developments in spacecraft dynamics, the asymptotic behaviour and boundedness of solution of a special class of time varying systems in which each term appears as the sum of a constant and a time varying part, are analysed in this paper. It is not possible to apply standard textbook results to such systems, which are originally in second order. Some of the existing results are reformulated. Four theorems which explore the relations between the asymptotic behaviour/boundedness of the constant coefficient system, obtained by equating the time varying terms to zero, to the corresponding behaviour of the time varying system, are developed. The results show the behaviour of the two systems to be intimately related, provided the solutions of the constant coefficient system approach zero are bounded for large values of time, and the time varying terms are suitably restrained. Two problems are tackled using these theorems.

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.

Average variation L2-stability criteria for time-varying feedback systems-A unified approach

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.

Class of linear time-varying discrete systems

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.

Joint data detection and dominant singular mode estimation in time varying reciprocal MIMO systems

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.

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.

On various types of decoupling for time-varying system

This paper deals with the problem of decoupling a class of linear time-varying multi-variable systems, based on the defining property that the impulse response matrix of a decoupled system is diagonal. Depending on the properties of the coefficient matrices of the vector differential equation of the open-loop system, the system may be uniformly or totally decoupled. The necessary and sufficient conditions that permit a system to be uniformly or totally decoupled by state variable feedback are given. The main contribution of this paper is the precise definition of these two classes of decoupling and a rigorous derivation of the necessary and sufficient conditions which show the necessity of requiring that the system be of constant ordered rank with respect to observability. A simple example illustrates the importance of having several definitions of decoupling. Finally, the results are specialized to the case of time invariant systems.

Optimal Receive Antenna Selection in Time-Varying Fading Channels with Practical Training Constraints

Hardware constraints, which motivate receive antenna selection, also require that various antenna elements at the receiver be sounded sequentially to obtain estimates required for selecting the `best' antenna and for coherently demodulating data thereafter. Consequently, the channel state information at different antennas is outdated by different amounts and corrupted by noise. We show that, for this reason, simply selecting the antenna with the highest estimated channel gain is not optimum. Rather, a preferable strategy is to linearly weight the channel estimates of different antennas differently, depending on the training scheme. We derive closed-form expressions for the symbol error probability (SEP) of AS for MPSK and MQAM in time-varying Rayleigh fading channels for arbitrary selection weights, and validate them with simulations. We then characterize explicitly the optimal selection weights that minimize the SEP. We also consider packet reception, in which multiple symbols of a packet are received by the same antenna. New suboptimal, but computationally efficient weighted selection schemes are proposed for reducing the packet error rate. The benefits of weighted selection are also demonstrated using a practical channel code used in third generation cellular systems. Our results show that optimal weighted selection yields a significant performance gain over conventional unweighted selection.

On Training and Training Voids for Receive Antenna Subset Selection in Time-Varying Channels

Antenna selection (AS) provides most of the benefits of multiple-antenna systems at drastically reduced hardware costs. In receive AS, the receiver connects a dynamically selected subset of N available antennas to the L available RF chains. The "best" subset to be used for data reception is determined by means of channel estimates acquired using training sequences. Due to the nature of AS, the channel estimates at different antennas are obtained from different transmissions of the pilot sequence, and are, thus, outdated by different amounts in a time-varying channel. We show that a linear weighting of the estimates is optimum for the subset selection process, where the weights are related to the temporal correlation of the channel variations. When L is not an integer divisor of N, we highlight a new issue of "training voids", in which the last pilot transmission is not fully exploited by the receiver. We present a "void-filling" method for fully exploiting these voids, which essentially provides more accurate training for some antennas, and derive the optimal subset selection rule for any void-filling method. We also derive new closed-form equations for the performance of receive AS with optimal subset selection.