Statistical analysis and reduction of multiple access interference in MC-CDMA systems

Multicarrier code division multiple access (MC-CDMA) is a very promising candidate for the multiple access scheme in fourth generation wireless communi- cation systems. During asynchronous transmission, multiple access interference (MAI) is a major challenge for MC-CDMA systems and significantly affects their performance. The main objectives of this thesis are to analyze the MAI in asyn- chronous MC-CDMA, and to develop robust techniques to reduce the MAI effect. Focus is first on the statistical analysis of MAI in asynchronous MC-CDMA. A new statistical model of MAI is developed. In the new model, the derivation of MAI can be applied to different distributions of timing offset, and the MAI power is modelled as a Gamma distributed random variable. By applying the new statistical model of MAI, a new computer simulation model is proposed. This model is based on the modelling of a multiuser system as a single user system followed by an additive noise component representing the MAI, which enables the new simulation model to significantly reduce the computation load during computer simulations. MAI reduction using slow frequency hopping (SFH) technique is the topic of the second part of the thesis. Two subsystems are considered. The first sub- system involves subcarrier frequency hopping as a group, which is referred to as GSFH/MC-CDMA. In the second subsystem, the condition of group hopping is dropped, resulting in a more general system, namely individual subcarrier frequency hopping MC-CDMA (ISFH/MC-CDMA). This research found that with the introduction of SFH, both of GSFH/MC-CDMA and ISFH/MC-CDMA sys- tems generate less MAI power than the basic MC-CDMA system during asyn- chronous transmission. Because of this, both SFH systems are shown to outper- form MC-CDMA in terms of BER. This improvement, however, is at the expense of spectral widening. In the third part of this thesis, base station polarization diversity, as another MAI reduction technique, is introduced to asynchronous MC-CDMA. The com- bined system is referred to as Pol/MC-CDMA. In this part a new optimum com- bining technique namely maximal signal-to-MAI ratio combining (MSMAIRC) is proposed to combine the signals in two base station antennas. With the applica- tion of MSMAIRC and in the absents of additive white Gaussian noise (AWGN), the resulting signal-to-MAI ratio (SMAIR) is not only maximized but also in- dependent of cross polarization discrimination (XPD) and antenna angle. In the case when AWGN is present, the performance of MSMAIRC is still affected by the XPD and antenna angle, but to a much lesser degree than the traditional maximal ratio combining (MRC). Furthermore, this research found that the BER performance for Pol/MC-CDMA can be further improved by changing the angle between the two receiving antennas. Hence the optimum antenna angles for both MSMAIRC and MRC are derived and their effects on the BER performance are compared. With the derived optimum antenna angle, the Pol/MC-CDMA system is able to obtain the lowest BER for a given XPD.

The statistics of refractive error maps : managing wavefront aberration analysis without Zernike polynomials

The refractive error of a human eye varies across the pupil and therefore may be treated as a random variable. The probability distribution of this random variable provides a means for assessing the main refractive properties of the eye without the necessity of traditional functional representation of wavefront aberrations. To demonstrate this approach, the statistical properties of refractive error maps are investigated. Closed-form expressions are derived for the probability density function (PDF) and its statistical moments for the general case of rotationally-symmetric aberrations. A closed-form expression for a PDF for a general non-rotationally symmetric wavefront aberration is difficult to derive. However, for specific cases, such as astigmatism, a closed-form expression of the PDF can be obtained. Further, interpretation of the distribution of the refractive error map as well as its moments is provided for a range of wavefront aberrations measured in real eyes. These are evaluated using a kernel density and sample moments estimators. It is concluded that the refractive error domain allows non-functional analysis of wavefront aberrations based on simple statistics in the form of its sample moments. Clinicians may find this approach to wavefront analysis easier to interpret due to the clinical familiarity and intuitive appeal of refractive error maps.

Numerical methods for second-order stochastic differential equations

We seek numerical methods for second‐order stochastic differential equations that reproduce the stationary density accurately for all values of damping. A complete analysis is possible for scalar linear second‐order equations (damped harmonic oscillators with additive noise), where the statistics are Gaussian and can be calculated exactly in the continuous‐time and discrete‐time cases. A matrix equation is given for the stationary variances and correlation for methods using one Gaussian random variable per timestep. The only Runge–Kutta method with a nonsingular tableau matrix that gives the exact steady state density for all values of damping is the implicit midpoint rule. Numerical experiments, comparing the implicit midpoint rule with Heun and leapfrog methods on nonlinear equations with additive or multiplicative noise, produce behavior similar to the linear case.

Look before you leap : a confidence-based method for selecting species criticality while avoiding negative populations in τ-leaping

The stochastic simulation algorithm was introduced by Gillespie and in a different form by Kurtz. There have been many attempts at accelerating the algorithm without deviating from the behavior of the simulated system. The crux of the explicit τ-leaping procedure is the use of Poisson random variables to approximate the number of occurrences of each type of reaction event during a carefully selected time period, τ. This method is acceptable providing the leap condition, that no propensity function changes “significantly” during any time-step, is met. Using this method there is a possibility that species numbers can, artificially, become negative. Several recent papers have demonstrated methods that avoid this situation. One such method classifies, as critical, those reactions in danger of sending species populations negative. At most, one of these critical reactions is allowed to occur in the next time-step. We argue that the criticality of a reactant species and its dependent reaction channels should be related to the probability of the species number becoming negative. This way only reactions that, if fired, produce a high probability of driving a reactant population negative are labeled critical. The number of firings of more reaction channels can be approximated using Poisson random variables thus speeding up the simulation while maintaining the accuracy. In implementing this revised method of criticality selection we make use of the probability distribution from which the random variable describing the change in species number is drawn. We give several numerical examples to demonstrate the effectiveness of our new method.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

A new approach to spatial data interpolation using higher-order statistics

Interpolation techniques for spatial data have been applied frequently in various fields of geosciences. Although most conventional interpolation methods assume that it is sufficient to use first- and second-order statistics to characterize random fields, researchers have now realized that these methods cannot always provide reliable interpolation results, since geological and environmental phenomena tend to be very complex, presenting non-Gaussian distribution and/or non-linear inter-variable relationship. This paper proposes a new approach to the interpolation of spatial data, which can be applied with great flexibility. Suitable cross-variable higher-order spatial statistics are developed to measure the spatial relationship between the random variable at an unsampled location and those in its neighbourhood. Given the computed cross-variable higher-order spatial statistics, the conditional probability density function (CPDF) is approximated via polynomial expansions, which is then utilized to determine the interpolated value at the unsampled location as an expectation. In addition, the uncertainty associated with the interpolation is quantified by constructing prediction intervals of interpolated values. The proposed method is applied to a mineral deposit dataset, and the results demonstrate that it outperforms kriging methods in uncertainty quantification. The introduction of the cross-variable higher-order spatial statistics noticeably improves the quality of the interpolation since it enriches the information that can be extracted from the observed data, and this benefit is substantial when working with data that are sparse or have non-trivial dependence structures.

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Order tracking for discrete-random separation in variable speed conditions

The transmission path from the excitation to the measured vibration on the surface of a mechanical system introduces a distortion both in amplitude and in phase. Moreover, in variable speed conditions, the amplification/attenuation and the phase shift, due to the transfer function of the mechanical system, varies in time. This phenomenon reduces the effectiveness of the traditionally tachometer based order tracking, compromising the results of a discrete-random separation performed by a synchronous averaging. In this paper, for the first time, the extent of the distortion is identified both in the time domain and in the order spectrum of the signal, highlighting the consequences for the diagnostics of rotating machinery. A particular focus is given to gears, providing some indications on how to take advantage of the quantification of the disturbance to better tune the techniques developed for the compensation of the distortion. The full theoretical analysis is presented and the results are applied to an experimental case.