4 resultados para Markov model

em Greenwich Academic Literature Archive - UK


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The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.

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A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

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We consider the optimum design of pilot-symbol-assisted modulation (PSAM) schemes with feedback. The received signal is periodically fed back to the transmitter through a noiseless delayed link and the time-varying channel is modeled as a Gauss-Markov process. We optimize a lower bound on the channel capacity which incorporates the PSAM parameters and Kalman-based channel estimation and prediction. The parameters available for the capacity optimization are the data power adaptation strategy, pilot spacing and pilot power ratio, subject to an average power constraint. Compared to the optimized open-loop PSAM (i.e., the case where no feedback is provided from the receiver), our results show that even in the presence of feedback delay, the optimized power adaptation provides higher information rates at low signal-to-noise ratios (SNR) in medium-rate fading channels. However, in fast fading channels, even the presence of modest feedback delay dissipates the advantages of power adaptation.

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A communication system model for mutual information performance analysis of multiple-symbol differential M-phase shift keying over time-correlated, time-varying flat-fading communication channels is developed. This model is a finite-state Markov (FSM) equivalent channel representing the cascade of the differential encoder, FSM channel model and differential decoder. A state-space approach is used to model channel phase time correlations. The equivalent model falls in a class that facilitates the use of the forward backward algorithm, enabling the important information theoretic results to be evaluated. Using such a model, one is able to calculate mutual information for differential detection over time-varying fading channels with an essentially finite time set of correlations, including the Clarke fading channel. Using the equivalent channel, it is proved and corroborated by simulations that multiple-symbol differential detection preserves the channel information capacity when the observation interval approaches infinity.