Performance analysis of a register insertion ring with a variable size buffer

There has been a recent revival of interest in the register insertion (RI) protocol because of its high throughput and low delay characteristics. Several variants of the protocol have been investigated with a view to integrating voice and data applications on a single local area network (LAN). In this paper the performance of an RI ring with a variable size buffer is studied by modelling and simulation. The chief advantage of the proposed scheme is that an efficient but simple bandwidth allocation scheme is easily incorporated. Approximate formulas are derived for queue lengths, queueing times, and total end-to-end transfer delays. The results are compared with previous analyses and with simulation estimates. The effectiveness of the proposed protocol in ensuring fairness of access under conditions of heavy and unequal loading is investigated.

Ultra-wideband cognitive interrogator network for indoor location tracking - part 1: system architecture and network performance analysis

We explore the potential application of cognitive interrogator network (CIN) in remote monitoring of mobile subjects in domestic environments, where the ultra-wideband radio frequency identification (UWB-RFID) technique is considered for accurate source localization. We first present the CIN architecture in which the central base station (BS) continuously and intelligently customizes the illumination modes of the distributed transceivers in response to the systempsilas changing knowledge of the channel conditions and subject movements. Subsequently, the analytical results of the locating probability and time-of-arrival (TOA) estimation uncertainty for a large-scale CIN with randomly distributed interrogators are derived based upon the implemented cognitive intelligences. Finally, numerical examples are used to demonstrate the key effects of the proposed cognitions on the system performance

Mutual information performance of differential MPSK detection over time-varying channels

This paper provides mutual information performance analysis of multiple-symbol differential WSK (M-phase shift keying) over time-correlated, time-varying flat-fading communication channels. A state space approach is used to model time correlation of time varying channel phase. This approach captures the dynamics of time correlated, time-varying channels and enables exploitation of the forward-backward algorithm for mutual information performance analysis. It is shown that the differential decoding implicitly uses a sequence of innovations of the channel process time correlation and this sequence is essentially uncorrelated. It enables utilization of multiple-symbol differential detection, as a form of block-by-block maximum likelihood sequence detection for capacity achieving mutual information performance. It is shown that multiple-symbol differential ML detection of BPSK and QPSK practically achieves the channel information capacity with observation times only on the order of a few symbol intervals

Maximum-likelihood estimator for coarse carrier frequency offset estimation in OFDM systems

Orthogonal frequency division multiplexing (OFDM) systems are more sensitive to carrier frequency offset (CFO) compared to the conventional single carrier systems. CFO destroys the orthogonality among subcarriers, resulting in inter-carrier interference (ICI) and degrading system performance. To mitigate the effect of the CFO, it has to be estimated and compensated before the demodulation. The CFO can be divided into an integer part and a fractional part. In this paper, we investigate a maximum-likelihood estimator (MLE) for estimating the integer part of the CFO in OFDM systems, which requires only one OFDM block as the pilot symbols. To reduce the computational complexity of the MLE and improve the bandwidth efficiency, a suboptimum estimator (Sub MLE) is studied. Based on the hypothesis testing method, a threshold Sub MLE (T-Sub MLE) is proposed to further reduce the computational complexity. The performance analysis of the proposed T-Sub MLE is obtained and the analytical results match the simulation results well. Numerical results show that the proposed estimators are effective and reliable in both additive white Gaussian noise (AWGN) and frequency-selective fading channels in OFDM systems.

Communication system model for information rate evaluation of differential detection over time-varying channels

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.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

An analysis of passenger performance on stairs and upper deck slides during evacuation trials: a report from the VERRES project

This paper reports on research work undertaken for the European Commission funded study GMA2/2000/32039 Very Large Transport Aircraft (VLTA) Emergency Requirements Research Evacuation Study (VERRES). A particular focus of VERRES was on evacuation issues and several large-scale evacuation trials were conducted in the CRANFIELD simulator. This paper addresses part of the research undertaken for Work Package 3 by the University of Greenwich with a focus on the analysis of the data concerning passenger use of stairs and passenger exit hesitation time analysis for upper deck slides.

Analysis of the thermo mechanical effects on packaging process of performance enhanced AMLCD's and the optical performance of the display

The performance enhancement of AMLCD's has been hindered with problems encountered during the curing process, such as window framing and de-lamination of the glass and adhesive. A thermo-mechanical analysis using FEA was conducted to help optimise the design of the rugged display and enhance the optical performance.

Analysis of the structural characteristics of an intermediate rail vehicle and their effect on vehicle crash performance

In the current paper, the authors present an analysis of the structural characteristics of an intermediate rail vehicle and their effects on crash performance of the vehicle. Theirs is a simulation based analysis involving four stages. First, the crashworthiness of the vehicle is assessed by simulating an impact of the vehicle with a rigid wall. Second, the structural characteristics of the vehicle are analysed based on the structural behaviour during this impact and then the structure is modified. Third, the modified vehicle is tested again in the same impact scenario with a rigid wall. Finally, the modified vehicle is subjected to a modelled head-on impact which mirrors the real-life impact interface between two intermediate vehicles in a train impact. The emphasis of the current study is on the structural characteristics of the intermediate vehicle and the differences compared to an impact of a leading vehicle. The study shows that, similar to a leading vehicle, bending, or jackknifing is a main form of failure in this conventionally designed intermediate vehicle. It has also been found that the location of the door openings creates a major difference in the behaviour of an intermediate vehicle. It causes instability of the vehicle in the door area and leads to high stresses at the joint of the end beam with the solebar and shear stresses at the joint of the inner pillar with the cantrail. Apart from this, the shapes of the vehicle ends and impact interfaces are also different and have an effect on the crash performance of the vehicles. The simulation results allow the identification of the structural characteristics and show the effectiveness of relevant modifications. The conclusions have general relevance for the crashworthiness of rail vehicle design