11 resultados para Sparse time-varying VAR models

em Greenwich Academic Literature Archive - UK


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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.

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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

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We study information rates of time-varying flat-fading channels (FFC) modeled as finite-state Markov channels (FSMC). FSMCs have two main applications for FFCs: modeling channel error bursts and decoding at the receiver. Our main finding in the first application is that receiver observation noise can more adversely affect higher-order FSMCs than lower-order FSMCs, resulting in lower capacities. This is despite the fact that the underlying higher-order FFC and its corresponding FSMC are more predictable. Numerical analysis shows that at low to medium SNR conditions (SNR lsim 12 dB) and at medium to fast normalized fading rates (0.01 lsim fDT lsim 0.10), FSMC information rates are non-increasing functions of memory order. We conclude that BERs obtained by low-order FSMC modeling can provide optimistic results. To explain the capacity behavior, we present a methodology that enables analytical comparison of FSMC capacities with different memory orders. We establish sufficient conditions that predict higher/lower capacity of a reduced-order FSMC, compared to its original high-order FSMC counterpart. Finally, we investigate the achievable information rates in FSMC-based receivers for FFCs. We observe that high-order FSMC modeling at the receiver side results in a negligible information rate increase for normalized fading rates fDT lsim 0.01.

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Electromagnetic Levitation (EML) is a valuable method for measuring the thermo-physical properties of metals - surface tensions, viscosity, thermal/electrical conductivity, specific heat, hemispherical emissivity, etc. – beyond their melting temperature. In EML, a small amount of the test specimen is melted by Joule heating in a suspended AC coil. Once in liquid state, a small perturbation causes the liquid envelope to oscillate and the frequency of oscillation is then used to compute its surface tension by the well know Rayleigh formula. Similarly, the rate at which the oscillation is dampened relates to the viscosity. To measure thermal conductivity, a sinusoidally varying laser source may be used to heat the polar axis of the droplet and the temperature response measured at the polar opposite – the resulting phase shift yields thermal conductivity. All these theoretical methods assume that convective effects due to flow within the droplet are negligible compared to conduction, and similarly that the flow conditions are laminar; a situation that can only be realised under microgravity conditions. Hence the EML experiment is the method favoured for Spacelab experiments (viz. TEMPUS). Under terrestrial conditions, the full gravity force has to be countered by a much larger induced magnetic field. The magnetic field generates strong flow within the droplet, which for droplets of practical size becomes irrotational and turbulent. At the same time the droplet oscillation envelope is no longer ellipsoidal. Both these conditions invalidate simple theoretical models and prevent widespread EML use in terrestrial laboratories. The authors have shown in earlier publications that it is possible to suppress most of the turbulent convection generated in the droplet skin layer, through use of a static magnetic field. Using a pseudo-spectral discretisation method it is possible compute very accurately the dynamic variation in the suspended fluid envelope and simultaneously compute the time-varying electromagnetic, flow and thermal fields. The use of a DC field as a dampening agent was also demonstrated in cold crucible melting, where suppression of turbulence was achieved in a much larger liquid metal volume and led to increased superheat in the melt and reduction of heat losses to the water-cooled walls. In this paper, the authors describe the pseudo-spectral technique as applied to EML to compute the combined effects of AC and DC fields, accounting for all the flow-induced forces acting on the liquid volume (Lorentz, Maragoni, surface tension, gravity) and show example simulations.

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Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.

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It has been shown that remote monitoring of pulmonary activity can be achieved using ultra-wideband (UWB) systems, which shows promise in home healthcare, rescue, and security applications. In this paper, we first present a multi-ray propagation model for UWB signal, which is traveling through the human thorax and is reflected on the air/dry-skin/fat/muscle interfaces. A geometry-based statistical channel model is then developed for simulating the reception of UWB signals in the indoor propagation environment. This model enables replication of time-varying multipath profiles due to the displacement of a human chest. Subsequently, a UWB distributed cognitive radar system (UWB-DCRS) is developed for the robust detection of chest cavity motion and the accurate estimation of respiration rate. The analytical framework can serve as a basis in the planning and evaluation of future measurement programs. We also provide a case study on how the antenna beamwidth affects the estimation of respiration rate based on the proposed propagation models and system architecture

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This paper describes a knowledge-based temporal representation of state transitions for industrial real-time systems. To allow expression of uncertainty, we shall define fluents as disjuncts of positive/negative time-varying properties. A state of the world is represented as a collection of fluents, which is usually incomplete in the sense that neither the positive form nor the negative form of some properties can be implied from it. The world under consideration is assumed to persist in a given state until an action(s) takes place to effect a transition of it into another state, where actions may either be instantaneous or durative. High-level causal laws are characterized in terms of relationships between actions and the involved world states. An effect completion axiom is imposed on each causal law to guarantee that all the fluents that can be affected by the performance of the corresponding action are governed. This completion requirement is practical for most industrial real-time applications and in fact provides a simple and effective treatment to the so-called frame problem.

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Induction heating is an efficient method used to melt electrically conductive materials, particularly if melting takes place in a ceramic crucible. This form of melting is particularly good for alloys, as electromagnetic forces set up by the induction coil lead to vigorous stirring of the melt ensuring homogeneity and uniformity in temperature. However, for certain reactive alloys, or where high purity is required, ceramic crucibles cannot be used, but a water-cooled segmented copper crucible is employed instead. Water cooling prevents meltdown or distortion of the metal wall, but much of the energy goes into the coolant. To reduce this loss, the electromagnetic force generated by the coil is used to push the melt away from the walls and so minimise contact with water-cooled surfaces. Even then, heat is lost through the crucible base where contact is inevitable. In a collaborative programme between Greenwich and Birmingham Universities, computer modelling has been used in conjunction with experiments to improve the superheat attainable in the melt for a,number of alloys, especially for y-TiAl intermetallics to cast aeroengine turbine blades. The model solves the discretised form of the turbulent Navier-Stokes, thermal energy conservation and Maxwell equations using a Spectral Collocation technique. The time-varying melt envelope is followed explicitly during the computation using an adaptive mesh. This paper briefly describes the mathematical model used to represent the interaction between the magnetic field, fluid flow, heat transfer and change of phase in the crucible and identifies the proportions of energy used in the melt, lost in the crucible base and in the crucible walls. The role of turbulence is highlighted as important in controlling heat losses and turbulence damping is introduced as a means of improving superheat. Model validation is against experimental results and shows good agreement with measured temperatures and energy losses in the cooling fluid throughout the melting cycle.

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Cold crucible furnace is widely used for melting reactive metals for high quality castings. Although the water cooled copper crucible avoids contamination, it produces a low superheat of the melt. Experimental and theoretical investigations of the process showed that the increase of the supplied power to the furnace leads to a saturation in the temperature rise of the melt, and no significant increase of the melt superheat can be obtained. The computer model of theprocess has been developed to simulate the time dependent turbulent flow, heat transfer with phase change, and AC and DC magnetohydrodynamics in a time varying liquid metal envelope. The model predicts that the supermimposition of a strong DC field on top of the normal AC field reduces the level of turbulience and stirring in the liquid metal, thereby reducing the heat loss through the base of the crucible and increasing the superheat. The direct measurements of the temperature in the commercial size cold crucbile has confirmed the computer redictions and showed that the addition of a DC field increased the superheat in molten TiAl from ~45C (AC field only) to ~81C (DC+AC fields). The present paper reports further predictions of the effect of a dDC field on top of the AC field and compares these with experimental data.

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Melting of metallic samples in a cold crucible causes inclusions to concentrate on the surface owing to the action of the electromagnetic force in the skin layer. This process is dynamic, involving the melting stage, then quasi-stationary particle separation, and finally the solidification in the cold crucible. The proposed modeling technique is based on the pseudospectral solution method for coupled turbulent fluid flow, thermal and electromagnetic fields within the time varying fluid volume contained by the free surface, and partially the solid crucible wall. The model uses two methods for particle tracking: (1) a direct Lagrangian particle path computation and (2) a drifting concentration model. Lagrangian tracking is implemented for arbitrary unsteady flow. A specific numerical time integration scheme is implemented using implicit advancement that permits relatively large time-steps in the Lagrangian model. The drifting concentration model is based on a local equilibrium drift velocity assumption. Both methods are compared and demonstrated to give qualitatively similar results for stationary flow situations. The particular results presented are obtained for iron alloys. Small size particles of the order of 1 μm are shown to be less prone to separation by electromagnetic field action. In contrast, larger particles, 10 to 100 μm, are easily “trapped” by the electromagnetic field and stay on the sample surface at predetermined locations depending on their size and properties. The model allows optimization for melting power, geometry, and solidification rate.

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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.