On the Performance of Eigenvalue-Based Cooperative Spectrum Sensing for Cognitive Radio

In this paper, the distribution of the ratio of extreme eigenvalues of a complex Wishart matrix is studied in order to calculate the exact decision threshold as a function of the desired probability of false alarm for the maximum-minimum eigenvalue (MME) detector. In contrast to the asymptotic analysis reported in the literature, we consider a finite number of cooperative receivers and a finite number of samples and derive the exact decision threshold for the probability of false alarm. The proposed exact formulation is further reduced to the case of two receiver-based cooperative spectrum sensing. In addition, an approximate closed-form formula of the exact threshold is derived in terms of a desired probability of false alarm for a special case having equal number of receive antennas and signal samples. Finally, the derived analytical exact decision thresholds are verified with Monte-Carlo simulations. We show that the probability of detection performance using the proposed exact decision thresholds achieves significant performance gains compared to the performance of the asymptotic decision threshold.

Computing Zeros of Analytic Functions in the Complex Plane without using Derivatives

A new approach to evaluating all multiple complex roots of analytical function f(z) confined to the specified rectangular domain of complex plane has been developed and implemented in Fortran code. Generally f (z), despite being holomorphic function, does not have a closed analytical form thereby inhibiting explicit evaluation of its derivatives. The latter constraint poses a major challenge to implementation of the robust numerical algorithm. This work is at the instrumental level and provides an enabling tool for solving a broad class of eigenvalue problems and polynomial approximations.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

An exactly solvable four transition point model

Heavy particle collisions, in particular low-energy ion-atom collisions, are amenable to semiclassical JWKB phase integral analysis in the complex plane of the internuclear separation. Analytic continuation in this plane requires due attention to the Stokes phenomenon which parametrizes the physical mechanisms of curve crossing, non-crossing, the hybrid Nikitin model, rotational coupling and predissociation. Complex transition points represent adiabatic degeneracies. In the case of two or more such points, the Stokes constants may only be completely determined by resort to the so-called comparison- equation method involving, in particular, parabolic cylinder functions or Whittaker functions and their strong-coupling asymptotics. In particular, the Nikitin model is a two transition-point one-double-pole problem in each half-plane corresponding to either ingoing or outgoing waves. When the four transition points are closely clustered, new techniques are required to determine Stokes constants. However, such investigations remain incomplete, A model problem is therefore solved exactly for scattering along a one-dimensional z-axis. The energy eigenvalue is b(2)-a(2) and the potential comprises -z(2)/2 (parabolic) and -a(2) + b(2)/2z(2) (centrifugal/centripetal) components. The square of the wavenumber has in the complex z-plane, four zeros each a transition point at z = +/-a +/- ib and has a double pole at z = 0. In cases (a) and (b), a and b are real and unitarity obtains. In case (a) the reflection and transition coefficients are parametrized by exponentials when a(2) + b(2) > 1/2. In case (b) they are parametrized by trigonometrics when a(2) + b(2) <1/2 and total reflection is achievable. In case (c) a and b are complex and in general unitarity is not achieved due to loss of flux to a continuum (O'Rourke and Crothers, 1992 Proc. R. Sec. 438 1). Nevertheless, case (c) coefficients reduce to (a) or (b) under appropriate limiting conditions. Setting z = ht, with h a real constant, an attempt is made to model a two-state collision problem modelled by a pair of coupled first-order impact parameter equations and an appropriate (T) over tilde-tau relation, where (T) over tilde is the Stueckelberg variable and tau is the reduced or scaled time. The attempt fails because (T) over tilde is an odd function of tau, which is unphysical in a real collision problem. However, it is pointed out that by applying the Kummer exponential model to each half-plane (O'Rourke and Crothers 1994 J. Phys. B: At. Mel. Opt. Phys. 27 2497) the current model is in effect extended to a collision problem with four transition points and a double pole in each half-plane. Moreover, the attempt in itself is not a complete failure since it is shown that the result is a perfect diabatic inelastic collision for a traceless Hamiltonian matrix, or at least when both diagonal elements are odd and the off-diagonal elements equal and even.

Interpolation formula between very low and intermediate-to-high damping Kramers escape rates for single-domain ferromagnetic particles

It is shown that the Mel'nikov-Meshkov formalism for bridging the very low damping (VLD) and intermediate-to-high damping (IHD) Kramers escape rates as a function of the dissipation parameter for mechanical particles may be extended to the rotational Brownian motion of magnetic dipole moments of single-domain ferromagnetic particles in nonaxially symmetric potentials of the magnetocrystalline anisotropy so that both regimes of damping, occur. The procedure is illustrated by considering the particular nonaxially symmetric problem of superparamagnetic particles possessing uniaxial anisotropy subject to an external uniform field applied at an angle to the easy axis of magnetization. Here the Mel'nikov-Meshkov treatment is found to be in good agreement with an exact calculation of the smallest eigenvalue of Brown's Fokker-Planck equation, provided the external field is large enough to ensure significant departure from axial symmetry, so that the VLD and IHD formulas for escape rates of magnetic dipoles for nonaxially symmetric potentials are valid.

Compact operators without extended eigenvalues

A complex number lambda is called an extended eigenvalue of a bounded linear operator T on a Banach space B if there exists a non-zero bounded linear operator X acting on B such that XT = lambda TX. We show that there are compact quasinilpotent operators on a separable Hilbert space, for which the set of extended eigenvalues is the one-point set {1}.

Analyticity of smooth eigenfunctions and spectral analysis of the Gauss map

We provide a sufficient condition of analyticity of infinitely differentiable eigenfunctions of operators of the form Uf(x) = integral a(x, y) f(b( x, y)) mu(dy) acting on functions f: [u, v] --> C ( evolution operators of one-dimensional dynamical systems and Markov processes have this form). We estimate from below the region of analyticity of the eigenfunctions and apply these results for studying the spectral properties of the Frobenius-Perron operator of the continuous fraction Gauss map. We prove that any infinitely differentiable eigenfunction f of this Frobenius-Perron operator, corresponding to a non-zero eigenvalue admits a (unique) analytic extension to the set C\(-infinity, 1]. Analyzing the spectrum of the Frobenius Perron operator in spaces of smooth functions, we extend significantly the domain of validity of the Mayer and Ropstorff asymptotic formula for the decay of correlations of the Gauss map.

Eigenvalues of the time-delay matrix in overlapping resonances

We discuss the properties of the lifetime or the time-delay matrix Q(E) for multichannel scattering, which is related to the scattering matrix S(E) by Q = i?S(dS†/dE). For two overlapping resonances occurring at energies E with widths G(? = 1, 2), with an energy-independent background, only two eigenvalues of Q(E) are proved to be different from zero and to show typical avoided-crossing behaviour. These eigenvalues are expressible in terms of the four resonance parameters (E , G) and a parameter representing the strength of the interaction of the resonances. An example of the strong and weak interaction in an overlapping double resonance is presented for the positronium negative ion. When more than two resonances overlap (? = 1, ..., N), no simple representation of each eigenvalue has been found. However, the formula for the trace of the Q-matrix leads to the expression d(E) = -?arctan[(G/2)/(E - E)] + d(E) for the eigenphase sum d(E) and the background eigenphase sum d(E), in agreement with the known form of the state density. The formulae presented in this paper are useful in a parameter fitting of overlapping resonances. © 2006 IOP Publishing Ltd.

Transonic Aeroelastic Stability Predictions Under the Influence of Structural Variability

Flutter prediction as currently practiced is almost always deterministic in nature, based on a single structural model that is assumed to represent a fleet of aircraft. However, it is also recognized that there can be significant structural variability, even for different flights of the same aircraft. The safety factor used for flutter clearance is in part meant to account for this variability. Simulation tools can, however, represent the consequences of structural variability in the flutter predictions, providing extra information that could be useful in planning physical tests and assessing risk. The main problem arising for this type of calculation when using high-fidelity tools based on computational fluid dynamics is the computational cost. The current paper uses an eigenvalue-based stability method together with Euler-level aerodynamics and different methods for propagating structural variability to stability predictions. The propagation methods are Monte Carlo, perturbation, and interval analysis. The feasibility of this type of analysis is demonstrated. Results are presented for the Goland wing and a generic fighter configuration.

Transonic Aeroelastic Stability Analysis Using a Kriging-Based Schur Complement Formulation

A method is described to allow searches for transonic aeroelastic instability of realistically sized aircraft models in multidimensional parameter spaces when computational fluid dynamics are used to model the aerodynamics. Aeroelastic instability is predicted from a small nonlinear eigenvalue problem. The approximation of the computationally expensive interaction term modeling the fluid response is formulated to allow the automated and blind search for aeroelastic instability. The approximation uses a kriging interpolation of exact numerical samples covering the parameter space. The approach, demonstrated for the Goland wing and the multidisciplinary optimization transport wing, results in stability analyses over whole flight envelopes at an equivalent cost of several steady-state simulations.

Transonic aeroelastic simulation for instability searches and uncertainty analysis

In this paper the use of eigenvalue stability analysis of very large dimension aeroelastic numerical models arising from the exploitation of computational fluid dynamics is reviewed. A formulation based on a block reduction of the system Jacobian proves powerful to allow various numerical algorithms to be exploited, including frequency domain solvers, reconstruction of a term describing the fluid–structure interaction from the sparse data which incurs the main computational cost, and sampling to place the expensive samples where they are most needed. The stability formulation also allows non-deterministic analysis to be carried out very efficiently through the use of an approximate Newton solver. Finally, the system eigenvectors are exploited to produce nonlinear and parameterised reduced order models for computing limit cycle responses. The performance of the methods is illustrated with results from a number of academic and large dimension aircraft test cases.

Reducing Uncertainty in Aeroelastic Flutter Boundaries Using Experimental Data

Flutter prediction as currently practiced is usually deterministic, with a single structural model used to represent an aircraft. By using interval analysis to take into account structural variability, recent work has demonstrated that small changes in the structure can lead to very large changes in the altitude at which
utter occurs (Marques, Badcock, et al., J. Aircraft, 2010). In this follow-up work we examine the same phenomenon using probabilistic collocation (PC), an uncertainty quantification technique which can eficiently propagate multivariate stochastic input through a simulation code,
in this case an eigenvalue-based fluid-structure stability code. The resulting analysis predicts the consequences of an uncertain structure on incidence of
utter in probabilistic terms { information that could be useful in planning
flight-tests and assessing the risk of structural failure. The uncertainty in
utter altitude is confirmed to be substantial. Assuming that the structural uncertainty represents a epistemic uncertainty regarding the
structure, it may be reduced with the availability of additional information { for example aeroelastic response data from a flight-test. Such data is used to update the structural uncertainty using Bayes' theorem. The consequent
utter uncertainty is significantly reduced across the entire Mach number range.