Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue for sensor networks since most sensors are equipped with non-rechargeable batteries that have limitedlifetime. Routing schemes are used to transfer data collectedby sensor nodes to base stations. In the literature many routing protocols for wireless sensor networks are suggested. In this work, four routing protocols for wireless sensor networks viz Flooding, Gossiping, GBR and LEACH have been simulated using TinyOS and their power consumption is studied using PowerTOSSIM. A realization of these protocols has beencarried out using Mica2 Motes.

Channel Adaptive MAC Protocol with Traffic-Aware Distributed Power Management in Wireless Sensor Networks-Some Performance Issues

In Wireless Sensor Networks (WSN), neglecting the effects of varying channel quality can lead to an unnecessary wastage of precious battery resources and in turn can result in the rapid depletion of sensor energy and the partitioning of the network. Fairness is a critical issue when accessing a shared wireless channel and fair scheduling must be employed to provide the proper flow of information in a WSN. In this paper, we develop a channel adaptive MAC protocol with a traffic-aware dynamic power management algorithm for efficient packet scheduling and queuing in a sensor network, with time varying characteristics of the wireless channel also taken into consideration. The proposed protocol calculates a combined weight value based on the channel state and link quality. Then transmission is allowed only for those nodes with weights greater than a minimum quality threshold and nodes attempting to access the wireless medium with a low weight will be allowed to transmit only when their weight becomes high. This results in many poor quality nodes being deprived of transmission for a considerable amount of time. To avoid the buffer overflow and to achieve fairness for the poor quality nodes, we design a Load prediction algorithm. We also design a traffic aware dynamic power management scheme to minimize the energy consumption by continuously turning off the radio interface of all the unnecessary nodes that are not included in the routing path. By Simulation results, we show that our proposed protocol achieves a higher throughput and fairness besides reducing the delay

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue forfor sensor networks since most sensors are equipped with non-rechargeable batteries that have limited lifetime.

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broadwireless ad hoc networking (?Eld. A sensor node, typically'contains signal-processing circuits, micro-controllers and awireless transmitter/receiver antenna. Energy saving is oneof the critical issue for sensor networks since most sensorsare equipped with non-rechargeable batteries that have limited lifetime.In thiswork, four routing protocols for wireless sensor networks vizFlooding, Gossiping, GBR and LEACH have been simulated using Tiny OS and their power consumption is studied usingcaorwreiredTOoSuStIuMs.ingAMirceaal2izMaotitoens.of these protocols has been carried out using mica 2 motes

Efficient Transmitter/Receiver Architectures for High Performance Wireless Applications

The thesis focuses on efficient design methods and reconfiguration architectures suitable for higher performance wireless communication .The work presented in this thesis describes the development of compact,inexpensive and low power communication devices that are robust,testable and capable of handling multiple communication standards.A new multistandard Decimation Filter Design Toolbox is developed in MATLAB GUIDE environment.RNS based dual-mode decimation filters reconfigurable for WCDMA/WiMAX and WCDMA/WLANa standards are designed and implemented.It offers high speed operation with lesser area requirement and lower dynamic power dissipation.A novel sigma-delta based direct analog-to-residue converter that reduces the complexity of RNS conversion circuitry is presented.The performance of an OFDM communication system with a new RRNS-convolutional concatenated coding is analysed and improved BER performance is obtained under different channel conditions. Easily testable MAC units for filters are presented using Reed-Muller logic for realization.

Energy Management in Wireless Sensor Networks: A Crosslayer,Channel Adaptive Approach Towards Performance Optimization

The proliferation of wireless sensor networks in a large spectrum of applications had been spurered by the rapid advances in MEMS(micro-electro mechanical systems )based sensor technology coupled with low power,Low cost digital signal processors and radio frequency circuits.A sensor network is composed of thousands of low cost and portable devices bearing large sensing computing and wireless communication capabilities. This large collection of tiny sensors can form a robust data computing and communication distributed system for automated information gathering and distributed sensing.The main attractive feature is that such a sensor network can be deployed in remote areas.Since the sensor node is battery powered,all the sensor nodes should collaborate together to form a fault tolerant network so as toprovide an efficient utilization of precious network resources like wireless channel,memory and battery capacity.The most crucial constraint is the energy consumption which has become the prime challenge for the design of long lived sensor nodes.

Fabrication And Parametric Measurements Of N2 Laser Pumped Dye Laser And Its Application To Energy Transfer Studies In Mixed Dyes

Eventhough a large number of schemes have been proposed and develoned for N9 laser ouined dye lasers the relatively low efficiency compelled the scientists to device new methods to improve the system efficiencs. Energy transfer mechanism has been shown to he a convenien tool for the enhancement of efficiency of dye lasers. Th p resent work covers a detailed study of the performance characteristics of a N2 laser pumped dye laser in the con— ventional mode and also, when pumped by the energy transfer mechanism. For .th.e present investigations a dye laser pumped by a'N2 laser (A4200 kw peak power) was fabricated. The grating at grazing incidence was used as the beam expanding device; A t its best performance the system was giving an output peak power of l5 kW for a 5 X lC"3H/l Rh—€ solution in methanol. T he conversion efficiency was 7.5; The output beam was having 3 divergence of 2 mrad and bandwidth o.9 A. Suitable modifications were suggested for obtaining better conversion efficiency and bandwidth.

RRNS-convolutional encoded concatenated code for OFDM based wireless communication

The modern telecommunication industry demands higher capacity networks with high data rate. Orthogonal frequency division multiplexing (OFDM) is a promising technique for high data rate wireless communications at reasonable complexity in wireless channels. OFDM has been adopted for many types of wireless systems like wireless local area networks such as IEEE 802.11a, and digital audio/video broadcasting (DAB/DVB). The proposed research focuses on a concatenated coding scheme that improve the performance of OFDM based wireless communications. It uses a Redundant Residue Number System (RRNS) code as the outer code and a convolutional code as the inner code. The bit error rate (BER) performances of the proposed system under different channel conditions are investigated. These include the effect of additive white Gaussian noise (AWGN), multipath delay spread, peak power clipping and frame start synchronization error. The simulation results show that the proposed RRNS-Convolutional concatenated coding (RCCC) scheme provides significant improvement in the system performance by exploiting the inherent properties of RRNS.

Energy Efficient Cache Discovery in Wireless Mobile Ad oc Networks

Data caching is an attractive solution for reducing bandwidth demands and network latency in mobile ad hoc networks. Deploying caches in mobile nodes can reduce the overall traf c considerably. Cache hits eliminate the need to contact the data source frequently, which avoids additional network overhead. In this paper we propose a data discovery and cache management policy for cooperative caching, which reduces the power usage, caching overhead and delay by reducing the number of control messages flooded into the network .A cache discovery process based on position cordinates of neighboring nodes is developed for this .The stimulstion results gives a promising result based on the metrics of the studies.

A Triple-mode Sigma-delta Modulator Design for Wireless Standards

This work presents a triple-mode sigma-delta modulator for three wireless standards namely GSM/WCDMA and Bluetooth. A reconfigurable ADC has been used to meet the wide bandwidth and high dynamic range requirements of the multi-standard receivers with less power consumption. A highly linear sigma-delta ADC which has reduced sensitivity to circuit imperfections has been chosen in our design. This is particularly suitable for wide band applications where the oversampling ratio is low. Simulation results indicate that the modulator achieves a peak SNDR of 84/68/68 dB over a bandwidth of 0.2/3.84/1.5 MHz with an oversampling ratio 128/8/8 in GSM/WCDMA/Bluetooth modes respectively