Blind channel estimation for dual-rate DS/CDMA

This paper proposes a subspace based blind adaptive channel estimation algorithm for dual-rate DS-CDMA systems, which can operate at the low-rate (LR) or high-rate (HR) mode. Simulation results show that the proposed blind adaptive algorithm at the LR mode has a better performance than that at the HR mode, with the cost of an increased computational complexity.

Blind channel acquisition and channel estimation for multi-rate multicarrier DS-CDMA communications

Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future wireless networks that must support multimedia, and thus multi-rate, traffic. Considering that high performance detection such as coherent demodulation needs the explicit knowledge of the channel, this paper proposes a subspace-based blind adaptive algorithm for timing acquisition and channel estimation in asynchronous multirate multicarrier DS-CDMA systems, which is applicable to both multicode and variable spreading factor systems.

Performance analysis of near-far resistant CDMA detectors-influence of system parameter estimation errors

Little has been reported on the performance of near-far resistant CDMA detectors in the presence of system parameter estimation errors (SPEEs). Starting with the general mathematical model of matched filters, the paper examines the effects of three classes of SPEEs, i.e., time-delay, carrier phase, and carrier frequency errors, on the performance (BER) of an emerging type of near-far resistant coherent DS/SSMA detector, i.e., the linear decorrelating detector. For comparison, the corresponding results for the conventional detector are also presented. It is shown that the linear decorrelating detector can still maintain a considerable performance advantage over the conventional detector even when some SPEEs exist.

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.

A concept of approximated densities for efficient nonlinear estimation

This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). The most common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to constraints. Thus, the densities created are of an exponential type and depend on a finite number of parameters. The filtering yields recursive equations involving these parameters. The update applies the Bayes theorem. Through simulation on a generic exponential model, the proposed nonlinear filter is implemented and the results prove to be superior to that of the extended Kalman filter and a class of nonlinear filters based on partitioning algorithms.

Motion estimation through approximated densities

Many techniques are currently used for motion estimation. In the block-based approaches the most common procedure applied is the block-matching based on various algorithms. To refine the motion estimates resulting from the full search or any coarse search algorithm, one can find few applications of Kalman filtering, mainly in the intraframe scheme. The Kalman filtering technique applicability for block-based motion estimation is rather limited due to discontinuities in the dynamic behaviour of the motion vectors. Therefore, we propose an application of the concept of the filtering by approximated densities (FAD). The FAD, originally introduced to alleviate limitations due to conventional Kalman modelling, is applied to interframe block-motion estimation. This application uses a simple form of FAD involving statistical characteristics of multi-modal distributions up to second order.

Complete robot-eye calibration without special calibration objects

A robot mounted camera is useful in many machine vision tasks as it allows control over view direction and position. In this paper we report a technique for calibrating both the robot and the camera using only a single corresponding point. All existing head-eye calibration systems we have encountered rely on using pre-calibrated robots, pre- calibrated cameras, special calibration objects or combinations of these. Our method avoids using large scale non-linear optimizations by recovering the parameters in small dependent groups. This is done by performing a series of planned, but initially uncalibrated robot movements. Many of the kinematic parameters are obtained using only camera views in which the calibration feature is at, or near the image center, thus avoiding errors which could be introduced by lens distortion. The calibration is shown to be both stable and accurate. The robotic system we use consists of camera with pan-tilt capability mounted on a Cartesian robot, providing a total of 5 degrees of freedom.

Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

Model predictive control using dynamic integrated system optimisation and parameter estimation (DISOPE)

DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.

Advancements in the estimation of ice particle fall speeds using laboratory and field measurements

Accurate estimates for the fall speed of natural hydrometeors are vital if their evolution in clouds is to be understood quantitatively. In this study, laboratory measurements of the terminal velocity vt for a variety of ice particle models settling in viscous fluids, along with wind-tunnel and field measurements of ice particles settling in air, have been analyzed and compared to common methods of computing vt from the literature. It is observed that while these methods work well for a number of particle types, they fail for particles with open geometries, specifically those particles for which the area ratio Ar is small (Ar is defined as the area of the particle projected normal to the flow divided by the area of a circumscribing disc). In particular, the fall speeds of stellar and dendritic crystals, needles, open bullet rosettes, and low-density aggregates are all overestimated. These particle types are important in many cloud types: aggregates in particular often dominate snow precipitation at the ground and vertically pointing Doppler radar measurements. Based on the laboratory data, a simple modification to previous computational methods is proposed, based on the area ratio. This new method collapses the available drag data onto an approximately universal curve, and the resulting errors in the computed fall speeds relative to the tank data are less than 25% in all cases. Comparison with the (much more scattered) measurements of ice particles falling in air show strong support for this new method, with the area ratio bias apparently eliminated.

Calibration of closed loop controllers for setting impedances in force-reflecting systems

This paper discusses a new method of impedance control that has been successfully implemented on the master robot of a teleoperation system. The method involves calibrating the robot to quantify the effect of adjustable controller parameters on the impedances along its different axes. The empirical equations relating end-effector impedance to the controller's feedback gains are obtained by performing system identification tests along individual axes of the robot. With these equations, online control of end-effector stiffness and damping is possible without having to monitor joint torques or solving complex algorithms. Hard contact conditions and compliant interfaces have been effectively demonstrated on a telemanipulation test-bed using appropriate combinations of stiffness and damping settings obtained by this method.

The distribution of solar wind speeds during solar minimum: calibration for numerical solar wind modeling constraints on the source of the slow solar wind

It took the solar polar passage of Ulysses in the early 1990s to establish the global structure of the solar wind speed during solar minimum. However, it remains unclear if the solar wind is composed of two distinct populations of solar wind from different sources (e.g., closed loops which open up to produce the slow solar wind) or if the fast and slow solar wind rely on the superradial expansion of the magnetic field to account for the observed solar wind speed variation. We investigate the solar wind in the inner corona using the Wang-Sheeley-Arge (WSA) coronal model incorporating a new empirical magnetic topology–velocity relationship calibrated for use at 0.1 AU. In this study the empirical solar wind speed relationship was determined by using Helios perihelion observations, along with results from Riley et al. (2003) and Schwadron et al. (2005) as constraints. The new relationship was tested by using it to drive the ENLIL 3-D MHD solar wind model and obtain solar wind parameters at Earth (1.0 AU) and Ulysses (1.4 AU). The improvements in speed, its variability, and the occurrence of high-speed enhancements provide confidence that the new velocity relationship better determines the solar wind speed in the outer corona (0.1 AU). An analysis of this improved velocity field within the WSA model suggests the existence of two distinct mechanisms of the solar wind generation, one for fast and one for slow solar wind, implying that a combination of present theories may be necessary to explain solar wind observations.

American option valuation: implied calibration of GARCH pricing models

This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.