Power allocation strategies for distributed space-time codes in two-way relay networks

We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

Optimality analysis of Th1/Th2 immune responses during microparasite-macroparasite co-infection, with epidemiological feedbacks

Individuals are typically co-infected by a diverse community of microparasites (e.g. viruses or protozoa) and macroparasites (e.g. helminths). Vertebrates respond to these parasites differently, typically mounting T helper type 1 (Th1) responses against microparasites and Th2 responses against macroparasites. These two responses may be antagonistic such that hosts face a 'decision' of how to allocate potentially limiting resources. Such decisions at the individual host level will influence parasite abundance at the population level which, in turn, will feed back upon the individual level. We take a first step towards a complete theoretical framework by placing an analysis of optimal immune responses under microparasite-macroparasite co-infection within an epidemiological framework. We show that the optimal immune allocation is quantitatively sensitive to the shape of the trade-off curve and qualitatively sensitive to life-history traits of the host, microparasite and macroparasite. This model represents an important first step in placing optimality models of the immune response to co-infection into an epidemiological framework. Ultimately, however, a more complete framework is needed to bring together the optimal strategy at the individual level and the population-level consequences of those responses, before we can truly understand the evolution of host immune responses under parasite co-infection.

Asset liability modelling and pension schemes: the application of robust optimization to USS

This paper uses a novel numerical optimization technique - robust optimization - that is well suited to solving the asset-liability management (ALM) problem for pension schemes. It requires the estimation of fewer stochastic parameters, reduces estimation risk and adopts a prudent approach to asset allocation. This study is the first to apply it to a real-world pension scheme, and the first ALM model of a pension scheme to maximise the Sharpe ratio. We disaggregate pension liabilities into three components - active members, deferred members and pensioners, and transform the optimal asset allocation into the scheme’s projected contribution rate. The robust optimization model is extended to include liabilities and used to derive optimal investment policies for the Universities Superannuation Scheme (USS), benchmarked against the Sharpe and Tint, Bayes-Stein, and Black-Litterman models as well as the actual USS investment decisions. Over a 144 month out-of-sample period robust optimization is superior to the four benchmarks across 20 performance criteria, and has a remarkably stable asset allocation – essentially fix-mix. These conclusions are supported by six robustness checks.

Stabilizing swarm intelligence search via positive feedback resource allocation

A novel Swarm Intelligence method for best-fit search, Stochastic Diffusion Search, is presented capable of rapid location of the optimal solution in the search space. Population based search mechanisms employed by Swarm Intelligence methods can suffer lack of convergence resulting in ill defined stopping criteria and loss of the best solution. Conversely, as a result of its resource allocation mechanism, the solutions SDS discovers enjoy excellent stability.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Optimal growth strategies when mortality and production rates are size-dependent

Pontryagin's maximum principle from optimal control theory is used to find the optimal allocation of energy between growth and reproduction when lifespan may be finite and the trade-off between growth and reproduction is linear. Analyses of the optimal allocation problem to date have generally yielded bang-bang solutions, i.e. determinate growth: life-histories in which growth is followed by reproduction, with no intermediate phase of simultaneous reproduction and growth. Here we show that an intermediate strategy (indeterminate growth) can be selected for if the rates of production and mortality either both increase or both decrease with increasing body size, this arises as a singular solution to the problem. Our conclusion is that indeterminate growth is optimal in more cases than was previously realized. The relevance of our results to natural situations is discussed.

Energy-efficient resource allocation in OFDM systems with distributed antennas

In this paper, we develop an energy-efficient resource-allocation scheme with proportional fairness for downlink multiuser orthogonal frequency-division multiplexing (OFDM) systems with distributed antennas. Our aim is to maximize energy efficiency (EE) under the constraints of the overall transmit power of each remote access unit (RAU), proportional fairness data rates, and bit error rates (BERs). Because of the nonconvex nature of the optimization problem, obtaining the optimal solution is extremely computationally complex. Therefore, we develop a low-complexity suboptimal algorithm, which separates subcarrier allocation and power allocation. For the low-complexity algorithm, we first allocate subcarriers by assuming equal power distribution. Then, by exploiting the properties of fractional programming, we transform the nonconvex optimization problem in fractional form into an equivalent optimization problem in subtractive form, which includes a tractable solution. Next, an optimal energy-efficient power-allocation algorithm is developed to maximize EE while maintaining proportional fairness. Through computer simulation, we demonstrate the effectiveness of the proposed low-complexity algorithm and illustrate the fundamental trade off between energy and spectral-efficient transmission designs.

Decadal predictability of the Atlantic Ocean in a coupled GCM: forecast skill and optimal perturbations using Linear Inverse Modelling

The decadal predictability of three-dimensional Atlantic Ocean anomalies is examined in a coupled global climate model (HadCM3) using a Linear Inverse Modelling (LIM) approach. It is found that the evolution of temperature and salinity in the Atlantic, and the strength of the meridional overturning circulation (MOC), can be effectively described by a linear dynamical system forced by white noise. The forecasts produced using this linear model are more skillful than other reference forecasts for several decades. Furthermore, significant non-normal amplification is found under several different norms. The regions from which this growth occurs are found to be fairly shallow and located in the far North Atlantic. Initially, anomalies in the Nordic Seas impact the MOC, and the anomalies then grow to fill the entire Atlantic basin, especially at depth, over one to three decades. It is found that the structure of the optimal initial condition for amplification is sensitive to the norm employed, but the initial growth seems to be dominated by MOC-related basin scale changes, irrespective of the choice of norm. The consistent identification of the far North Atlantic as the most sensitive region for small perturbations suggests that additional observations in this region would be optimal for constraining decadal climate predictions.

Optimal inverter design for an induction machine using resonant frequency matching

The frequency responses of two 50 Hz and one 400 Hz induction machines have been measured experimentally over a frequency range of 1 kHz to 400 kHz. This study has shown that the stator impedances of the machines behave in a similar manner to a parallel resonant circuit, and hence have a resonant point at which the Input impedance of the machine is at a maximum. This maximum impedance point was found experimentally to be as low as 33 kHz, which is well within the switching frequency ranges of modern inverter drives. This paper investigates the possibility of exploiting the maximum impedance point of the machine, by taking it into consideration when designing an inverter, in order to minimize ripple currents due to the switching frequency. Minimization of the ripple currents would reduce torque pulsation and losses, increasing overall performance. A modified machine model was developed to take into account the resonant point, and this model was then simulated with an inverter to demonstrate the possible advantages of matching the inverter switching frequency to the resonant point. Finally, in order to experimentally verify the simulated results, a real inverter with a variable switching frequency was used to drive an induction machine. Experimental results are presented.

Improved and optimal dual circular 32-QAM for MB-OFDM

Quadrature Phase Shift Keying (QPSK) and Dual Carrier Modulation (DCM) are currently used as the modulation schemes for Multiband Orthogonal Frequency Division Multiplexing (MB-OFDM) in the ECMA-368 defined Ultra-Wideband (UWB) radio platform. ECMA-368 has been chosen as the physical radio platform for many systems including Wireless USB (W-USB), Bluetooth 3.0 and Wireless HDMI; hence ECMA-368 is an important issue to consumer electronics and the users’ experience of these products. To enable the transport of high-rate USB, ECMA-368 offers up to 480 Mb/s instantaneous bit rate to the Medium Access Control (MAC) layer, but depending on radio channel conditions dropped packets unfortunately result in a lower throughput. This paper presents improvement on a high data rate modulation scheme that fits within the configuration of the current standard increasing system throughput by achieving 600 Mb/s (reliable to 3.2 meters) thus maintaining the high rate USB throughput even with a moderate level of dropped packets. The modulation system is termed improved and optimal Dual Circular 32-QAM (DC 32-QAM). The system performance for improved and optimal DC 32-QAM modulation is presented and compared with previous DC 32- QAM, 16-QAM and DCM.

Optimal protection of stabilised dry live bacteria from bile toxicity in oral dosage forms by bile acid adsorbent resins

We previously found that dried live bacteria of a vaccine strain can be temporarily sensitive to bile acids and suggested that Bile Adsorbing Resins (BAR) can be used in oral vaccine tablets to protect dried bacteria from intestinal bile. Here, we report a quantitative analysis of the ability of BAR to exclude the dye bromophenol blue from penetrating into matrix tablets and also sections of hard capsule shells. Based on this quantitative analysis, we made a fully optimised formulation, comprising 25% w/w of cholestyramine in Vcaps™ HPMC capsules. This gave effectively 100% protection of viability from 4% bile, with 4200-fold more live bacteria recovered from this formulation compared to unprotected dry bacteria. From the image analysis, we found that the filler material or compaction force used had no measurable effect on dye exclusion but did affect the rate of tablet hydration. Increasing the mass fraction of BAR gave more exclusion of dye up to 25% w/w, after which a plateau was reached and no further dye exclusion was seen. More effective dye exclusion was seen with smaller particle sizes (i.e. cholestyramine) and when the BAR was thoroughly dried and disaggregated. Similar results were found when imaging dye penetration into capsule sections or tablets. The predictions of the dye penetration study were tested using capsules filled with dried attenuated Salmonella vaccine plus different BAR types, and the expected protection from bile was found, validating the imaging study. Surprisingly, depending on the capsule shell material, some protection was given by the capsule alone without adding BAR, with Vcaps™ HPMC capsules providing up to 174-fold protection against 1% bile; faster releasing Vcaps Plus™ HPMC capsules and Coni Snap™ gelatin capsules gave less protection.