CM-based blind equalization of time-varying SIMO-FIR channel with single pulsation estimation

It is known that the constant modulus (CM) property of the source signal can be exploited to blindly equalize time-invariant single-inputmultiple-output (SIMO) and finite-impulse-response (FIR) channels. However, the time-invariance assumption about the channel cannot be satisfied in several practical applications, e.g., mobile communication. In this paper, we show that, under some mild conditions, the CM criterion can be extended to the blind equalization of a time-varying channel that is described by the complex exponential basis expansion model (CE-BEM). Although several existing blind equalization methods that are based on the CE-BEM have to employ higher order statistics to estimate all nonzero channel pulsations, the CM-based method only needs to estimate one pulsation using second-order statistics, which yields better estimation results. It also relaxes the restriction on the source signal and is applicable to some classes of signals with which the existing methods cannot deal.

Channel estimation for time-varying MIMO relay systems

In this paper, we investigate the channel estimation problem for multiple-input multiple-output (MIMO) relay communication systems with time-varying channels. The time-varying characteristic of the channels is described by the complex-exponential basis expansion model (CE-BEM). We propose a superimposed channel training algorithm to estimate the individual first-hop and second-hop time-varying channel matrices for MIMO relay systems. In particular, the estimation of the second-hop time-varying channel matrix is performed by exploiting the superimposed training sequence at the relay node, while the first-hop time-varying channel matrix is estimated through the source node training sequence and the estimated second-hop channel. To improve the performance of channel estimation, we derive the optimal structure of the source and relay training sequences that minimize the mean-squared error (MSE) of channel estimation. We also optimize the relay amplification factor that governs the power allocation between the source and relay training sequences. Numerical simulations demonstrate that the proposed superimposed channel training algorithm for MIMO relay systems with time-varying channels outperforms the conventional two-stage channel estimation scheme.

Superimposed channel training algorithm for time-varying MIMO relay systems

Two-way relaying systems are known to be capable of providing higher spectral efficiency compared with one-way relaying systems. However, the channel estimation problem for two-way relaying systems becomes more complicated. In this paper, we propose a superimposed channel training scheme for two-way MIMO relay communication systems, where the individ-ual channel information for users-relay and relay-users links are estimated. The optimal structure of the source and relay training sequences are derived when the mean-squared error (MSE) of channel estimation is minimized. We also optimize the power allocation between the source and relay training sequences to improve the performance of the algorithm. Numerical examples are shown to demonstrate the performance of the proposed channel training algorithm.

MMSE precoder for unitary space–time codes in correlated time-varying channels

This letter addresses the problem of the design of a precoder for multiple transmit antenna communication systems with spatially and temporally correlated fading channels. By using the asymptotic (high signal-to-noise ratio) mean-square error of the channel estimates, the letter derives a precoder for unitary space-time codes that can exploit the spatiotemporal correlation in the time-varying fading channels. Simulation results illustrate that significant performance gains can be achieved by using the new precoder.

Estimation of basis frequencies for time-varying SIMO channels : a second-order method

The complex exponential basis expansion model (CE-BEM) provides an accurate description for the time-varying (TV) channels encountered in mobile communications. Many blind channel identification and equalization approaches based on the CE-BEM require precise knowledge of the basis frequencies of TV channels. Existing methods for basis frequency estimation usually resort to the higher-order statistics of channel outputs and impose strict constraints on the source signal. In this paper, we propose a novel method to estimate the basis frequencies for blind identification and equalization of time-varying single-input multiple-output (SIMO) finite-impulse-response (FIR) channels. The proposed method exploits only the second-order statistics of channel outputs and does not require strong conditions on the source signal. As a result, it exhibits superior performance to the existing basis frequency estimation methods. The validity of our method is demonstrated by numerical simulations.

Time-varying dependence in the intraday AUS/USD spot market

Using a high-frequency data set of the spot Australian dollar/US dollar this study examines the distribution of quotes and returns across the 24 hour trading "day". Employing statistical methods for measuring long-tenn dependence in time-series we find evidence of time-varying dependence and volatility that aligns with the opening and closing of markets. This variation is attributed to the effects of liquidity and the price-discovery actions of dealers.

Time-varying hedge ratios: an application to the Indian stock futures market

This paper investigates time-varying optimal hedge ratios in individual stock futures markets in India. The analysis employs data on individual stock futures from an unexplored but highly traded (both in terms of volume and quantity) emerging market. The hedge ratios derived in this study incorporate mean reversion in volatility, which is an important extension of the bivariate BEKK-GARCH model of Engle and Kroner. This extension generates improved optimal hedge ratios over the traditional BEKK-GARCH model and static error correction type alternatives.

Time varying hedge ratios : an application to the Indian stock futures market

This paper investigates time-varying optimal hedge ratios in individual stock futures markets in India. The analysis employs data on individual stock futures from an unexplored but highly traded (both in terms of volume and quantity) emerging market. The hedge ratios derived in this study incorporate mean reversion in volatility, which is an important extension of the bivariate BEKK-GARCH model of Engle and Kroner. This extension generates improved optimal hedge ratios over the traditional BEKK-GARCH model and static error correction type alternatives.

Distributed power control in cellular mobile radio systems with time-varying link gains

A simple distributed power control algorithm for communication systems with mobile users and unknown time-varying link gains is proposed. We prove that the proposed algorithm is exponentially converging. Furthermore, we show that the algorithm significantly outperforms the well-known Foschini and Miljanic algorithm in the case of quickly moving mobile users.

Distributed power control in cellular mobile radio systems with time-varying link gains

A simple distributed power control algorithm for communication systems with mobile users and unknown timevarying link gains is proposed. We prove that the proposed algorithm is exponentially converging. Furthermore, we show that the algorithm significantly outperforms the well-known
Foschini and Miljanic algorithm in the case of quickly moving mobile users.

Exponential stabilization of neural networks with various activation functions and mixed time-varying delays

This paper presents some results on the global exponential stabilization for neural networks with various activation functions and time-varying continuously distributed delays. Based on augmented time-varying Lyapunov-Krasovskii functionals, new delay-dependent conditions for the global exponential stabilization are obtained in terms of linear matrix inequalities. A numerical example is given to illustrate the feasibility of our results.

Parameter-dependent H∞ control for time varying delay polytopic systems

This paper addresses the robust stabilization and H_∞ control problem for a class of linear polytopic systems with continuously distributed delays. The control objective is to design a robust H_∞ controller that satisfies some exponential stability constraints on the closed-loop poles. Using improved parameter-dependent Lyapunov Krasovskii functionals, new delay-dependent conditions for the robust H_∞ control are established in terms of linear matrix inequalities.