Performance modelling and analysis of multiple coexisting IEEE 802.15.4 wireless sensor networks

With the features of low-power and flexible networking capabilities IEEE 802.15.4 has been widely regarded as one strong candidate of communication technologies for wireless sensor networks (WSNs). It is expected that with an increasing number of deployments of 802.15.4 based WSNs, multiple WSNs could coexist with full or partial overlap in residential or enterprise areas. As WSNs are usually deployed without coordination, the communication could meet significant degradation with the 802.15.4 channel access scheme, which has a large impact on system performance. In this thesis we are motivated to investigate the effectiveness of 802.15.4 networks supporting WSN applications with various environments, especially when hidden terminals are presented due to the uncoordinated coexistence problem. Both analytical models and system level simulators are developed to analyse the performance of the random access scheme specified by IEEE 802.15.4 medium access control (MAC) standard for several network scenarios. The first part of the thesis investigates the effectiveness of single 802.15.4 network supporting WSN applications. A Markov chain based analytic model is applied to model the MAC behaviour of IEEE 802.15.4 standard and a discrete event simulator is also developed to analyse the performance and verify the proposed analytical model. It is observed that 802.15.4 networks could sufficiently support most WSN applications with its various functionalities. After the investigation of single network, the uncoordinated coexistence problem of multiple 802.15.4 networks deployed with communication range fully or partially overlapped are investigated in the next part of the thesis. Both nonsleep and sleep modes are investigated with different channel conditions by analytic and simulation methods to obtain the comprehensive performance evaluation. It is found that the uncoordinated coexistence problem can significantly degrade the performance of 802.15.4 networks, which is unlikely to satisfy the QoS requirements for many WSN applications. The proposed analytic model is validated by simulations which could be used to obtain the optimal parameter setting before WSNs deployments to eliminate the interference risks.

Coverage overlapping problems in applications of IEEE 802.15.4 wireless sensor networks

IEEE 802.15.4 standard is a relatively new standard designed for low power low data rate wireless sensor networks (WSN), which has a wide range of applications, e.g., environment monitoring, e-health, home and industry automation. In this paper, we investigate the problems of hidden devices in coverage overlapped IEEE 802.15.4 WSNs, which is likely to arise when multiple 802.15.4 WSNs are deployed closely and independently. We consider a typical scenario of two 802.15.4 WSNs with partial coverage overlapping and propose a Markov-chain based analytical model to reveal the performance degradation due to the hidden devices from the coverage overlapping. Impacts of the hidden devices and network sleeping modes on saturated throughput and energy consumption are modeled. The analytic model is verified by simulations, which can provide the insights to network design and planning when multiple 802.15.4 WSNs are deployed closely. © 2013 IEEE.

Using observation ageing to improve Markovian model learning in QoS engineering

Markovian models are widely used to analyse quality-of-service properties of both system designs and deployed systems. Thanks to the emergence of probabilistic model checkers, this analysis can be performed with high accuracy. However, its usefulness is heavily dependent on how well the model captures the actual behaviour of the analysed system. Our work addresses this problem for a class of Markovian models termed discrete-time Markov chains (DTMCs). We propose a new Bayesian technique for learning the state transition probabilities of DTMCs based on observations of the modelled system. Unlike existing approaches, our technique weighs observations based on their age, to account for the fact that older observations are less relevant than more recent ones. A case study from the area of bioinformatics workflows demonstrates the effectiveness of the technique in scenarios where the model parameters change over time.

A Markov switching unobserved component analysis of the CDX index term premium

Using a Markov switching unobserved component model we decompose the term premium of the North American CDX index into a permanent and a stationary component. We establish that the inversion of the CDX term premium is induced by sudden changes in the unobserved stationary component, which represents the evolution of the fundamentals underpinning the probability of default in the economy. We find evidence that the monetary policy response from the Fed during the crisis period was effective in reducing the volatility of the term premium. We also show that equity returns make a substantial contribution to the term premium over the entire sample period.