Delay estimation for multivariate time series

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

Enhanced slotted aloha protocols for underwater sensor networks with large propagation delay

Recently underwater sensor networks (UWSN) attracted large research interests. Medium access control (MAC) is one of the major challenges faced by UWSN due to the large propagation delay and narrow channel bandwidth of acoustic communications used for UWSN. Widely used slotted aloha (S-Aloha) protocol suffers large performance loss in UWSNs, which can only achieve performance close to pure aloha (P-Aloha). In this paper we theoretically model the performances of S-Aloha and P-Aloha protocols and analyze the adverse impact of propagation delay. According to the observation on the performances of S-Aloha protocol we propose two enhanced S-Aloha protocols in order to minimize the adverse impact of propagation delay on S-Aloha protocol. The first enhancement is a synchronized arrival S-Aloha (SA-Aloha) protocol, in which frames are transmitted at carefully calculated time to align the frame arrival time with the start of time slots. Propagation delay is taken into consideration in the calculation of transmit time. As estimation error on propagation delay may exist and can affect network performance, an improved SA-Aloha (denoted by ISA-Aloha) is proposed, which adjusts the slot size according to the range of delay estimation errors. Simulation results show that both SA-Aloha and ISA-Aloha perform remarkably better than S-Aloha and P-Aloha for UWSN, and ISA-Aloha is more robust even when the propagation delay estimation error is large. © 2011 IEEE.

Impact of linear mode coupling on the group delay spread in few-mode fibers

We report an investigation on the group delay spread in few-mode fibers operating in the weak and strong linear coupling regimes, and for the first time, we study the transition region between them. A single expression linking the group delay spread to the fiber correlation length is validated for any coupling regime, considering 3 guided modes.

Travelling waves in a complex Ginzburg-Landau equation with time-delay feedback

One of the simplest ways to create nonlinear oscillations is the Hopf bifurcation. The spatiotemporal dynamics observed in an extended medium with diffusion (e.g., a chemical reaction) undergoing this bifurcation is governed by the complex Ginzburg-Landau equation, one of the best-studied generic models for pattern formation, where besides uniform oscillations, spiral waves, coherent structures and turbulence are found. The presence of time delay terms in this equation changes the pattern formation scenario, and different kind of travelling waves have been reported. In particular, we study the complex Ginzburg-Landau equation that contains local and global time-delay feedback terms. We focus our attention on plane wave solutions in this model. The first novel result is the derivation of the plane wave solution in the presence of time-delay feedback with global and local contributions. The second and more important result of this study consists of a linear stability analysis of plane waves in that model. Evaluation of the eigenvalue equation does not show stabilisation of plane waves for the parameters studied. We discuss these results and compare to results of other models.

Phase noise influence in long-range coherent optical OFDM systems with delay detection, IFFT multiplexing and FFT demodulation

We present a study of the influence of dispersion induced phase noise for CO-OFDM systems using FFT multiplexing/IFFT demultiplexing techniques (software based). The software based system provides a method for a rigorous evaluation of the phase noise variance caused by Common Phase Error (CPE) and Inter-Carrier Interference (ICI) including - for the first time to our knowledge - in explicit form the effect of equalization enhanced phase noise (EEPN). This, in turns, leads to an analytic BER specification. Numerical results focus on a CO-OFDM system with 10-25 GS/s QPSK channel modulation. A worst case constellation configuration is identified for the phase noise influence and the resulting BER is compared to the BER of a conventional single channel QPSK system with the same capacity as the CO-OFDM implementation. Results are evaluated as a function of transmission distance. For both types of systems, the phase noise variance increases significantly with increasing transmission distance. For a total capacity of 400 (1000) Gbit/s, the transmission distance to have the BER < 10-2 for the worst case CO-OFDM design is less than 800 and 460 km, respectively, whereas for a single channel QPSK system it is less than 1400 and 560 km.

Nonlinear distortion in mode delay compensated few-mode fibre spans with intermediate coupling

Nonlinear distortion in delay-compensated spans for intermediate coupling is studied for the first time. Coupling strengths under -30dB/100m allow distortion reduction using shorter compensation lengths and higher delays. For higher coupling strengths no significant penalty results from shorter compensation lengths.