Time delay estimation with hidden Markov models

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 to identify the lag (or delay) between different variables for such data. Adopting an information-theoretic approach, we develop a procedure for training HMMs to maximise the mutual information (MMI) between delayed time series. The method is used to model the oil drilling process. We show that cross-correlation gives no information and that the MMI approach outperforms maximum likelihood.

Fibre grating time delay element for phased array antennas

The authors have demonstrated an optical fibre grating based delay line which produces time delays in increments as small as 31 ps. The device could provide a true time delay component for a phased array antenna

The application of fibre Bragg grating networks as strain sensors and as phased array antenna true time delay elements

The fabrication of in-fibre Bragg gratings, and the application of arrays of such gratings as strain sensors and as true time delay elements for the control of phased array antennas is reported. Chirped period Bragg gratings were produced using the fibre deformation fabrication technique, with chirps of between 2.9nm and 17.3nm achieved. Arrays of 5mm and 2mm long uniform period Bragg gratings were fabricated using the inscription method, for use as true time delay elements,dissimilar wavefronts and their spectral characteristics recorded. The uniform period grating arrays were used to create minimum time delays of 9.09ps, 19.02ps and 31ps; making them suitable for controlling phased array antennas operating at RF frequencies of up to 3GHz, with 10° phase resolution. Four 4mm long chirped gratings were produced using the dissimilar wavefronts fabrication method, having chirps of 7nm, 12nm, 20nm and 30nm, and were used to create time delays of between 0.3ps and 59ps. Hence they are suitable for controlling phased array antennas at RF frequencies of up to 48GHz. The application of in fibre Bragg gratings as strain sensors within smart structure materials was investigated, with their sensitivity to applied strain and compression measured for both embedded and surface mounted uniform period and fibre Fabry-Perot filter gratings. A fibre Bragg grating sensor demultiplexing scheme based on a liquid crystal filled Fabry-Perot etalon tuneable transmission filter was proposed, successfully constructed and fully characterised. Three characteristics of the LCFP etalon were found to pose operational limitations to its application in a Bragg grating sensor system; most significantly, the resonance peak wavelength was highly (-2,77nm/°C) temperature dependent. Several methods for minimising this temperature sensitivity were investigated, but enjoyed only limited success. It was therefore concluded that this type (E7 filled) of LCFP etalon is unsuitable for use as a Bragg grating sensor demultiplexing element.

Near-constant time delay response of fibre grating Sagnac loop filters

A theoretical and experimental investigation of the time delay characteristics of fiber Bragg grating-based Sagnac loops (FBGSLs) is presented. Analytic expressions for the phase and time delay of the FBGSL have been derived and excellent agreement is found between their predictions and experimental results for configurations incorporating uniform-period and chirped-period gratings. For symmetrical grating structures, it is found that the FBGSL time delay response is similar to that of the incorporated grating; with asymmetrical gratings, the FBGSL response is quite different. It is shown that wavelength-division-multiplexing filters exhibiting near-zero dispersion characteristics can be implemented using FBGSLs.

Band-pass filter with flat time delay response based on fiber grating Sagnac loop

We have developed the analytic expressions for the phase response and time delay of FBGSL of arbitrary grating structure and found that the results from the modelling are in excellent agreement with that of the experimentally measured real devices. The theoretical and experimental investigation clearly reveals that FBGSLs utilizing uniform and linearly chirped gratings exhibit a near-constant time delay in the passbands. Such multi-channel bandpass filters should be highly attractive to WDM applications as they are operating in transmission regime and offering near-zero dispersion.

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.

Stabilization of standing waves through time-delay feedback

Standing waves are studied as solutions of a complex Ginzburg-Landau equation subjected to local and global time-delay feedback terms. The onset is described as an instability of the uniform oscillations with respect to spatially periodic perturbations. The solution of the standing wave pattern is given analytically and studied through simulations. © 2013 American Physical Society.

Comments on multiple oscillatory solutions in systems with time-delay feedback

A complex Ginzburg-Landau equation subjected to local and global time-delay feedback terms is considered. In particular, multiple oscillatory solutions and their properties are studied. We present novel results regarding the disappearance of limit cycle solutions, derive analytical criteria for frequency degeneration, amplitude degeneration, frequency extrema. Furthermore, we discuss the influence of the phase shift parameter and show analytically that the stabilization of the steady state and the decay of all oscillations (amplitude death) cannot happen for global feedback only. Finally, we explain the onset of traveling wave patterns close to the regime of amplitude death.

Control of pattern formation by time-delay feedback with global and local contributions

We consider the suppression of spatiotemporal chaos in the complex GinzburgLandau equation by a combined global and local time-delay feedback. Feedback terms are implemented as a control scheme, i.e., they are proportional to the difference between the time-delayed state of the system and its current state. We perform a linear stability analysis of uniform oscillations with respect to space-dependent perturbations and compare with numerical simulations. Similarly, for the fixed-point solution that corresponds to amplitude death in the spatially extended system, a linear stability analysis with respect to space-dependent perturbations is performed and complemented by numerical simulations. © 2010 Elsevier B.V. All rights reserved.

Variable time-scale information processing

With the extensive use of pulse modulation methods in telecommunications, much work has been done in the search for a better utilisation of the transmission channel.The present research is an extension of these investigations. A new modulation method, 'Variable Time-Scale Information Processing', (VTSIP), is proposed.The basic principles of this system have been established, and the main advantages and disadvantages investigated. With the proposed system, comparison circuits detect the instants at which the input signal voltage crosses predetermined amplitude levels.The time intervals between these occurrences are measured digitally and the results are temporarily stored, before being transmitted.After reception, an inverse process enables the original signal to be reconstituted.The advantage of this system is that the irregularities in the rate of information contained in the input signal are smoothed out before transmission, allowing the use of a smaller transmission bandwidth. A disadvantage of the system is the time delay necessarily introduced by the storage process.Another disadvantage is a type of distortion caused by the finite store capacity.A simulation of the system has been made using a standard speech signal, to make some assessment of this distortion. It is concluded that the new system should be an improvement on existing pulse transmission systems, allowing the use of a smaller transmission bandwidth, but introducing a time delay.

Soliton propagation through a disordered system:statistics of the transmission delay

We have studied the soliton propagation through a segment containing random pointlike scatterers. In the limit of small concentration of scatterers when the mean distance between the scatterers is larger than the soliton width, a method has been developed for obtaining the statistical characteristics of the soliton transmission through the segment. The method is applicable for any classical particle traversing through a disordered segment with the given velocity transformation after each act of scattering. In the case of weak scattering and relatively short disordered segment the transmission time delay of a fast soliton is mostly determined by the shifts of the soliton center after each act of scattering. For sufficiently long segments the main contribution to the delay is due to the shifts of the amplitude and velocity of a fast soliton after each scatterer. Corresponding crossover lengths for both cases of light and heavy solitons have been obtained. We have also calculated the exact probability density function of the soliton transmission time delay for a sufficiently long segment. In the case of weak identical scatterers the latter is a universal function which depends on a sole parameter—the mean number of scatterers in a segment.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

Noise-induced standing waves in oscillatory systems with time-delayed feedback

In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can induce the appearance of standing waves. Combining analytical solutions of the model with spatio-temporal simulations, we find that noise can promote standing waves in regimes where the deterministic uniform oscillatory modes are stabilized. As the deterministic phase boundary is approached, the spatio-temporal correlations become stronger, such that even small noise can induce standing waves in this parameter regime. With larger noise strengths, standing waves could be induced at finite distances from the (deterministic) phase boundary. The overall dynamics is defined through the interplay of noisy forcing with the inherent reaction-diffusion dynamics.

Advanced handover procedure for cellular communication systems

Third Generation cellular communication systems are expected to support mixed cell architecture in which picocells, microcells and macrocells are used to achieve full coverage and increase the spectral capacity. Supporting higher numbers of mobile terminals and the use of smaller cells will result in an increase in the number of handovers, and consequently an increase in the time delays required to perform these handovers. Higher time delays will generate call interruptions and forced terminations, particularly for time sensitive applications like real-time multimedia and data services. Currently in the Global System for Mobile communications (GSM), the handover procedure is initiated and performed by the fixed part of the Public Land Mobile Network (PLMN). The mobile terminal is only capable of detecting candidate base stations suitable for the handover; it is the role of the network to interrogate a candidate base station for a free channel. Handover signalling is exchanged via the fixed network and the time delay required to perform the handover is greatly affected by the levels of teletraffic handled by the network. In this thesis, a new handover strategy is developed to reduce the total time delay for handovers in a microcellular system. The handover signalling is diverted from the fixed network to the air interface to prevent extra delays due to teletraffic congestion, and to allow the mobile terminal to exchange signalling directly with the candidate base station. The new strategy utilises Packet Reservation Multiple Access (PRMA) technique as a mechanism to transfer the control of the handover procedure from the fixed network to the mobile terminal. Simulation results are presented to show a dramatic reduction in the handover delay as compared to those obtained using fixed channel allocation and dynamic channel allocation schemes.