963 resultados para 2-EPT probability density function


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In this letter, we experimentally study the statistical properties of a received QPSK modulated signal and compare various bit error rate (BER) estimation methods for coherent optical orthogonal frequency division multiplexing transmission. We show that the statistical BER estimation method based on the probability density function of the received QPSK symbols offers the most accurate estimate of the system performance.

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We develop a theoretical method to calculate jitter statistics of interacting solitons. Applying this approach, we have derived the non-Gaussian probability density function and calculated the bit-error rate as a function of noise level, initial separation and phase difference between solitons.

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Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained.

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We introduce a general technique how to reveal in experiments of limited electrical bandwidth which is lower than the optical bandwidth of the optical signal under study, whether the statistical properties of the light source obey Gaussian distribution or mode correlations do exist. To do that one needs to perform measurements by decreasing the measurement bandwidth. We develop a simple model of bandwidth-limited measurements and predict universal laws how intensity probability density function and intensity auto-correlation function of ideal completely stochastic source of Gaussian statistics depend on limited measurement bandwidth and measurement noise level. Results of experimental investigation are in good agreement with model predictions. In particular, we reveal partial mode correlations in the radiation of quasi-CW Raman fibre laser.

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In the present paper we numerically study instrumental impact on statistical properties of quasi-CW Raman fiber laser using a simple model of multimode laser radiation. Effects, that have the most influence, are limited electrical bandwidth of measurement equipment and noise. To check this influence, we developed a simple model of the multimode quasi- CW generation with exponential statistics (i.e. uncorrelated modes). We found that the area near zero intensity in probability density function (PDF) is strongly affected by both factors, for example both lead to formation of a negative wing of intensity distribution. But far wing slope of PDF is not affected by noise and, for moderate mismatch between optical and electrical bandwidth, is only slightly affected by bandwidth limitation. The generation spectrum often becomes broader at higher power in experiments, so the spectral/electrical bandwidth mismatch factor increases over the power that can lead to artificial dependence of the PDF slope over the power. It was also found that both effects influence the ACF background level: noise impact decreases it, while limited bandwidth leads to its increase. © (2014) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.

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Coherent optical orthogonal frequency division multiplexing (CO-OFDM) is an attractive transmission technique to virtually eliminate intersymbol interference caused by chromatic dispersion and polarization-mode dispersion. Design, development, and operation of CO-OFDM systems require simple, efficient, and reliable methods of their performance evaluation. In this paper, we demonstrate an accurate bit error rate estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. By comparing with other known approaches, including data-aided and nondata-aided error vector magnitude, we show that the proposed method offers the most accurate estimate of the system performance for both single channel and wavelength division multiplexing QPSK CO-OFDM transmission systems. © 2014 IEEE.

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Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

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We demonstrate an accurate BER estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. Using a 112Gbs QPSK CO-OFDM transmission as an example, we show that this method offers the most accurate estimate of the system's performance in comparison with other known approaches.

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Efficient numerical modelling of the power, spectral and statistical properties of partially coherent quasi-CW Raman fiber laser radiation is presented. XPM between pump wave and generated Stokes wave is not important in the generation spectrum broadening and XPM term can be omitted in propagation equation what sufficiently speeds-up simulations. The time dynamics of Raman fiber laser (RFL) is stochastic exhibiting events several times more intense that the mean value on the ps timescale. However, the RFL has different statistical properties on different time scales. The probability density function of spectral power density is exponential for the generation modes located either in the spectrum centre or spectral wings while the phases are distributed uniformly. The pump wave preserves the initial Gaussian statistics during propagation in the laser cavity. Intense pulses in the pump wave are evolved under the SPM influence and are not disturbed by the dispersion. Contrarily, in the generated wave the dispersion plays a significant role that results in stochastic behavior. © 2012 Elsevier B.V. All rights reserved.

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A closed-form expression for a lower bound on the per soliton capacity of the nonlinear optical fibre channel in the presence of (optical) amplifier spontaneous emission (ASE) noise is derived. This bound is based on a non-Gaussian conditional probability density function for the soliton amplitude jitter induced by the ASE noise and is proven to grow logarithmically as the signal-to-noise ratio increases.

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We study the probability density function of the group-delay in few-mode fibres, validating for the first time an analytical estimation for the maximum group-delay spread as a function of linear mode coupling for fibres with more than three LP modes.

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We present a review of the latest developments in one-dimensional (1D) optical wave turbulence (OWT). Based on an original experimental setup that allows for the implementation of 1D OWT, we are able to show that an inverse cascade occurs through the spontaneous evolution of the nonlinear field up to the point when modulational instability leads to soliton formation. After solitons are formed, further interaction of the solitons among themselves and with incoherent waves leads to a final condensate state dominated by a single strong soliton. Motivated by the observations, we develop a theoretical description, showing that the inverse cascade develops through six-wave interaction, and that this is the basic mechanism of nonlinear wave coupling for 1D OWT. We describe theory, numerics and experimental observations while trying to incorporate all the different aspects into a consistent context. The experimental system is described by two coupled nonlinear equations, which we explore within two wave limits allowing for the expression of the evolution of the complex amplitude in a single dynamical equation. The long-wave limit corresponds to waves with wave numbers smaller than the electrical coherence length of the liquid crystal, and the opposite limit, when wave numbers are larger. We show that both of these systems are of a dual cascade type, analogous to two-dimensional (2D) turbulence, which can be described by wave turbulence (WT) theory, and conclude that the cascades are induced by a six-wave resonant interaction process. WT theory predicts several stationary solutions (non-equilibrium and thermodynamic) to both the long- and short-wave systems, and we investigate the necessary conditions required for their realization. Interestingly, the long-wave system is close to the integrable 1D nonlinear Schrödinger equation (NLSE) (which contains exact nonlinear soliton solutions), and as a result during the inverse cascade, nonlinearity of the system at low wave numbers becomes strong. Subsequently, due to the focusing nature of the nonlinearity, this leads to modulational instability (MI) of the condensate and the formation of solitons. Finally, with the aid of the probability density function (PDF) description of WT theory, we explain the coexistence and mutual interactions between solitons and the weakly nonlinear random wave background in the form of a wave turbulence life cycle (WTLC).

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Probability density function (pdf) for sum of n correlated lognormal variables is deducted as a special convolution integral. Pdf for weighted sums (where weights can be any real numbers) is also presented. The result for four dimensions was checked by Monte Carlo simulation.

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A szerző egy, a szennyezőanyag-kibocsátás európai kereskedelmi rendszerében megfelelésre kötelezett gázturbinás erőmű szén-dioxid-kibocsátását modellezi négy termékre (völgy- és csúcsidőszaki áramár, gázár, kibocsátási kvóta) vonatkozó reálopciós modell segítségével. A profitmaximalizáló erőmű csak abban az esetben termel és szennyez, ha a megtermelt áramon realizálható fedezete pozitív. A jövőbeli időszak összesített szén-dioxid-kibocsátása megfeleltethető európai típusú bináris különbözetopciók összegének. A modell keretein belül a szén-dioxid-kibocsátás várható értékét és sűrűségfüggvényét becsülhetjük, az utóbbi segítségével a szén-dioxid-kibocsátási pozíció kockáztatott értékét határozhatjuk meg, amely az erőmű számára előírt megfelelési kötelezettség teljesítésének adott konfidenciaszint melletti költségét jelenti. A sztochasztikus modellben az alaptermékek geometriai Ornstein-Uhlenbeck-folyamatot követnek. Ezt illesztette a szerző a német energiatőzsdéről származó publikus piaci adatokra. A szimulációs modellre támaszkodva megvizsgálta, hogy a különböző technológiai és piaci tényezők ceteris paribus megváltozása milyen hatással van a megfelelés költségére, a kockáztatott értékére. ______ The carbon-dioxide emissions of an EU Emissions Trading System participant, gas-fuelled power generator are modelled by using real options for four underlying instruments (peak and off-peak electricity, gas, emission quota). This profit-maximizing power plant operates and emits pollution only if its profit (spread) on energy produced is positive. The future emissions can be estimated by a sum of European binary-spread options. Based on the real-option model, the expected value of emissions and its probability-density function can be deducted. Also calculable is the Value at Risk of emission quota position, which gives the cost of compliance at a given confidence level. To model the prices of the four underlying instruments, the geometric Ornstein-Uhlenbeck process is supposed and matched to public available price data from EEX. Based on the simulation model, the effects of various technological and market factors are analysed for the emissions level and the cost of compliance.

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We report an investigation on the statistics of group delay for few-mode fibres operating in the weak and strong linear coupling regimes as well as in the intermediate coupling regime. A single expression linking the standard deviation of the group delay spread to the fibre linear mode coupling is validated for any coupling regime, considering up to six linearly polarized guided modes. Furthermore, the study of the probability density function of the group delays allowed deriving and validating an analytical estimation for the maximum group delay spread as a function of linear mode coupling.