Transceiver designs and analysis for LTI, LTV and broadcast channels - new matrix decompositions and majorization theory

Signal processing techniques play important roles in the design of digital communication systems. These include information manipulation, transmitter signal processing, channel estimation, channel equalization and receiver signal processing. By interacting with communication theory and system implementing technologies, signal processing specialists develop efficient schemes for various communication problems by wisely exploiting various mathematical tools such as analysis, probability theory, matrix theory, optimization theory, and many others. In recent years, researchers realized that multiple-input multiple-output (MIMO) channel models are applicable to a wide range of different physical communications channels. Using the elegant matrix-vector notations, many MIMO transceiver (including the precoder and equalizer) design problems can be solved by matrix and optimization theory. Furthermore, the researchers showed that the majorization theory and matrix decompositions, such as singular value decomposition (SVD), geometric mean decomposition (GMD) and generalized triangular decomposition (GTD), provide unified frameworks for solving many of the point-to-point MIMO transceiver design problems.

In this thesis, we consider the transceiver design problems for linear time invariant (LTI) flat MIMO channels, linear time-varying narrowband MIMO channels, flat MIMO broadcast channels, and doubly selective scalar channels. Additionally, the channel estimation problem is also considered. The main contributions of this dissertation are the development of new matrix decompositions, and the uses of the matrix decompositions and majorization theory toward the practical transmit-receive scheme designs for transceiver optimization problems. Elegant solutions are obtained, novel transceiver structures are developed, ingenious algorithms are proposed, and performance analyses are derived.

The first part of the thesis focuses on transceiver design with LTI flat MIMO channels. We propose a novel matrix decomposition which decomposes a complex matrix as a product of several sets of semi-unitary matrices and upper triangular matrices in an iterative manner. The complexity of the new decomposition, generalized geometric mean decomposition (GGMD), is always less than or equal to that of geometric mean decomposition (GMD). The optimal GGMD parameters which yield the minimal complexity are derived. Based on the channel state information (CSI) at both the transmitter (CSIT) and receiver (CSIR), GGMD is used to design a butterfly structured decision feedback equalizer (DFE) MIMO transceiver which achieves the minimum average mean square error (MSE) under the total transmit power constraint. A novel iterative receiving detection algorithm for the specific receiver is also proposed. For the application to cyclic prefix (CP) systems in which the SVD of the equivalent channel matrix can be easily computed, the proposed GGMD transceiver has K/log_2(K) times complexity advantage over the GMD transceiver, where K is the number of data symbols per data block and is a power of 2. The performance analysis shows that the GGMD DFE transceiver can convert a MIMO channel into a set of parallel subchannels with the same bias and signal to interference plus noise ratios (SINRs). Hence, the average bit rate error (BER) is automatically minimized without the need for bit allocation. Moreover, the proposed transceiver can achieve the channel capacity simply by applying independent scalar Gaussian codes of the same rate at subchannels.

In the second part of the thesis, we focus on MIMO transceiver design for slowly time-varying MIMO channels with zero-forcing or MMSE criterion. Even though the GGMD/GMD DFE transceivers work for slowly time-varying MIMO channels by exploiting the instantaneous CSI at both ends, their performance is by no means optimal since the temporal diversity of the time-varying channels is not exploited. Based on the GTD, we develop space-time GTD (ST-GTD) for the decomposition of linear time-varying flat MIMO channels. Under the assumption that CSIT, CSIR and channel prediction are available, by using the proposed ST-GTD, we develop space-time geometric mean decomposition (ST-GMD) DFE transceivers under the zero-forcing or MMSE criterion. Under perfect channel prediction, the new system minimizes both the average MSE at the detector in each space-time (ST) block (which consists of several coherence blocks), and the average per ST-block BER in the moderate high SNR region. Moreover, the ST-GMD DFE transceiver designed under an MMSE criterion maximizes Gaussian mutual information over the equivalent channel seen by each ST-block. In general, the newly proposed transceivers perform better than the GGMD-based systems since the super-imposed temporal precoder is able to exploit the temporal diversity of time-varying channels. For practical applications, a novel ST-GTD based system which does not require channel prediction but shares the same asymptotic BER performance with the ST-GMD DFE transceiver is also proposed.

The third part of the thesis considers two quality of service (QoS) transceiver design problems for flat MIMO broadcast channels. The first one is the power minimization problem (min-power) with a total bitrate constraint and per-stream BER constraints. The second problem is the rate maximization problem (max-rate) with a total transmit power constraint and per-stream BER constraints. Exploiting a particular class of joint triangularization (JT), we are able to jointly optimize the bit allocation and the broadcast DFE transceiver for the min-power and max-rate problems. The resulting optimal designs are called the minimum power JT broadcast DFE transceiver (MPJT) and maximum rate JT broadcast DFE transceiver (MRJT), respectively. In addition to the optimal designs, two suboptimal designs based on QR decomposition are proposed. They are realizable for arbitrary number of users.

Finally, we investigate the design of a discrete Fourier transform (DFT) modulated filterbank transceiver (DFT-FBT) with LTV scalar channels. For both cases with known LTV channels and unknown wide sense stationary uncorrelated scattering (WSSUS) statistical channels, we show how to optimize the transmitting and receiving prototypes of a DFT-FBT such that the SINR at the receiver is maximized. Also, a novel pilot-aided subspace channel estimation algorithm is proposed for the orthogonal frequency division multiplexing (OFDM) systems with quasi-stationary multi-path Rayleigh fading channels. Using the concept of a difference co-array, the new technique can construct M^2 co-pilots from M physical pilot tones with alternating pilot placement. Subspace methods, such as MUSIC and ESPRIT, can be used to estimate the multipath delays and the number of identifiable paths is up to O(M^2), theoretically. With the delay information, a MMSE estimator for frequency response is derived. It is shown through simulations that the proposed method outperforms the conventional subspace channel estimator when the number of multipaths is greater than or equal to the number of physical pilots minus one.

On the Role of Delays in Biological Systems : Analysis and Design

This work quantifies the nature of delays in genetic regulatory networks and their effect on system dynamics. It is known that a time lag can emerge from a sequence of biochemical reactions. Applying this modeling framework to the protein production processes, delay distributions are derived in a stochastic (probability density function) and deterministic setting (impulse function), whilst being shown to be equivalent under different assumptions. The dependence of the distribution properties on rate constants, gene length, and time-varying temperatures is investigated. Overall, the distribution of the delay in the context of protein production processes is shown to be highly dependent on the size of the genes and mRNA strands as well as the reaction rates. Results suggest longer genes have delay distributions with a smaller relative variance, and hence, less uncertainty in the completion times, however, they lead to larger delays. On the other hand large uncertainties may actually play a positive role, as broader distributions can lead to larger stability regions when this formalization of the protein production delays is incorporated into a feedback system.

Furthermore, evidence suggests that delays may play a role as an explicit design into existing controlling mechanisms. Accordingly, the reccurring dual-feedback motif is also investigated with delays incorporated into the feedback channels. The dual-delayed feedback is shown to have stabilizing effects through a control theoretic approach. Lastly, a distributed delay based controller design method is proposed as a potential design tool. In a preliminary study, the dual-delayed feedback system re-emerges as an effective controller design.

Controle por modo deslizante para sistemas não-lineares com atraso.

Nesta Dissertação são propostos dois esquemas de controle para sistemas não-lineares com atraso. No primeiro, o objetivo é controlar uma classe de sistemas incertos multivariáveis, de grau relativo unitário, com perturbações não-lineares descasadas dependentes do estado, e com atraso incerto e variante no tempo em relação ao estado. No segundo, deseja-se controlar uma classe de sistemas monovariáveis, com parâmetros conhecidos, grau relativo arbitrário, atraso arbitrário conhecido e constante na saída. Admitindo-se que o atraso na entrada pode ser deslocado para a saída, então, o segundo esquema de controle pode ser aplicado a sistemas com atraso na entrada. Os controladores desenvolvidos são baseados no controle por modo deslizante e realimentação de saída, com função de modulação para a amplitude do sinal de controle. Além disso, observadores estimam as variáveis de estado não-medidas. Em ambos os esquemas de controle propostos, garante-se propriedades de estabilidade globais do sistema em malha fechada. Simulações ilustram a eficácia dos controladores desenvolvidos.

Controle de um sistema de eletroestimulação funcional.

Esta Dissertação irá apresentar a utilização de técnicas de controle nãolinear, tais como o controle adaptativo e robusto, de modo a controlar um sistema de Eletroestimulação Funcional desenvolvido pelo laboratório de Engenharia Biomédica da COPPE/UFRJ. Basicamente um Eletroestimulador Funcional (Functional Electrical Stimulation FES) se baseia na estimulação dos nervos motores via eletrodos cutâneos de modo a movimentar (contrair ou distender) os músculos, visando o fortalecimento muscular, a ativação de vias nervosas (reinervação), manutenção da amplitude de movimento, controle de espasticidade muscular, retardo de atrofias e manutenção de tonicidade muscular. O sistema utilizado tem por objetivo movimentar os membros superiores através do estímulo elétrico de modo a atingir ângulos-alvo pré-determinados para a articulação do cotovelo. Devido ao fato de não termos conhecimento pleno do funcionamento neuro-motor humano e do mesmo ser variante no tempo, não-linear, com parâmetros incertos, sujeito a perturbações e completamente diferente para cada indivíduo, se faz necessário o uso de técnicas de controle avançadas na tentativa de se estabilizar e controlar esse tipo de sistema. O objetivo principal é verificar experimentalmente a eficácia dessas técnicas de controle não-linear e adaptativo em comparação às técnicas clássicas, de modo a alcançar um controle mais rápido, robusto e que tenha um desempenho satisfatório. Em face disso, espera-se ampliar o campo de utilização de técnicas de controle adaptativo e robusto, além de outras técnicas de sistemas inteligentes, tais como os algoritmos genéticos, provando que sua aplicação pode ser efetiva no campo de sistemas biológicos e biomédicos, auxiliando assim na melhoria do tratamento de pacientes envolvidos nas pesquisas desenvolvidas no Laboratório de Engenharia Biomédica da COPPE/UFRJ.

Time-frequency spectral estimation of speech

In recent years there has been a growing interest amongst the speech research community into the use of spectral estimators which circumvent the traditional quasi-stationary assumption and provide greater time-frequency (t-f) resolution than conventional spectral estimators, such as the short time Fourier power spectrum (STFPS). One distribution in particular, the Wigner distribution (WD), has attracted considerable interest. However, experimental studies have indicated that, despite its improved t-f resolution, employing the WD as the front end of speech recognition system actually reduces recognition performance; only by explicitly re-introducing t-f smoothing into the WD are recognition rates improved. In this paper we provide an explanation for these findings. By treating the spectral estimation problem as one of optimization of a bias variance trade off, we show why additional t-f smoothing improves recognition rates, despite reducing the t-f resolution of the spectral estimator. A practical adaptive smoothing algorithm is presented, whicy attempts to match the degree of smoothing introduced into the WD with the time varying quasi-stationary regions within the speech waveform. The recognition performance of the resulting adaptively smoothed estimator is found to be comparable to that of conventional filterbank estimators, yet the average temporal sampling rate of the resulting spectral vectors is reduced by around a factor of 10. © 1992.

Decentralised minimal-time dynamic consensus

This paper considers a group of agents that aim to reach an agreement on individually received time-varying signals by local communication. In contrast to static network averaging problem, the consensus considered in this paper is reached in a dynamic sense. A discrete-time dynamic average consensus protocol can be designed to allow all the agents tracking the average of their reference inputs asymptotically. We propose a minimal-time dynamic consensus algorithm, which only utilises a minimal number of local observations of a randomly picked node in a network to compute the final consensus signal. Our results illustrate that with memory and computational ability, the running time of distributed averaging algorithms can be indeed improved dramatically as suggested by Olshevsky and Tsitsiklis. © 2012 AACC American Automatic Control Council).

A dependent partition-valued process for multitask clustering and time evolving network modelling

The fundamental aim of clustering algorithms is to partition data points. We consider tasks where the discovered partition is allowed to vary with some covariate such as space or time. One approach would be to use fragmentation-coagulation processes, but these, being Markov processes, are restricted to linear or tree structured covariate spaces. We define a partition-valued process on an arbitrary covariate space using Gaussian processes. We use the process to construct a multitask clustering model which partitions datapoints in a similar way across multiple data sources, and a time series model of network data which allows cluster assignments to vary over time. We describe sampling algorithms for inference and apply our method to defining cancer subtypes based on different types of cellular characteristics, finding regulatory modules from gene expression data from multiple human populations, and discovering time varying community structure in a social network.

Time-Frequency Representations for Speech Signals

This work addresses two related questions. The first question is what joint time-frequency energy representations are most appropriate for auditory signals, in particular, for speech signals in sonorant regions. The quadratic transforms of the signal are examined, a large class that includes, for example, the spectrograms and the Wigner distribution. Quasi-stationarity is not assumed, since this would neglect dynamic regions. A set of desired properties is proposed for the representation: (1) shift-invariance, (2) positivity, (3) superposition, (4) locality, and (5) smoothness. Several relations among these properties are proved: shift-invariance and positivity imply the transform is a superposition of spectrograms; positivity and superposition are equivalent conditions when the transform is real; positivity limits the simultaneous time and frequency resolution (locality) possible for the transform, defining an uncertainty relation for joint time-frequency energy representations; and locality and smoothness tradeoff by the 2-D generalization of the classical uncertainty relation. The transform that best meets these criteria is derived, which consists of two-dimensionally smoothed Wigner distributions with (possibly oriented) 2-D guassian kernels. These transforms are then related to time-frequency filtering, a method for estimating the time-varying 'transfer function' of the vocal tract, which is somewhat analogous to ceptstral filtering generalized to the time-varying case. Natural speech examples are provided. The second question addressed is how to obtain a rich, symbolic description of the phonetically relevant features in these time-frequency energy surfaces, the so-called schematic spectrogram. Time-frequency ridges, the 2-D analog of spectral peaks, are one feature that is proposed. If non-oriented kernels are used for the energy representation, then the ridge tops can be identified, with zero-crossings in the inner product of the gradient vector and the direction of greatest downward curvature. If oriented kernels are used, the method can be generalized to give better orientation selectivity (e.g., at intersecting ridges) at the cost of poorer time-frequency locality. Many speech examples are given showing the performance for some traditionally difficult cases: semi-vowels and glides, nasalized vowels, consonant-vowel transitions, female speech, and imperfect transmission channels.

Nonlinear Acoustics in Underwater and Biomedical Applications: Array Performance Degradation and Time Reversal Invariance

This dissertation describes a model for acoustic propagation in inhomogeneous flu- ids, and explores the focusing by arrays onto targets under various conditions. The work explores the use of arrays, in particular the time reversal array, for underwater and biomedical applications. Aspects of propagation and phasing which can lead to reduced focusing effectiveness are described. An acoustic wave equation was derived for the propagation of finite-amplitude waves in lossy time-varying inhomogeneous fluid media. The equation was solved numerically in both Cartesian and cylindrical geometries using the finite-difference time-domain (FDTD) method. It was found that time reversal arrays are sensitive to several debilitating factors. Focusing ability was determined to be adequate in the presence of temporal jitter in the time reversed signal only up to about one-sixth of a period. Thermoviscous absorption also had a debilitating effect on focal pressure for both linear and nonlinear propagation. It was also found that nonlinearity leads to degradation of focal pressure through amplification of the received signal at the array, and enhanced absorption in the shocked waveforms. This dissertation also examined the heating effects of focused ultrasound in a tissue-like medium. The application considered is therapeutic heating for hyperther- mia. The acoustic model and a thermal model for tissue were coupled to solve for transient and steady temperature profiles in tissue-like media. The Pennes bioheat equation was solved using the FDTD method to calculate the temperature fields in tissue-like media from focused acoustic sources. It was found that the temperature-dependence of the medium's background prop- erties can play an important role in the temperature predictions. Finite-amplitude effects contributed excess heat when source conditions were provided for nonlinear ef- fects to manifest themselves. The effect of medium heterogeneity was also found to be important in redistributing the acoustic and temperature fields, creating regions with hotter and colder temperatures than the mean by local scattering and lensing action. These temperature excursions from the mean were found to increase monotonically with increasing contrast in the medium's properties.

NETEMBED: A Network Resource Mapping Service for Distributed Applications

Emerging configurable infrastructures such as large-scale overlays and grids, distributed testbeds, and sensor networks comprise diverse sets of available computing resources (e.g., CPU and OS capabilities and memory constraints) and network conditions (e.g., link delay, bandwidth, loss rate, and jitter) whose characteristics are both complex and time-varying. At the same time, distributed applications to be deployed on these infrastructures exhibit increasingly complex constraints and requirements on resources they wish to utilize. Examples include selecting nodes and links to schedule an overlay multicast file transfer across the Grid, or embedding a network experiment with specific resource constraints in a distributed testbed such as PlanetLab. Thus, a common problem facing the efficient deployment of distributed applications on these infrastructures is that of "mapping" application-level requirements onto the network in such a manner that the requirements of the application are realized, assuming that the underlying characteristics of the network are known. We refer to this problem as the network embedding problem. In this paper, we propose a new approach to tackle this combinatorially-hard problem. Thanks to a number of heuristics, our approach greatly improves performance and scalability over previously existing techniques. It does so by pruning large portions of the search space without overlooking any valid embedding. We present a construction that allows a compact representation of candidate embeddings, which is maintained by carefully controlling the order via which candidate mappings are inserted and invalid mappings are removed. We present an implementation of our proposed technique, which we call NETEMBED – a service that identify feasible mappings of a virtual network configuration (the query network) to an existing real infrastructure or testbed (the hosting network). We present results of extensive performance evaluation experiments of NETEMBED using several combinations of real and synthetic network topologies. Our results show that our NETEMBED service is quite effective in identifying one (or all) possible embeddings for quite sizable queries and hosting networks – much larger than what any of the existing techniques or services are able to handle.

Neuronal correlates of visual time perception at brief timescales.

Successful interaction with the world depends on accurate perception of the timing of external events. Neurons at early stages of the primate visual system represent time-varying stimuli with high precision. However, it is unknown whether this temporal fidelity is maintained in the prefrontal cortex, where changes in neuronal activity generally correlate with changes in perception. One reason to suspect that it is not maintained is that humans experience surprisingly large fluctuations in the perception of time. To investigate the neuronal correlates of time perception, we recorded from neurons in the prefrontal cortex and midbrain of monkeys performing a temporal-discrimination task. Visual time intervals were presented at a timescale relevant to natural behavior (<500 ms). At this brief timescale, neuronal adaptation--time-dependent changes in the size of successive responses--occurs. We found that visual activity fluctuated with timing judgments in the prefrontal cortex but not in comparable midbrain areas. Surprisingly, only response strength, not timing, predicted task performance. Intervals perceived as longer were associated with larger visual responses and shorter intervals with smaller responses, matching the dynamics of adaptation. These results suggest that the magnitude of prefrontal activity may be read out to provide temporal information that contributes to judging the passage of time.

A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.

Model-based pilot and data power adaptation in psam with periodic delayed feedback

We consider the optimum design of pilot-symbol-assisted modulation (PSAM) schemes with feedback. The received signal is periodically fed back to the transmitter through a noiseless delayed link and the time-varying channel is modeled as a Gauss-Markov process. We optimize a lower bound on the channel capacity which incorporates the PSAM parameters and Kalman-based channel estimation and prediction. The parameters available for the capacity optimization are the data power adaptation strategy, pilot spacing and pilot power ratio, subject to an average power constraint. Compared to the optimized open-loop PSAM (i.e., the case where no feedback is provided from the receiver), our results show that even in the presence of feedback delay, the optimized power adaptation provides higher information rates at low signal-to-noise ratios (SNR) in medium-rate fading channels. However, in fast fading channels, even the presence of modest feedback delay dissipates the advantages of power adaptation.

Iterative Multiuser Detection and Decoding for DS-CDMA System With Space-Time Linear Dispersion

This paper considers a Q-ary orthogonal direct-sequence code-division multiple-access (DS-CDMA) system with high-rate space-time linear dispersion codes (LDCs) in time-varying Rayleigh fading multiple-input-multiple-output (MIMO) channels. We propose a joint multiuser detection, LDC decoding, Q-ary demodulation, and channel-decoding algorithm and apply the turbo processing principle to improve system performance in an iterative fashion. The proposed iterative scheme demonstrates faster convergence and superior performance compared with the V-BLAST-based DS-CDMA system and is shown to approach the single-user performance bound. We also show that the CDMA system is able to exploit the time diversity offered by the LDCS in rapid-fading channels.

Real-Time Multiple Event Detection and Classification Using Moving Window PCA

This paper proposes a method for the detection and classification of multiple events in an electrical power system in real-time, namely; islanding, high frequency events (loss of load) and low frequency events (loss of generation). This method is based on principal component analysis of frequency measurements and employs a moving window approach to combat the time-varying nature of power systems, thereby increasing overall situational awareness of the power system. Numerical case studies using both real data, collected from the UK power system, and simulated case studies, constructed using DigSilent PowerFactory, for islanding events, as well as both loss of load and generation dip events, are used to demonstrate the reliability of the proposed method.