Analysis, modeling, design and optimization of future communications systems: from theory to practice

Esta tese descreve uma framework de trabalho assente no paradigma multi-camada para analisar, modelar, projectar e optimizar sistemas de comunicação. Nela se explora uma nova perspectiva acerca da camada física que nasce das relações entre a teoria de informação, estimação, métodos probabilísticos, teoria da comunicação e codificação. Esta framework conduz a métodos de projecto para a próxima geração de sistemas de comunicação de alto débito. Além disso, a tese explora várias técnicas de camada de acesso com base na relação entre atraso e débito para o projeto de redes sem fio tolerantes a atrasos. Alguns resultados fundamentais sobre a interação entre a teoria da informação e teoria da estimação conduzem a propostas de um paradigma alternativo para a análise, projecto e optimização de sistemas de comunicação. Com base em estudos sobre a relação entre a informação recíproca e MMSE, a abordagem descrita na tese permite ultrapassar, de forma inovadora, as dificuldades inerentes à optimização das taxas de transmissão de informação confiáveis em sistemas de comunicação, e permite a exploração da atribuição óptima de potência e estruturas óptimas de pre-codificação para diferentes modelos de canal: com fios, sem fios e ópticos. A tese aborda também o problema do atraso, numa tentativa de responder a questões levantadas pela enorme procura de débitos elevados em sistemas de comunicação. Isso é feito através da proposta de novos modelos para sistemas com codificação de rede (network coding) em camadas acima da sua camada física. Em particular, aborda-se a utilização de sistemas de codificação em rede para canais que variam no tempo e são sensíveis a atrasos. Isso foi demonstrado através da proposta de um novo modelo e esquema adaptativo, cujos algoritmos foram aplicados a sistemas sem fios com desvanecimento (fading) complexo, de que são exemplos os sistemas de comunicação via satélite. A tese aborda ainda o uso de sistemas de codificação de rede em cenários de transferência (handover) exigentes. Isso é feito através da proposta de novos modelos de transmissão WiFi IEEE 801.11 MAC, que são comparados com codificação de rede, e que se demonstram possibilitar transferência sem descontinuidades. Pode assim dizer-se que esta tese, através de trabalho de análise e de propostas suportadas por simulações, defende que na concepção de sistemas de comunicação se devem considerar estratégias de transmissão e codificação que sejam não só próximas da capacidade dos canais, mas também tolerantes a atrasos, e que tais estratégias têm de ser concebidas tendo em vista características do canal e a camada física.

Channel Adaptive MAC Protocol with Traffic-Aware Distributed Power Management in Wireless Sensor Networks-Some Performance Issues

In Wireless Sensor Networks (WSN), neglecting the effects of varying channel quality can lead to an unnecessary wastage of precious battery resources and in turn can result in the rapid depletion of sensor energy and the partitioning of the network. Fairness is a critical issue when accessing a shared wireless channel and fair scheduling must be employed to provide the proper flow of information in a WSN. In this paper, we develop a channel adaptive MAC protocol with a traffic-aware dynamic power management algorithm for efficient packet scheduling and queuing in a sensor network, with time varying characteristics of the wireless channel also taken into consideration. The proposed protocol calculates a combined weight value based on the channel state and link quality. Then transmission is allowed only for those nodes with weights greater than a minimum quality threshold and nodes attempting to access the wireless medium with a low weight will be allowed to transmit only when their weight becomes high. This results in many poor quality nodes being deprived of transmission for a considerable amount of time. To avoid the buffer overflow and to achieve fairness for the poor quality nodes, we design a Load prediction algorithm. We also design a traffic aware dynamic power management scheme to minimize the energy consumption by continuously turning off the radio interface of all the unnecessary nodes that are not included in the routing path. By Simulation results, we show that our proposed protocol achieves a higher throughput and fairness besides reducing the delay

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

An LMI approach to H∞ synchronization of second-order neutral master-slave systems

The H∞ synchronization problem of the master and slave structure of a second-order neutral master-slave systems with time-varying delays is presented in this paper. Delay-dependent sufficient conditions for the design of a delayed output-feedback control are given by Lyapunov-Krasovskii method in terms of a linear matrix inequality (LMI). A controller, which guarantees H∞ synchronization of the master and slave structure using some free weighting matrices, is then developed. A numerical example has been given to show the effectiveness of the method

Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

A structural time series approach to modelling multiple and resurgent meat scares in Italy

This paper exploits a structural time series approach to model the time pattern of multiple and resurgent food scares and their direct and cross-product impacts on consumer response. A structural time series Almost Ideal Demand System (STS-AIDS) is embedded in a vector error correction framework to allow for dynamic effects (VEC-STS-AIDS). Italian aggregate household data on meat demand is used to assess the time-varying impact of a resurgent BSE crisis (1996 and 2000) and the 1999 Dioxin crisis. The VEC-STS-AIDS model monitors the short-run impacts and performs satisfactorily in terms of residuals diagnostics, overcoming the major problems encountered by the customary vector error correction approach.

Modelling the uptake and growth kinetics of Penicillium glabrum in a tannic acid-containing solid-state fermentation for tannase production

A mathematical growth model for the batch solid-state fermentation process for fungal tannase production was developed and tested experimentally. The unstructured model describes the uptake and growth kinetics of Penicillium glabrum in an impregnated polyurethane foam substrate system. In general, good agreement between the experimental data and model simulations was obtained. Biomass, tannase and spore production are described by logistic kinetics with a time delay between biomass production and tannase and spore formation. Possible induction mechanisms for the latter are proposed. Hydrolysis of tannic acid, the main carbon source in the substrate system, is reasonably well described with Michaelis-Menten kinetics with time-varying enzyme concentration but a more complex reaction mechanism is suspected. The metabolism of gallic acid, a tannase-hydrolysis product of tannic acid, was shown to be growth limiting during the main growth phase. (c) 2004 Elsevier Ltd. All rights reserved.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

The dynamics and relationships of precipitation, temperature and convection boundaries in the dayside auroral ionosphere

A continuous band of high ion temperature, which persisted for about 8 h and zigzagged north-south across more than five degrees in latitude in the dayside (07:00– 15:00MLT) auroral ionosphere, was observed by the EISCAT VHF radar on 23 November 1999. Latitudinal gradients in the temperature of the F-region electron and ion gases (Te and Ti , respectively) have been compared with concurrent observations of particle precipitation and field-perpendicular convection by DMSP satellites, in order to reveal a physical explanation for the persistent band of high Ti , and to test the potential role of Ti and Te gradients as possible markers for the open-closed field line boundary. The north/south movement of the equatorward Ti boundary was found to be consistent with the contraction/expansion of the polar cap due to an unbalanced dayside and nightside reconnection. Sporadic intensifications in Ti , recurring on _10-min time scales, indicate that frictional heating was modulated by time-varying reconnection, and the band of high Ti was located on open flux. However, the equatorward Ti boundary was not found to be a close proxy of the open-closed boundary. The closest definable proxy of the open-closed boundary is the magnetosheath electron edge observed by DMSP. Although Te appears to be sensitive to magnetosheath electron fluxes, it is not found to be a suitable parameter for routine tracking of the open-closed boundary, as it involves case dependent analysis of the thermal balance. Finally, we have documented a region of newly-opened sunward convecting flux. This region is situated between the convection reversal boundary and the magnetosheath electron edge defining the openclosed boundary. This is consistent with a delay of several minutes between the arrival of the first (super-Alfv´enic) magnetosheath electrons and the response in the ionospheric convection, conveyed to the ionosphere by the interior Alfv´en wave. It represents a candidate footprint of the low-latitude boundary mixing layer on sunward convecting open flux

Improving the GNSS positioning stochastic model in the presence of ionospheric scintillation

Ionospheric scintillations are caused by time-varying electron density irregularities in the ionosphere, occurring more often at equatorial and high latitudes. This paper focuses exclusively on experiments undertaken in Europe, at geographic latitudes between similar to 50 degrees N and similar to 80 degrees N, where a network of GPS receivers capable of monitoring Total Electron Content and ionospheric scintillation parameters was deployed. The widely used ionospheric scintillation indices S4 and sigma(phi) represent a practical measure of the intensity of amplitude and phase scintillation affecting GNSS receivers. However, they do not provide sufficient information regarding the actual tracking errors that degrade GNSS receiver performance. Suitable receiver tracking models, sensitive to ionospheric scintillation, allow the computation of the variance of the output error of the receiver PLL (Phase Locked Loop) and DLL (Delay Locked Loop), which expresses the quality of the range measurements used by the receiver to calculate user position. The ability of such models of incorporating phase and amplitude scintillation effects into the variance of these tracking errors underpins our proposed method of applying relative weights to measurements from different satellites. That gives the least squares stochastic model used for position computation a more realistic representation, vis-a-vis the otherwise 'equal weights' model. For pseudorange processing, relative weights were computed, so that a 'scintillation-mitigated' solution could be performed and compared to the (non-mitigated) 'equal weights' solution. An improvement between 17 and 38% in height accuracy was achieved when an epoch by epoch differential solution was computed over baselines ranging from 1 to 750 km. The method was then compared with alternative approaches that can be used to improve the least squares stochastic model such as weighting according to satellite elevation angle and by the inverse of the square of the standard deviation of the code/carrier divergence (sigma CCDiv). The influence of multipath effects on the proposed mitigation approach is also discussed. With the use of high rate scintillation data in addition to the scintillation indices a carrier phase based mitigated solution was also implemented and compared with the conventional solution. During a period of occurrence of high phase scintillation it was observed that problems related to ambiguity resolution can be reduced by the use of the proposed mitigated solution.

CRITICAL EXPONENTS and SCALING PROPERTIES FOR THE CHAOTIC DYNAMICS of A PARTICLE IN A TIME-DEPENDENT POTENTIAL BARRIER

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Fermi acceleration and scaling properties of a time dependent oval billiard

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact propagator beyond and at caustics for isotropic time-dependent coupled and driven oscillators

Through a sequence of transformations we relate the propagator for the system of isotropic time-dependent, coupled and driven oscillators with time-varying mass, with those of free particles. We then derive the wave functions and the propagator beyond and at caustics. Finally we study a particular case which appears in quantum optics. © 1990.

Double optical monitoring of time-dependent film formation

A brief overview of optical monitoring for vacuum and wet bench film deposition processes is presented. Interferometric and polarimetric measurements are combined with regard to simultaneous real-time monitoring of refractive index and physical thickness. Monitor stability and accuracy are verified with transparent oil standards. This double optical technique is applied to dip coating with a multi-component Zirconyl Chloride aqueous solution, whose time varying refractive index and physical thickness curves indicate significant sensitivity to changes of film flow properties during the process.

Towards forecasting and mitigating ionospheric scintillation effects on GNSS

The effect of the ionosphere on the signals of Global Navigation Satellite Systems (GNSS), such as the Global Positionig System (GPS) and the proposed European Galileo, is dependent on the ionospheric electron density, given by its Total Electron Content (TEC). Ionospheric time-varying density irregularities may cause scintillations, which are fluctuations in phase and amplitude of the signals. Scintillations occur more often at equatorial and high latitudes. They can degrade navigation and positioning accuracy and may cause loss of signal tracking, disrupting safety-critical applications, such as marine navigation and civil aviation. This paper addresses the results of initial research carried out on two fronts that are relevant to GNSS users if they are to counter ionospheric scintillations, i.e. forecasting and mitigating their effects. On the forecasting front, the dynamics of scintillation occurrence were analysed during the severe ionospheric storm that took place on the evening of 30 October 2003, using data from a network of GPS Ionospheric Scintillation and TEC Monitor (GISTM) receivers set up in Northern Europe. Previous results [1] indicated that GPS scintillations in that region can originate from ionospheric plasma structures from the American sector. In this paper we describe experiments that enabled confirmation of those findings. On the mitigation front we used the variance of the output error of the GPS receiver DLL (Delay Locked Loop) to modify the least squares stochastic model applied by an ordinary receiver to compute position. This error was modelled according to [2], as a function of the S4 amplitude scintillation index measured by the GISTM receivers. An improvement of up to 21% in relative positioning accuracy was achieved with this technnique.