Variable step LMS algorithm using the accumulated instantaneous error concept

The convergence speed of the standard Least Mean Square adaptive array may be degraded in mobile communication environments. Different conventional variable step size LMS algorithms were proposed to enhance the convergence speed while maintaining low steady state error. In this paper, a new variable step LMS algorithm, using the accumulated instantaneous error concept is proposed. In the proposed algorithm, the accumulated instantaneous error is used to update the step size parameter of standard LMS is varied. Simulation results show that the proposed algorithm is simpler and yields better performance than conventional variable step LMS.

Performance of GPRS coding scheme detection under severe multipath and co-channel interference as a function of soft-bit width

The General Packet Radio Service (GPRS) has been developed for the mobile radio environment to allow the migration from the traditional circuit switched connection to a more efficient packet based communication link particularly for data transfer. GPRS requires the addition of not only the GPRS software protocol stack, but also more baseband functionality for the mobile as new coding schemes have be en defined, uplink status flag detection, multislot operation and dynamic coding scheme detect. This paper concentrates on evaluating the performance of the GPRS coding scheme detection methods in the presence of a multipath fading channel with a single co-channel interferer as a function of various soft-bit data widths. It has been found that compressing the soft-bit data widths from the output of the equalizer to save memory can influence the likelihood decision of the coding scheme detect function and hence contribute to the overall performance loss of the system. Coding scheme detection errors can therefore force the channel decoder to either select the incorrect decoding scheme or have no clear decision which coding scheme to use resulting in the decoded radio block failing the block check sequence and contribute to the block error rate. For correct performance simulation, the performance of the full coding scheme detection must be taken into account.

Exact error estimates and optimal randomized algorithms for integration

Exact error estimates for evaluating multi-dimensional integrals are considered. An estimate is called exact if the rates of convergence for the low- and upper-bound estimate coincide. The algorithm with such an exact rate is called optimal. Such an algorithm has an unimprovable rate of convergence. The problem of existing exact estimates and optimal algorithms is discussed for some functional spaces that define the regularity of the integrand. Important for practical computations data classes are considered: classes of functions with bounded derivatives and Holder type conditions. The aim of the paper is to analyze the performance of two optimal classes of algorithms: deterministic and randomized for computing multidimensional integrals. It is also shown how the smoothness of the integrand can be exploited to construct better randomized algorithms.

Error analysis of a Monte Carlo algorithm for computing bilinear forms of matrix powers

In this paper we present error analysis for a Monte Carlo algorithm for evaluating bilinear forms of matrix powers. An almost Optimal Monte Carlo (MAO) algorithm for solving this problem is formulated. Results for the structure of the probability error are presented and the construction of robust and interpolation Monte Carlo algorithms are discussed. Results are presented comparing the performance of the Monte Carlo algorithm with that of a corresponding deterministic algorithm. The two algorithms are tested on a well balanced matrix and then the effects of perturbing this matrix, by small and large amounts, is studied.

An analysis on the performance of the forward and return interaction channels in DVB-RCS

The next generation consumer level interactive services require reliable and constant communication for both mobile and static users. The Digital Video Broadcasting ( DVB) group has exploited the rapidly increasing satellite technology for the provision of interactive services and launched a standard called Digital Video Broadcast through Return Channel Satellite (DYB-RCS). DVB-RCS relies on DVB-Satellite (DVB-S) for the provision of forward channel. The Digital Signal processing (DSP) implemented in the satellite channel adapter block of these standards use powerful channel coding and modulation techniques. The investigation is concentrated towards the Forward Error Correction (FEC) of the satellite channel adapter block, which will help in determining, how the technology copes with the varying channel conditions and user requirements(1).

A comparative study of Java and C performance in two large-scale parallel applications

In the 1990s the Message Passing Interface Forum defined MPI bindings for Fortran, C, and C++. With the success of MPI these relatively conservative languages have continued to dominate in the parallel computing community. There are compelling arguments in favour of more modern languages like Java. These include portability, better runtime error checking, modularity, and multi-threading. But these arguments have not converted many HPC programmers, perhaps due to the scarcity of full-scale scientific Java codes, and the lack of evidence for performance competitive with C or Fortran. This paper tries to redress this situation by porting two scientific applications to Java. Both of these applications are parallelized using our thread-safe Java messaging system—MPJ Express. The first application is the Gadget-2 code, which is a massively parallel structure formation code for cosmological simulations. The second application uses the finite-domain time-difference method for simulations in the area of computational electromagnetics. We evaluate and compare the performance of the Java and C versions of these two scientific applications, and demonstrate that the Java codes can achieve performance comparable with legacy applications written in conventional HPC languages. Copyright © 2009 John Wiley & Sons, Ltd.

Performance and conformance results of the deterministic DVB-T equalizer

One of the enablers for new consumer electronics based products to be accepted in to the market is the availability of inexpensive, flexible and multi-standard chipsets and services. DVB-T, the principal standard for terrestrial broadcast of digital video in Europe, has been extremely successful in leading to governments reconsidering their targets for analogue television broadcast switch-off. To enable one further small step in creating increasingly cost effective chipsets, the ODFM deterministic equalizer has been presented before with its application to DVB-T. This paper discusses the test set-up of a DVB-T compliant baseband simulation that includes the deterministic equalizer and DVB-T standard propagation channels. This is then followed by a presentation of the found inner and outer Bit Error Rate (BER) results using various modulation levels, coding rates and propagation channels in order to ascertain the actual performance of the deterministic equalizer(1).

On the performance of near-far resistant CDMA detectors in the presence of synchronization errors

Little has so far been reported on the performance of the near-far resistant CDMA detectors in the presence of the synchronization errors. Starting with the general mathematical model of matched filters, this paper examines the effects of three classes of synchronization errors (i.e. time-delay errors, carrier phase errors, and carrier frequency errors) on the performance (bit error rate and near-far resistance) of an emerging type of near-far resistant coherent DS/SSMA detectors, i.e. the linear decorrelating detector (LDD). For comparison, the corresponding results for the conventional detector are also presented. It is shown that the LDD can still maintain a considerable performance advantage over the conventional detector even when some synchronization errors exist. Finally, several computer simulations are carried out to verify the theoretical conclusions.

Performance comparison of the optimal and the zero-forcing beamforming algorithms under practical conditions

The optimal and the zero-forcing beamformers are two commonly used algorithms in the subspace-based blind beamforming technology. The optimal beamformer is regarded as the algorithm with the best output SINR. The zero-forcing algorithm emphasizes the co-channel interference cancellation. This paper compares the performance of these two algorithms under some practical conditions: the effect of the finite data length and the existence of the angle estimation error. The investigation reveals that the zero-forcing algorithm can be more robust in the practical environment than the optimal algorithm.

Performance analysis of the unconstrained FxLMS algorithm for active noise control

The paper analyzes the performance of the unconstrained filtered-x LMS (FxLMS) algorithm for active noise control (ANC), where we remove the constraints on the controller that it must be causal and has finite impulse response. It is shown that the unconstrained FxLMS algorithm always converges to, if stable, the true optimum filter, even if the estimation of the secondary path is not perfect, and its final mean square error is independent of the secondary path. Moreover, we show that the sufficient and necessary stability condition for the feedforward unconstrained FxLMS is that the maximum phase error of the secondary path estimation must be within 90°, which is the only necessary condition for the feedback unconstrained FxLMS. The significance of the analysis on a practical system is also discussed. Finally we show how the obtained results can guide us to design a robust feedback ANC headset.

An evaluation of the performance of UK real estate forecasters

Given the significance of forecasting in real estate investment decisions, this paper investigates forecast uncertainty and disagreement in real estate market forecasts. It compares the performance of real estate forecasters with non-real estate forecasters. Using the Investment Property Forum (IPF) quarterly survey amongst UK independent real estate forecasters and a similar survey of macro-economic and capital market forecasters, these forecasts are compared with actual performance to assess a number of forecasting issues in the UK over 1999-2004, including forecast error, bias and consensus. The results suggest that both groups are biased, less volatile compared to market returns and inefficient in that forecast errors tend to persist. The strongest finding is that forecasters display the characteristics associated with a consensus indicating herding.

A meta analysis of real estate fund performance

This paper provides evidence regarding the risk-adjusted performance of 19 UK real estate funds in the UK, over the period 1991-2001. Using Jensen’s alpha the results are generally favourable towards the hypothesis that real estate fund managers showed superior risk-adjusted performance over this period. However, using three widely known parametric statistical procedures to jointly test for timing and selection ability the results are less conclusive. The paper then utilises the meta-analysis technique to further examine the regression results in an attempt to estimate the proportion of variation in results attributable to sampling error. The meta-analysis results reveal strong evidence, across all models, that the variation in findings is real and may not be attributed to sampling error. Thus, the meta-analysis results provide strong evidence that on average the sample of real estate funds analysed in this study delivered significant risk-adjusted performance over this period. The meta-analysis for the three timing and selection models strongly indicating that this out performance of the benchmark resulted from superior selection ability, while the evidence for the ability of real estate fund managers to time the market is at best weak. Thus, we can say that although real estate fund managers are unable to outperform a passive buy and hold strategy through timing, they are able to improve their risk-adjusted performance through selection ability.

Predicting the annual performance of UK real estate: timeliness versus coverage

The IPD Annual Index is the largest and most comprehensive Real Estate market index available in the UK Such coverage however inevitably leads to delays in publication. In contrast there are a number of quarterly and monthly indices which are published within days of the year end but which lack the coverage in terms of size and numbers of properties. This paper analyses these smaller but more timely indices to see whether such indices can be used to predict the performance of the IPD Annual Index. Using a number of measures of forecasting accuracy it is shown that the smaller indices provide unbiased and efficient predictions of the IPD Annual Index. Such indices also significantly outperform a naive no-change model. Although no one index performs significantly better than the others. The more timely indices however do not perfectly track the IPD Annual Index. As a result any short run predictions of performance will be subject to a degree of error. Nevertheless the more timely indices, although lacking authoritative coverage, provide a valuable service to investors giving good estimates of Real Estates performance well before the publication of the IPD Annual Index.

Mobile-to-mobile MIMO transmit-receive diversity systems: analysis and performance in three-dimensional double-correlated channels

Mobile-to-mobile (M-to-M) communications are expected to play a crucial role in future wireless systems and networks. In this paper, we consider M-to-M multiple-input multiple-output (MIMO) maximal ratio combining system and assess its performance in spatially correlated channels. The analysis assumes double-correlated Rayleigh-and-Lognormal fading channels and is performed in terms of average symbol error probability, outage probability, and ergodic capacity. To obtain the receive and transmit spatial correlation functions needed for the performance analysis, we used a three-dimensional (3D) M-to-M MIMO channel model, which takes into account the effects of fast fading and shadowing. The expressions for the considered metrics are derived as a function of the average signal-to-noise ratio per receive antenna in closed-form and are further approximated using the recursive adaptive Simpson quadrature method. Numerical results are provided to show the effects of system parameters, such as distance between antenna elements, maximum elevation angle of scatterers, orientation angle of antenna array in the x–y plane, angle between the x–y plane and the antenna array orientation, and degree of scattering in the x–y plane, on the system performance. Copyright © 2011 John Wiley & Sons, Ltd.

Impact of I/Q imbalance on the performance of two-way CSI-assisted AF relaying

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of in-phase and quadrature-phase (I/Q) imbalance. A compensation approach for the I/Q imbalance is proposed, which employs the received signals together with their conjugations to detect the desired signal. We also derive the average symbol error probability of the considered half-duplex two-way dual-hop CSI-assisted AF relaying networks with and without compensation for I/Q imbalance in Rayleigh fading channels. Numerical results are provided and show that the proposed compensation method mitigates the impact of I/Q imbalance to a certain extent.