990 resultados para Financial gain


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Two models for AF relaying, namely, fixed gain and fixed power relaying, have been extensively studied in the literature given their ability to harness spatial diversity. In fixed gain relaying, the relay gain is fixed but its transmit power varies as a function of the source-relay channel gain. In fixed power relaying, the relay transmit power is fixed, but its gain varies. We revisit and generalize the fundamental two-hop AF relaying model. We present an optimal scheme in which an average power constrained AF relay adapts its gain and transmit power to minimize the symbol error probability (SEP) at the destination. Also derived are insightful and practically amenable closed-form bounds for the optimal relay gain. We then analyze the SEP of MPSK, derive tight bounds for it, and characterize the diversity order for Rayleigh fading. Also derived is an SEP approximation that is accurate to within 0.1 dB. Extensive results show that the scheme yields significant energy savings of 2.0-7.7 dB at the source and relay. Optimal relay placement for the proposed scheme is also characterized, and is different from fixed gain or power relaying. Generalizations to MQAM and other fading distributions are also discussed.

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In a cooperative system with an amplify-and-forward relay, the cascaded channel training protocol enables the destination to estimate the source-destination channel gain and the product of the source-relay (SR) and relay-destination (RD) channel gains using only two pilot transmissions from the source. Notably, the destination does not require a separate estimate of the SR channel. We develop a new expression for the symbol error probability (SEP) of AF relaying when imperfect channel state information (CSI) is acquired using the above training protocol. A tight SEP upper bound is also derived; it shows that full diversity is achieved, albeit at a high signal-to-noise ratio (SNR). Our analysis uses fewer simplifying assumptions, and leads to expressions that are accurate even at low SNRs and are different from those in the literature. For instance, it does not approximate the estimate of the product of SR and RD channel gains by the product of the estimates of the SR and RD channel gains. We show that cascaded channel estimation often outperforms a channel estimation protocol that incurs a greater training overhead by forwarding a quantized estimate of the SR channel gain to the destination. The extent of pilot power boosting, if allowed, that is required to improve performance is also quantified.

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Amplify-and-forward (AF) relay based cooperation has been investigated in the literature given its simplicity and practicality. Two models for AF, namely, fixed gain and fixed power relaying, have been extensively studied. In fixed gain relaying, the relay gain is fixed but its transmit power varies as a function of the source-relay (SR) channel gain. In fixed power relaying, the relay's instantaneous transmit power is fixed, but its gain varies. We propose a general AF cooperation model in which an average transmit power constrained relay jointly adapts its gain and transmit power as a function of the channel gains. We derive the optimal AF gain policy that minimizes the fading- averaged symbol error probability (SEP) of MPSK and present insightful and tractable lower and upper bounds for it. We then analyze the SEP of the optimal policy. Our results show that the optimal scheme is up to 39.7% and 47.5% more energy-efficient than fixed power relaying and fixed gain relaying, respectively. Further, the weaker the direct source-destination link, the greater are the energy-efficiency gains.

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Wavelength-division multiplexing (WDM) technology, by which multiple optical channels can be simultaneously transmitted at different wavelengths through a single optical fiber, is a useful means of making full use of the low-loss characteristics of optical fibers over a wide-wavelength region. The present day multifunction RADARs with multiple transmit receive modules requires various kinds of signal distribution for real time operation. If the signal distribution can be achieved through optical networks by using Wavelength Division Multiplexing (WDM) methods, it results in a distribution scheme with less hardware complexity and leads to the reduction in the weight of the antenna arrays In addition, being an Optical network it is free from Electromagnetic interference which is a crucial requirement in an array environment. This paper discusses about the analysis performed on various WDM components of distribution optical network for radar applications. The analysis is performed by considering the feasible constant gain regions of Erbium doped fiber amplifier (EDFA) in Matlab environment. This will help the user in the selection of suitable components for WDM based optical distribution networks.

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Stimulated optical signals obtained by subjecting the system to a narrow band and a broadband pulse show both gain and loss Raman features at the red and blue side of the narrow beam, respectively. Recently observed temperature-dependent asymmetry in these features Mallick et al., J. Raman Spectrosc. 42, 1883 (2011); Dang et al., Phys. Rev. Lett. 107, 043001 (2011)] has been attributed to the Stokes and anti-Stokes components of the third-order susceptibility, chi((3)). By treating the setup as a steady state of an open system coupled to four quantum radiation field modes, we show that Stokes and anti-Stokes processes contribute to both the loss and gain resonances. chi((3)) predicts loss and gain signals with equal intensity for electronically off-resonant excitation. Some asymmetry may exist for resonant excitation. However, this is unrelated to the Stokes vs anti-Stokes processes. Any observed temperature-dependent asymmetry must thus originate from effects lying outside the chi((3)) regime.

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We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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In this paper, a new method is proposed to obtain full-diversity, rate-2 (rate of two complex symbols per channel use) space-time block codes (STBCs) that are full-rate for multiple input double output (MIDO) systems. Using this method, rate-2 STBCs for 4 x 2, 6 x 2, 8 x 2, and 12 x 2 systems are constructed and these STBCs are fast ML-decodable, have large coding gains, and STBC-schemes consisting of these STBCs have a non-vanishing determinant (NVD) so that they are DMT-optimal for their respective MIDO systems. It is also shown that the Srinath-Rajan code for the 4 x 2 system, which has the lowest ML-decoding complexity among known rate-2 STBCs for the 4x2 MIDO system with a large coding gain for 4-/16-QAM, has the same algebraic structure as the STBC constructed in this paper for the 4 x 2 system. This also settles in positive a previous conjecture that the STBC-scheme that is based on the Srinath-Rajan code has the NVD property and hence is DMT-optimal for the 4 x 2 system.

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Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

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A passively mode-locked optically-pumped InGaAs/GaAs quantum well laser with an intracavity semiconductor saturable absorber mirror emits sub-100-fs pulses. Pulse energy declines steeply as pulse duration is reduced below 100 fs due to gain saturation. © 2010 Optical Society of America.

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We present a method to experimentally characterize the gain filter and calculate a corresponding parabolic gain bandwidth of lasers that are described by "class A" dynamics by solving the master equation of spectral condensation for Gaussian spectra. We experimentally determine the gain filter, with an equivalent parabolic gain bandwidth of up to 51 nm, for broad-band InGaAs/GaAs quantum well gain surface-emitting semiconductor laser structures capable of producing pulses down to 60 fs width when mode-locked with an optical Stark saturable absorber mirror. © 2010 Optical Society of America.

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This paper demonstrates the respective roles that combined gain- and index-coupling play in the dynamic properties and overall link performance of DFB lasers. It is shown that for datacommunication applications, modest gain-coupling enables optimum transmission at 10Gbit/s.

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A new oxygen-iodine medium gain model is developed to include pumping and deactivation of the upper laser levels of the iodine atoms, hyperfine and translation relaxation, as well as the flowing effect. The rate equations for gain of a supersonic flowing cw oxygen-iodine laser (COIL) are described when the medium is stimulated by a single-mode field. The general solution of the self-consistency integral equation is obtained. The result shows that the saturation behaviour in low pressure of the COIL differs from both the inhomogeneous and homogeneous broadening, and exhibits an 'anomalous' saturation phenomenon.

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In a supersonic chemical oxygen-iodine laser (COIL) operating without primary buffer gas, the features of flowfield have significant effects on the Laser efficiency and beam quality. In this paper three-dimensional, multi-species, chemically reactive CFD technology was used to study the flowfield in mixing nozzle implemented with a supersonic interleaving jet configuration. The features of the flowfield as well as its effect on the spatial distribution of small signal gain were analyzed.