902 resultados para additive Gaussian noise
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IEEE International Symposium on Circuits and Systems, MAY 25-28, 2003, Bangkok, Thailand. (ISI Web of Science)
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
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In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise which is white in time with some spatially homogeneous covariance. These estimates are obtained using tools of the Malliavin calculus. The most challenging part is the lower bound, which is obtained by adapting a general method developed by Kohatsu-Higa to the underlying spatially homogeneous Gaussian setting. Both lower and upper estimates have the same form: a Gaussian density with a variance which is equal to that of the mild solution of the corresponding linear equation with additive noise.
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Support Vector Machines Regression (SVMR) is a regression technique which has been recently introduced by V. Vapnik and his collaborators (Vapnik, 1995; Vapnik, Golowich and Smola, 1996). In SVMR the goodness of fit is measured not by the usual quadratic loss function (the mean square error), but by a different loss function called Vapnik"s $epsilon$- insensitive loss function, which is similar to the "robust" loss functions introduced by Huber (Huber, 1981). The quadratic loss function is well justified under the assumption of Gaussian additive noise. However, the noise model underlying the choice of Vapnik's loss function is less clear. In this paper the use of Vapnik's loss function is shown to be equivalent to a model of additive and Gaussian noise, where the variance and mean of the Gaussian are random variables. The probability distributions for the variance and mean will be stated explicitly. While this work is presented in the framework of SVMR, it can be extended to justify non-quadratic loss functions in any Maximum Likelihood or Maximum A Posteriori approach. It applies not only to Vapnik's loss function, but to a much broader class of loss functions.
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We study the dynamics of on-line learning in multilayer neural networks where training examples are sampled with repetition and where the number of examples scales with the number of network weights. The analysis is carried out using the dynamical replica method aimed at obtaining a closed set of coupled equations for a set of macroscopic variables from which both training and generalization errors can be calculated. We focus on scenarios whereby training examples are corrupted by additive Gaussian output noise and regularizers are introduced to improve the network performance. The dependence of the dynamics on the noise level, with and without regularizers, is examined, as well as that of the asymptotic values obtained for both training and generalization errors. We also demonstrate the ability of the method to approximate the learning dynamics in structurally unrealizable scenarios. The theoretical results show good agreement with those obtained by computer simulations.
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We investigate the statistics of a vector Manakov soliton in the presence of additive Gaussian white noise. The adiabatic perturbation theory for a Manakov soliton yields a stochastic Langevin system which we analyse via the corresponding Fokker-Planck equation for the probability density function (PDF) for the soliton parameters. We obtain marginal PDFs for the soliton frequency and amplitude as well as soliton amplitude and polarization angle. We also derive formulae for the variances of all soliton parameters and analyse their dependence on the initial values of polarization angle and phase. © 2006 IOP Publishing Ltd.
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Forward error correction (FEC) plays a vital role in coherent optical systems employing multi-level modulation. However, much of coding theory assumes that additive white Gaussian noise (AWGN) is dominant, whereas coherent optical systems have significant phase noise (PN) in addition to AWGN. This changes the error statistics and impacts FEC performance. In this paper, we propose a novel semianalytical method for dimensioning binary Bose-Chaudhuri-Hocquenghem (BCH) codes for systems with PN. Our method involves extracting statistics from pre-FEC bit error rate (BER) simulations. We use these statistics to parameterize a bivariate binomial model that describes the distribution of bit errors. In this way, we relate pre-FEC statistics to post-FEC BER and BCH codes. Our method is applicable to pre-FEC BER around 10-3 and any post-FEC BER. Using numerical simulations, we evaluate the accuracy of our approach for a target post-FEC BER of 10-5. Codes dimensioned with our bivariate binomial model meet the target within 0.2-dB signal-to-noise ratio.
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In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can induce the appearance of standing waves. Combining analytical solutions of the model with spatio-temporal simulations, we find that noise can promote standing waves in regimes where the deterministic uniform oscillatory modes are stabilized. As the deterministic phase boundary is approached, the spatio-temporal correlations become stronger, such that even small noise can induce standing waves in this parameter regime. With larger noise strengths, standing waves could be induced at finite distances from the (deterministic) phase boundary. The overall dynamics is defined through the interplay of noisy forcing with the inherent reaction-diffusion dynamics.
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The presence of high phase noise in addition to additive white Gaussian noise in coherent optical systems affects the performance of forward error correction (FEC) schemes. In this paper, we propose a simple scheme for such systems, using block interleavers and binary Bose–Chaudhuri–Hocquenghem (BCH) codes. The block interleavers are specifically optimized for differential quadrature phase shift keying modulation. We propose a method for selecting BCH codes that, together with the interleavers, achieve a target post-FEC bit error rate (BER). This combination of interleavers and BCH codes has very low implementation complexity. In addition, our approach is straightforward, requiring only short pre-FEC simulations to parameterize a model, based on which we select codes analytically. We aim to correct a pre-FEC BER of around (Formula presented.). We evaluate the accuracy of our approach using numerical simulations. For a target post-FEC BER of (Formula presented.), codes selected using our method result in BERs around 3(Formula presented.) target and achieve the target with around 0.2 dB extra signal-to-noise ratio.
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Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.
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This work studies the turbo decoding of Reed-Solomon codes in QAM modulation schemes for additive white Gaussian noise channels (AWGN) by using a geometric approach. Considering the relations between the Galois field elements of the Reed-Solomon code and the symbols combined with their geometric dispositions in the QAM constellation, a turbo decoding algorithm, based on the work of Chase and Pyndiah, is developed. Simulation results show that the performance achieved is similar to the one obtained with the pragmatic approach with binary decomposition and analysis.
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The mutual information of independent parallel Gaussian-noise channels is maximized, under an average power constraint, by independent Gaussian inputs whose power is allocated according to the waterfilling policy. In practice, discrete signalling constellations with limited peak-to-average ratios (m-PSK, m-QAM, etc) are used in lieu of the ideal Gaussian signals. This paper gives the power allocation policy that maximizes the mutual information over parallel channels with arbitrary input distributions. Such policy admits a graphical interpretation, referred to as mercury/waterfilling, which generalizes the waterfilling solution and allows retaining some of its intuition. The relationship between mutual information of Gaussian channels and nonlinear minimum mean-square error proves key to solving the power allocation problem.
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We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a time-dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled by both the correlation time and length of the noise. A Fokker-Planck equation and the steady probability density of the process are obtained by means of a theoretical approximation.
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The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions.
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The modern telecommunication industry demands higher capacity networks with high data rate. Orthogonal frequency division multiplexing (OFDM) is a promising technique for high data rate wireless communications at reasonable complexity in wireless channels. OFDM has been adopted for many types of wireless systems like wireless local area networks such as IEEE 802.11a, and digital audio/video broadcasting (DAB/DVB). The proposed research focuses on a concatenated coding scheme that improve the performance of OFDM based wireless communications. It uses a Redundant Residue Number System (RRNS) code as the outer code and a convolutional code as the inner code. The bit error rate (BER) performances of the proposed system under different channel conditions are investigated. These include the effect of additive white Gaussian noise (AWGN), multipath delay spread, peak power clipping and frame start synchronization error. The simulation results show that the proposed RRNS-Convolutional concatenated coding (RCCC) scheme provides significant improvement in the system performance by exploiting the inherent properties of RRNS.
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Modeling nonlinear systems using Volterra series is a century old method but practical realizations were hampered by inadequate hardware to handle the increased computational complexity stemming from its use. But interest is renewed recently, in designing and implementing filters which can model much of the polynomial nonlinearities inherent in practical systems. The key advantage in resorting to Volterra power series for this purpose is that nonlinear filters so designed can be made to work in parallel with the existing LTI systems, yielding improved performance. This paper describes the inclusion of a quadratic predictor (with nonlinearity order 2) with a linear predictor in an analog source coding system. Analog coding schemes generally ignore the source generation mechanisms but focuses on high fidelity reconstruction at the receiver. The widely used method of differential pnlse code modulation (DPCM) for speech transmission uses a linear predictor to estimate the next possible value of the input speech signal. But this linear system do not account for the inherent nonlinearities in speech signals arising out of multiple reflections in the vocal tract. So a quadratic predictor is designed and implemented in parallel with the linear predictor to yield improved mean square error performance. The augmented speech coder is tested on speech signals transmitted over an additive white gaussian noise (AWGN) channel.