MMSE precoder for unitary space–time codes in correlated time-varying channels

This letter addresses the problem of the design of a precoder for multiple transmit antenna communication systems with spatially and temporally correlated fading channels. By using the asymptotic (high signal-to-noise ratio) mean-square error of the channel estimates, the letter derives a precoder for unitary space-time codes that can exploit the spatiotemporal correlation in the time-varying fading channels. Simulation results illustrate that significant performance gains can be achieved by using the new precoder.

Estimation of basis frequencies for time-varying SIMO channels : a second-order method

The complex exponential basis expansion model (CE-BEM) provides an accurate description for the time-varying (TV) channels encountered in mobile communications. Many blind channel identification and equalization approaches based on the CE-BEM require precise knowledge of the basis frequencies of TV channels. Existing methods for basis frequency estimation usually resort to the higher-order statistics of channel outputs and impose strict constraints on the source signal. In this paper, we propose a novel method to estimate the basis frequencies for blind identification and equalization of time-varying single-input multiple-output (SIMO) finite-impulse-response (FIR) channels. The proposed method exploits only the second-order statistics of channel outputs and does not require strong conditions on the source signal. As a result, it exhibits superior performance to the existing basis frequency estimation methods. The validity of our method is demonstrated by numerical simulations.

Delay-dependent robust H-infinity control for uncertain systems with time-varying delay

This paper proposes a new approach for delay-dependent robust H-infinity stability analysis and control synthesis of uncertain systems with time-varying delay. The key features of the approach include the introduction of a new Lyapunov–Krasovskii functional, the construction of an augmented matrix with uncorrelated terms, and the employment of a tighter bounding technique. As a result, significant performance improvement is achieved in system analysis and synthesis without using either free weighting matrices or model transformation. Examples are given to demonstrate the effectiveness of the proposed approach.

New Approach on Robust Delay-Dependent H∞ Control for Uncertain T-S Fuzzy Systems With Interval Time-Varying Delay

This paper investigates the robust H∞ control for Takagi-Sugeno (T-S) fuzzy systems with interval time-varying delay. By employing a new and tighter integral inequality and constructing an appropriate type of Lyapunov functional, delay-dependent stability criteria are derived for the control problem. Because neither any model transformation nor free weighting matrices are employed in our theoretical derivation, the developed stability criteria significantly improve and simplify the existing stability conditions. Also, the maximum allowable upper delay bound and controller feedback gains can be obtained simultaneously from the developed approach by solving a constrained convex optimization problem. Numerical examples are given to demonstrate the effectiveness of the proposed methods.

Contributions of vision-proprioception interactions to the estimation of time-varying hand and target locations

We investigated the relative importance of vision and proprioception in estimating target and hand locations in a dynamic environment. Subjects performed a position estimation task in which a target moved horizontally on a screen at a constant velocity and then disappeared. They were asked to estimate the position of the invisible target under two conditions: passively observing and manually tracking. The tracking trials included three visual conditions with a cursor representing the hand position: always visible, disappearing simultaneously with target disappearance, and always invisible. The target’s invisible displacement was systematically underestimated during passive observation. In active conditions, tracking with the visible cursor significantly decreased the extent of underestimation. Tracking of the invisible target became much more accurate under this condition and was not affected by cursor disappearance. In a second experiment, subjects were asked to judge the position of their unseen hand instead of the target during tracking movements. Invisible hand displacements were also underestimated when compared with the actual displacement. Continuous or brief presentation of the cursor reduced the extent of underestimation. These results suggest that vision–proprioception interactions are critical for representing exact target–hand spatial relationships, and that such sensorimotor representation of hand kinematics serves a cognitive function in predicting target position. We propose a hypothesis that the central nervous system can utilize information derived from proprioception and/or efference copy for sensorimotor prediction of dynamic target and hand positions, but that effective use of this information for conscious estimation requires that it be presented in a form that corresponds to that used for the estimations.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.

Fuzzy logic traffic control at a road junction with time-varying flow rates

Fuzzy logic has been applied to control traffic at road junctions. A simple controller with one fixed rule-set is inadequate to minimise delays when traffic flow rate is time-varying and likely to span a wide range. To achieve better control, fuzzy rules adapted to the current traffic conditions are used.

Locally weighted learning model predictive control for nonlinear and time varying dynamics

This paper proposes an online learning control system that uses the strategy of Model Predictive Control (MPC) in a model based locally weighted learning framework. The new approach, named Locally Weighted Learning Model Predictive Control (LWL-MPC), is proposed as a solution to learn to control robotic systems with nonlinear and time varying dynamics. This paper demonstrates the capability of LWL-MPC to perform online learning while controlling the joint trajectories of a low cost, three degree of freedom elastic joint robot. The learning performance is investigated in both an initial learning phase, and when the system dynamics change due to a heavy object added to the tool point. The experiment on the real elastic joint robot is presented and LWL-MPC is shown to successfully learn to control the system with and without the object. The results highlight the capability of the learning control system to accommodate the lack of mechanical consistency and linearity in a low cost robot arm.

Hip and knee kinematics display complex and time-varying sagittal kinematics during repetitive stepping: Implications for design of a functional fatigue model of the knee extensors and flexors

The validity of fatigue protocols involving multi-joint movements, such as stepping, has yet to be clearly defined. Although surface electromyography can monitor the fatigue state of individual muscles, the effects of joint angle and velocity variation on signal parameters are well established. Therefore, the aims of this study were to i) describe sagittal hip and knee kinematics during repetitive stepping ii) identify periods of high inter-trial variability and iii) determine within-test reliability of hip and knee kinematic profiles. A group of healthy men (N = 15) ascended and descended from a knee-high platform wearing a weighted vest (10%BW) for 50 consecutive trials. The hip and knee underwent rapid flexion and extension during step ascent and descent. Variability of hip and knee velocity peaked between 20-40% of the ascent phase and 80-100% of the descent. Significant (p<0.05) reductions in joint range of motion and peak velocity during step ascent were observed, while peak flexion velocity increased during descent. Healthy individuals use complex hip and knee motion to negotiate a knee-high step with kinematic patterns varying across multiple repetitions. These findings have important implications for future studies intending to use repetitive stepping as a fatigue model for the knee extensors and flexors.

Convergence-guaranteed time-varying RRT path planning for profiling floats in 4-Dimensional flow

This paper presents an extension to the Rapidly-exploring Random Tree (RRT) algorithm applied to autonomous, drifting underwater vehicles. The proposed algorithm is able to plan paths that guarantee convergence in the presence of time-varying ocean dynamics. The method utilizes 4-Dimensional, ocean model prediction data as an evolving basis for expanding the tree from the start location to the goal. The performance of the proposed method is validated through Monte-Carlo simulations. Results illustrate the importance of the temporal variance in path execution, and demonstrate the convergence guarantee of the proposed methods.