907 resultados para Asymptotic Variance of Estimate


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Contemporary cellular standards, such as Long Term Evolution (LTE) and LTE-Advanced, employ orthogonal frequency-division multiplexing (OFDM) and use frequency-domain scheduling and rate adaptation. In conjunction with feedback reduction schemes, high downlink spectral efficiencies are achieved while limiting the uplink feedback overhead. One such important scheme that has been adopted by these standards is best-m feedback, in which every user feeds back its m largest subchannel (SC) power gains and their corresponding indices. We analyze the single cell average throughput of an OFDM system with uniformly correlated SC gains that employs best-m feedback and discrete rate adaptation. Our model incorporates three schedulers that cover a wide range of the throughput versus fairness tradeoff and feedback delay. We show that, for small m, correlation significantly reduces average throughput with best-m feedback. This result is pertinent as even in typical dispersive channels, correlation is high. We observe that the schedulers exhibit varied sensitivities to correlation and feedback delay. The analysis also leads to insightful expressions for the average throughput in the asymptotic regime of a large number of users.

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The study considers earthquake shake table testing of bending-torsion coupled structures under multi-component stationary random earthquake excitations. An experimental procedure to arrive at the optimal excitation cross-power spectral density (psd) functions which maximize/minimize the steady state variance of a chosen response variable is proposed. These optimal functions are shown to be derivable in terms of a set of system frequency response functions which could be measured experimentally without necessitating an idealized mathematical model to be postulated for the structure under study. The relationship between these optimized cross-psd functions to the most favourable/least favourable angle of incidence of seismic waves on the structure is noted. The optimal functions are also shown to be system dependent, mathematically the sharpest, and correspond to neither fully correlated motions nor independent motions. The proposed experimental procedure is demonstrated through shake table studies on two laboratory scale building frame models.

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This paper proposes a design methodology to stabilize collective circular motion of a group of N-identical agents moving at unit speed around individual circles of different radii and different centers. The collective circular motion studied in this paper is characterized by the clockwise rotation of all agents around a common circle of desired radius as well as center, which is fixed. Our interest is to achieve those collective circular motions in which the phases of the agents are arranged either in synchronized, in balanced or in splay formation. In synchronized formation, the agents and their centroid move in a common direction while in balanced formation, the movement of the agents ensures a fixed location of the centroid. The splay state is a special case of balanced formation, in which the phases are separated by multiples of 2 pi/N. We derive the feedback controls and prove the asymptotic stability of the desired collective circular motion by using Lyapunov theory and the LaSalle's Invariance principle.

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A comprehensive model of laser propagation in the atmosphere with a complete adaptive optics (AO) system for phase compensation is presented, and a corresponding computer program is compiled. A direct wave-front gradient control method is used to reconstruct the wave-front phase. With the long-exposure Strehl ratio as the evaluation parameter, a numerical simulation of an AO system in a stationary state with the atmospheric propagation of a laser beam was conducted. It was found that for certain conditions the phase screen that describes turbulence in the atmosphere might not be isotropic. Numerical experiments show that the computational results in imaging of lenses by means of the fast Fourier transform (FFT) method agree well with those computed by means of an integration method. However, the computer time required for the FFT method is 1 order of magnitude less than that of the integration method. Phase tailoring of the calculated phase is presented as a means to solve the problem that variance of the calculated residual phase does not correspond to the correction effectiveness of an AO system. It is found for the first time to our knowledge that for a constant delay time of an AO system, when the lateral wind speed exceeds a threshold, the compensation effectiveness of an AO system is better than that of complete phase conjugation. This finding indicates that the better compensation capability of an AO system does not mean better correction effectiveness. (C) 2000 Optical Society of America.

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In the previous paper, a class of nonlinear system is mapped to a so-called skeleton linear model (SLM) based on the joint time-frequency analysis method. Behavior of the nonlinear system may be indicated quantitatively by the variance of the coefficients of SLM versus its response. Using this model we propose an identification method for nonlinear systems based on nonstationary vibration data in this paper. The key technique in the identification procedure is a time-frequency filtering method by which solution of the SLM is extracted from the response data of the corresponding nonlinear system. Two time-frequency filtering methods are discussed here. One is based on the quadratic time-frequency distribution and its inverse transform, the other is based on the quadratic time-frequency distribution and the wavelet transform. Both numerical examples and an experimental application are given to illustrate the validity of the technique.

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The dynamic response of a finite crack in an unbounded Functionally Graded Material (FGM) subjected to an antiplane shear loading is studied in this paper. The variation of the shear modulus of the functionally graded material is modeled by a quadratic increase along the direction perpendicular to the crack surface. The dynamic stress intensity factor is extracted from the asymptotic expansion of the stresses around the crack tip in the Laplace transform plane and obtained in the time domain by a numerical Laplace inversion technique. The influence of graded material property on the dynamic intensity factor is investigated. It is observed that the magnitude of dynamic stress intensity factor for a finite crack in such a functionally graded material is less than in the homogeneous material with a property identical to that of the FGM crack plane.

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We present for the first time a comprehensive study of the static and dynamic properties of a coolerless tunable three-section DBR laser. Wavelength tuning and thermal drift under uncooled conditions are investigated. Variance of modulation bandwidth with temperature rise and wavelength control is studied, and then verified by uncooled direct modulation performance with clear open eye diagrams. Satisfactory direct modulation is demonstrated at bit rate of up to 6Gbit/s, which is believed to be the fastest out of devices of similar structure so far.

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This paper is concerned with the response statistics of a dynamic system that has random properties. The frequency-band-averaged energy of the system is considered, and a closed form expression is derived for the relative variance of this quantity. The expression depends upon three parameters: the modal overlap factor m, a bandwidth parameter B, and a parameter α that defines the nature of the loading (for example single point forcing or rain-on-the-roof loading). The result is applicable to any single structural component or acoustic volume, and a comparison is made here with simulation results for a mass loaded plate. Good agreement is found between the simulations and the theory. © 2003 Published by Elsevier Ltd.

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This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

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In the present paper, a rubber wedge compressed by a line load at its tip is asymptotically analyzed using a special constitutive law proposed by Knowles and Sternberg (K-S elastic law) [J. Elasticity 3 (1973) 67]. The method of dividing sectors proposed by Gao [Theoret. Appl. Fract, Mech. 14 (1990) 219] is used. Domain near the wedge tip can be divided into one expanding sector and two narrowing sectors. Asymptotic equations of the strain-stress field near the wedge tip are derived and solved numerically. The deformation pattern near a wedge tip is completely revealed. A special case. i.e. a half space compressed by a line load is solved while the wedge angle is pi.

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Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

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Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

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A complete development for the higher-order asymptotic solutions of the crack tip fields and finite element calculations for mode I loading of hardening materials in plane strain are performed. The results show that in the higher-order asymptotic solution (to the twentieth order), only three coefficients are independent. These coefficients are determined by matching with the finite element solutions carried out in the present paper (our attention is focused on the first five terms of the higher-order asymptotic solution). We obtain an analytic characterization of crack tip fields, which conform very well to the finite element solutions over wide range. A modified two parameter criterion based on the asymptotic solution of five terms is presented. The upper bound and lower bound fracture toughness curves predicted by modified two parameter criterion are given. These two curves agree with most of the experimental data and fully capture the proper trend.

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In this paper, we present an exact higher-order asymptotic analysis on the near-crack-tip fields in elastic-plastic materials under plane strain, Mode I. A four- or five-term asymptotic series of the solutions is derived. It is found that when 1.6 < n less-than-or-equal-to 2.8 (here, n is the hardening exponent), the elastic effect enters the third-order stress field; but when 2.8< n less-than-or-equal-to 3.7 this effect turns to enter the fourth-order field, with the fifth-order field independent. Moreover, if n>3.7, the elasticity only affects the fields whose order is higher than 4. In this case, the fourth-order field remains independent. Our investigation also shows that as long as n is larger than 1.6, the third-order field is always not independent, whose amplitude coefficient K3 depends either on K1 or on both K1 and K2 (K1 and K2 arc the amplitude coefficients of the first- and second-order fields, respectively). Firmly, good agreement is found between our results and O'Dowd and Shih's numerical ones[8] by comparison.

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This paper presents an exact analysis for high order asymptotic field of the plane stress crack problem. It has been shown that the second order asymptotic field is not an independent eigen field and should be matched with the elastic strain term of the first order asymptotic field. The second order stress field ahead of the crack tip is quite small compared with the first order stress field. The stress field ahead of crack tip is characterized by the HRR field. Hence the J integral can be used as a criterion for crack initiation.