752 resultados para time-varying risk and returns


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Antenna selection (AS) provides most of the benefits of multiple-antenna systems at drastically reduced hardware costs. In receive AS, the receiver connects a dynamically selected subset of N available antennas to the L available RF chains. The "best" subset to be used for data reception is determined by means of channel estimates acquired using training sequences. Due to the nature of AS, the channel estimates at different antennas are obtained from different transmissions of the pilot sequence, and are, thus, outdated by different amounts in a time-varying channel. We show that a linear weighting of the estimates is optimum for the subset selection process, where the weights are related to the temporal correlation of the channel variations. When L is not an integer divisor of N, we highlight a new issue of "training voids", in which the last pilot transmission is not fully exploited by the receiver. We present a "void-filling" method for fully exploiting these voids, which essentially provides more accurate training for some antennas, and derive the optimal subset selection rule for any void-filling method. We also derive new closed-form equations for the performance of receive AS with optimal subset selection.

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Receive antenna selection (AS) provides many benefits of multiple-antenna systems at drastically reduced hardware costs. In it, the receiver connects a dynamically selected subset of N available antennas to the L available RF chains. Due to the nature of AS, the channel estimates at different antennas, which are required to determine the best subset for data reception, are obtained from different transmissions of the pilot sequence. Consequently, they are outdated by different amounts in a time-varying channel. We show that a linear weighting of the estimates is necessary and optimum for the subset selection process, where the weights are related to the temporal correlation of the channel variations. When L is not an integer divisor of N , we highlight a new issue of ``training voids'', in which the last pilot transmission is not fully exploited by the receiver. We then present new ``void-filling'' methods that exploit these voids and greatly improve the performance of AS. The optimal subset selection rules with void-filling, in which different antennas turn out to have different numbers of estimates, are also explicitly characterized. Closed-form equations for the symbol error probability with and without void-filling are also developed.

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This paper proposes an algorithm for joint data detection and tracking of the dominant singular mode of a time varying channel at the transmitter and receiver of a time division duplex multiple input multiple output beamforming system. The method proposed is a modified expectation maximization algorithm which utilizes an initial estimate to track the dominant modes of the channel at the transmitter and the receiver blindly; and simultaneously detects the un known data. Furthermore, the estimates are constrained to be within a confidence interval of the previous estimate in order to improve the tracking performance and mitigate the effect of error propagation. Monte-Carlo simulation results of the symbol error rate and the mean square inner product between the estimated and the true singular vector are plotted to show the performance benefits offered by the proposed method compared to existing techniques.

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Single receive antenna selection (AS) is a popular method for obtaining diversity benefits without the additional costs of multiple radio receiver chains. Since only one antenna receives at any time, the transmitter sends a pilot multiple times to enable the receiver to estimate the channel gains of its N antennas to the transmitter and select an antenna. In time-varying channels, the channel estimates of different antennas are outdated to different extents. We analyze the symbol error probability (SEP) in time-varying channels of the N-pilot and (N+1)-pilot AS training schemes. In the former, the transmitter sends one pilot for each receive antenna. In the latter, the transmitter sends one additional pilot that helps sample the channel fading process of the selected antenna twice. We present several new results about the SEP, optimal energy allocation across pilots and data, and optimal selection rule in time-varying channels for the two schemes. We show that due to the unique nature of AS, the (N+1)-pilot scheme, despite its longer training duration, is much more energy-efficient than the conventional N-pilot scheme. An extension to a practical scenario where all data symbols of a packet are received by the same antenna is also investigated.

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In this paper we propose a linear time-varying model for diphthong synthesis based on linear interpolation of formant frequencies. We, thence, determine the timbre just-noticeable difference (JND) for diphthong /a I/ (as in ‘buy’) with a constant pitch excitation through perception experiment involving four listeners and explore the phonetic JND of the diphthong. Their JND responses are determined using 1-up-3-down procedure. Using the experimental data, we map the timbre JND and phonetic JND onto a 2-D region of percentage change of formant glides. The timbre and phonetic JND contours for constant pitch show that the phonetic JND region encloses timbre JND region and also varies across listeners. The JND is observed to be more sensitive to ending vowel /I/ than starting vowel /a/ in some listeners and dependent on the direction of perturbation of starting and ending vowels.

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We investigate the evolution of polymer structure and its influence on uniaxial anisotropic stress under time-varying uniaxial strain, and the role of external control variables such as temperature, strain rate, chain length, and density, using molecular dynamics simulation. At temperatures higher than glass transition, stress anisotropy in the system is reduced even though the bond stretch is greater at higher temperatures. There is a significant increase in the stress level with increasing density. At higher densities, the uncoiling of the chains is suppressed and the major contribution to the deformation is by internal deformation of the chains. At faster rates of loading stress anisotropy increases. The deformation mechanism is mostly due to bond stretch and bond bending rather than overall shape and size. Stress levels increase with longer chain length. There is a critical value of the functionality of the cross-linkers beyond which the uniaxial stress developed increases caused primarily by bond stretching due to increased constraint on the motion of the monomers. Stacking of the chains in the system also plays a dominant role in the behaviour in terms of excluded volume interactions. Low density, high temperature, low values of functionality of cross-linkers, and short chain length facilitate chain uncoiling and chain slipping in cross-linked polymers.

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Accurately characterizing the time-varying interference caused to the primary users is essential in ensuring a successful deployment of cognitive radios (CR). We show that the aggregate interference at the primary receiver (PU-Rx) from multiple, randomly located cognitive users (CUs) is well modeled as a shifted lognormal random process, which is more accurate than the lognormal and the Gaussian process models considered in the literature, even for a relatively dense deployment of CUs. It also compares favorably with the asymptotically exact stable and symmetric truncated stable distribution models, except at high CU densities. Our model accounts for the effect of imperfect spectrum sensing, which depends on path-loss, shadowing, and small-scale fading of the link from the primary transmitter to the CU; the interweave and underlay modes or CR operation, which determine the transmit powers of the CUs; and time-correlated shadowing and fading of the links from the CUs to the PU-Rx. It leads to expressions for the probability distribution function, level crossing rate, and average exceedance duration. The impact of cooperative spectrum sensing is also characterized. We validate the model by applying it to redesign the primary exclusive zone to account for the time-varying nature of interference.

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We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.