Genetic algorithms with applications in wireless communications

Genetic algorithms (GAs) are known to locate the global optimal solution provided sufficient population and/or generation is used. Practically, a near-optimal satisfactory result can be found by Gas with a limited number of generations. In wireless communications, the exhaustive searching approach is widely applied to many techniques, such as maximum likelihood decoding (MLD) and distance spectrum (DS) techniques. The complexity of the exhaustive searching approach in the MLD or the DS technique is exponential in the number of transmit antennas and the size of the signal constellation for the multiple-input multiple-output (MIMO) communication systems. If a large number of antennas and a large size of signal constellations, e.g. PSK and QAM, are employed in the MIMO systems, the exhaustive searching approach becomes impractical and time consuming. In this paper, the GAs are applied to the MLD and DS techniques to provide a near-optimal performance with a reduced computational complexity for the MIMO systems. Two different GA-based efficient searching approaches are proposed for the MLD and DS techniques, respectively. The first proposed approach is based on a GA with sharing function method, which is employed to locate the multiple solutions of the distance spectrum for the Space-time Trellis Coded Orthogonal Frequency Division Multiplexing (STTC-OFDM) systems. The second approach is the GA-based MLD that attempts to find the closest point to the transmitted signal. The proposed approach can return a satisfactory result with a good initial signal vector provided to the GA. Through simulation results, it is shown that the proposed GA-based efficient searching approaches can achieve near-optimal performance, but with a lower searching complexity comparing with the original MLD and DS techniques for the MIMO systems.

System for foreign exchange trading using genetic algorithms and reinforcement learning

Foreign exchange trading has emerged recently as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will be very helpful. A major issue for traders in the deregulated Foreign Exchange Market is when to sell and when to buy a particular currency in order to maximize profit. This paper presents novel trading strategies based on the machine learning methods of genetic algorithms and reinforcement learning.

Evaluation of cosmic ray rejection algorithms on single-shot exposures

To maximise data output from single-shot astronomical images, the rejection of cosmic rays is important. We present the results of a benchmark trial comparing various cosmic ray rejection algorithms. The procedures assess relative performances and characteristics of the processes in cosmic ray detection, rates of false detections of true objects, and the quality of image cleaning and reconstruction. The cosmic ray rejection algorithms developed by Rhoads (2000, PASP, 112, 703), van Dokkum (2001, PASP, 113, 1420), Pych (2004, PASP, 116, 148), and the IRAF task xzap by Dickinson are tested using both simulated and real data. It is found that detection efficiency is independent of the density of cosmic rays in an image, being more strongly affected by the density of real objects in the field. As expected, spurious detections and alterations to real data in the cleaning process are also significantly increased by high object densities. We find the Rhoads' linear filtering method to produce the best performance in the detection of cosmic ray events; however, the popular van Dokkum algorithm exhibits the highest overall performance in terms of detection and cleaning.

The correspondence framework for 3D surface matching algorithms

Beyond the inherent technical challenges, current research into the three dimensional surface correspondence problem is hampered by a lack of uniform terminology, an abundance of application specific algorithms, and the absence of a consistent model for comparing existing approaches and developing new ones. This paper addresses these challenges by presenting a framework for analysing, comparing, developing, and implementing surface correspondence algorithms. The framework uses five distinct stages to establish correspondence between surfaces. It is general, encompassing a wide variety of existing techniques, and flexible, facilitating the synthesis of new correspondence algorithms. This paper presents a review of existing surface correspondence algorithms, and shows how they fit into the correspondence framework. It also shows how the framework can be used to analyse and compare existing algorithms and develop new algorithms using the framework's modular structure. Six algorithms, four existing and two new, are implemented using the framework. Each implemented algorithm is used to match a number of surface pairs. Results demonstrate that the correspondence framework implementations are faithful implementations of existing algorithms, and that powerful new surface correspondence algorithms can be created. (C) 2004 Elsevier Inc. All rights reserved.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

A class of self-stabilizing MCA learning algorithms

In this letter, we propose a class of self-stabilizing learning algorithms for minor component analysis (MCA), which includes a few well-known MCA learning algorithms. Self-stabilizing means that the sign of the weight vector length change is independent of the presented input vector. For these algorithms, rigorous global convergence proof is given and the convergence rate is also discussed. By combining the positive properties of these algorithms, a new learning algorithm is proposed which can improve the performance. Simulations are employed to confirm our theoretical results.

Statistical racing techniques for improved empirical evaluation of evolutionary algorithms

In empirical studies of Evolutionary Algorithms, it is usually desirable to evaluate and compare algorithms using as many different parameter settings and test problems as possible, in border to have a clear and detailed picture of their performance. Unfortunately, the total number of experiments required may be very large, which often makes such research work computationally prohibitive. In this paper, the application of a statistical method called racing is proposed as a general-purpose tool to reduce the computational requirements of large-scale experimental studies in evolutionary algorithms. Experimental results are presented that show that racing typically requires only a small fraction of the cost of an exhaustive experimental study.

Expansion-based algorithms for finding single pair shortest path on surface

Finding single pair shortest paths on surface is a fundamental problem in various domains, like Geographic Information Systems (GIS) 3D applications, robotic path planning system, and surface nearest neighbor query in spatial database, etc. Currently, to solve the problem, existing algorithms must traverse the entire polyhedral surface. With the rapid advance in areas like Global Positioning System (CPS), Computer Aided Design (CAD) systems and laser range scanner, surface models axe becoming more and more complex. It is not uncommon that a surface model contains millions of polygons. The single pair shortest path problem is getting harder and harder to solve. Based on the observation that the single pair shortest path is in the locality, we propose in this paper efficient methods by excluding part of the surface model without considering them in the search process. Three novel expansion-based algorithms are proposed, namely, Naive algorithm, Rectangle-based Algorithm and Ellipse-based Algorithm. Each algorithm uses a two-step approach to find the shortest path. (1) compute an initial local path. (2) use the value of this initial path to select a search region, in which the global shortest path exists. The search process terminates once the global optimum criteria are satisfied. By reducing the searching region, the performance is improved dramatically in most cases.

Performance comparisons between greedy and lagrange algorithms in adaptive MIMO MC-CDMA systems

This paper describes two algorithms for adaptive power and bit allocations in a multiple input multiple output multiple-carrier code division multiple access (MIMO MC-CDMA) system. The first is the greedy algorithm, which has already been presented in the literature. The other one, which is proposed by the authors, is based on the use of the Lagrange multiplier method. The performances of the two algorithms are compared via Monte Carlo simulations. At present stage, the simulations are restricted to a single user MIMO MC-CDMA system, which is equivalent to a MIMO OFDM system. It is assumed that the system operates in a frequency selective fading environment. The transmitter has a partial knowledge of the channel whose properties are measured at the receiver. The use of the two algorithms results in similar system performances. The advantage of the Lagrange algorithm is that is much faster than the greedy algorithm. ©2005 IEEE