Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Robust modelling of noisy ARMA signals

In this paper methods are developed for enhancement and analysis of autoregressive moving average (ARMA) signals observed in additive noise which can be represented as mixtures of heavy-tailed non-Gaussian sources and a Gaussian background component. Such models find application in systems such as atmospheric communications channels or early sound recordings which are prone to intermittent impulse noise. Markov Chain Monte Carlo (MCMC) simulation techniques are applied to the joint problem of signal extraction, model parameter estimation and detection of impulses within a fully Bayesian framework. The algorithms require only simple linear iterations for all of the unknowns, including the MA parameters, which is in contrast with existing MCMC methods for analysis of noise-free ARMA models. The methods are illustrated using synthetic data and noise-degraded sound recordings.

Linear Stability Analysis of Convection in Two-Layer System with an Evaporating Vapor-Liquid Interface

Classical theories have successfully provided an explanation for convection in a liquid layer heated from below without evaporation. However, these theories are inadequate to account for the convective instabilities in an evaporating liquid layer, especially in the case when it is cooled from below. In the present paper, we study the onset of Marangoni convection in a liquid layer being overlain by a vapor layer.A new two-sided model is put forward instead of the one-sided model in previous studies. Marangoni-Bénard instabilities in evaporating liquid thin layers are investigated with a linear instability analysis. We define a new evaporation Biot number, which is different from that in previous studies and discuss the influences of reference evaporating velocity and evaporation Biot number on the vapor-liquid system. At the end, we explain why the instability occurs even when an evaporating liquid layer is cooled from below.

可压剪切层线性稳定性特征直接数值模拟=Direct Simulation of the Linear Instabilities in Compressible Shear Layers

基于伪随机数生成技术促生白噪声扰动,以高精度迎风/对称紧致混合差分算法求解二维/三维非定常可压Navier-Stokes方程,揭示了可压自由剪切层初始剪切过程中扰动的线性演化特征,以及该过程对扰动波数和方向的内在选择性.验证了所用算法的有效性,表明线性理论同数值模拟相结合是可压剪切层研究的合理途径之一.

The design of an agent for modelling supply chain network dynamics

A useful insight into managerial decision making can be found from simulation of business systems, but existing work on simulation of supply chain behaviour has largely considered non-competitive chains. Where competitive agents have been examined, they have generally had a simple structure and been used for fundamental examination of stability and equilibria rather than providing practical guidance to managers. In this paper, a new agent for the study of competitive supply chain network dynamics is proposed. The novel features of the agent include the ability to select between competing vendors, distribute orders preferentially among many customers, manage production and inventory, and determine price based on competitive behaviour. The structure of the agent is related to existing business models and sufficient details are provided to allow implementation. The agent is tested to demonstrate that it recreates the main results of the existing modelling and management literature on supply chain dynamics. A brief exploration of competitive dynamics is given to confirm that the proposed agent can respond to competition. The results demonstrate that overall profitability for a supply chain network is maximised when businesses operate collectively. It is possible for an individual business to achieve higher profits by adopting a more competitive stance, but the consequence of this is that the overall profitability of the network is reduced. The agent will be of use for a broad range of studies on the long-run effect of management decisions on their network of suppliers and customers.

On the design of the piecewise linear vibration absorber

This paper explores the potential of the piecewise linear vibration absorber in a system subject to narrow band harmonic loading. Such a spring is chosen because the design of linear springs is common knowledge among engineers. The two-degrees-of-freedom system is solved by using the Incremental Harmonic Balance method, and response aspects such as stiffness crossing frequency and jump behaviour are discussed. The effects of mass, stiffness, natural frequency ratios, and stiffness crossing positions on the suppression zone are probed. It is shown that a hardening absorber can deliver a wider bandwidth than a linear one over a range of frequencies. The absorber parameters needed to produce good designs have been determined and the quality of the realized suppression zone is discussed. Design guidelines are formulated to aid the parameter selection process.

Rossby Waves With Linear Topography In Barotropic Fluids

Rossby waves are the most important waves in the atmosphere and ocean, and are parts of a large-scale system in fluid. The theory and observation show that, they satisfy quasi-geostrophic and quasi-static equilibrium approximations. In this paper, solitary Rossby waves induced by linear topography in barotropic fluids with a shear flow are studied. In order to simplify the problem, the topography is taken as a linear function of latitude variable y, then employing a weakly nonlinear method and a perturbation method, a KdV (Korteweg-de Vries) equation describing evolution of the amplitude of solitary Rossby waves induced by linear topography is derived. The results show that the variation of linear topography can induce the solitary Rossby waves in barotropic fluids with a shear flow, and extend the classical geophysical theory of fluid dynamics.

A Linear Stability Analysis Of Large-Prandtl-Number Thermocapillary Liquid Bridges

A linear stability analysis is applied to determine the onset of oscillatory thermocapillary convection in cylindrical liquid bridges of large Prandtl numbers (4 <= Pr <= 50). We focus on the relationships between the critical Reynolds number Re-c, the azimuthal wave number m, the aspect ratio F and the Prandtl number Pr. A detailed Re-c-Pr stability diagram is given for liquid bridges with various Gamma. In the region of Pr > 1, which has been less studied previously and where Re, has been usually believed to decrease with the increase of Pr, we found Re-c exhibits an early increase for liquid bridges with Gamma around one. From the computed surface temperature gradient, it is concluded that the boundary layers developed at both solid ends of liquid bridges strengthen the stability of basic axisymmetric thermocapillary convection at large Prandtl number, and that the stability property of the basic flow is determined by the "effective" part of liquid bridge. (c) 2008 Published by Elsevier Ltd on behalf of COSPAR.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.