Signal detection for orthogonal space-time block coding over time-selective fading channels: the H(i) systems

One major assumption in all orthogonal space-time block coding (O-STBC) schemes is that the channel remains static over the length of the code word. However, time-selective fading channels do exist, and in such case conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. As a sequel to the authors' previous papers on this subject, this paper aims to eliminate the error floor of the H(i)-coded O-STBC system (i = 3 and 4) by employing the techniques of: 1) zero forcing (ZF) and 2) parallel interference cancellation (PIC). It is. shown that for an H(i)-coded system the PIC is a much better choice than the ZF in terms of both performance and computational complexity. Compared with the, conventional H(i) detector, the PIC detector incurs a moderately higher computational complexity, but this can well be justified by the enormous improvement.

Orthogonal space–time block codes for free-space IM/DD optical links

Use of orthogonal space-time block codes (STBCs) with multiple transmitters and receivers can improve signal quality. However, in optical intensity modulated signals, output of the transmitter is non-negative and hence standard orthogonal STBC schemes need to be modified. A generalised framework for applying orthogonal STBCs for free-space IM/DD optical links is presented.

Robust non-orthogonal space-time block codes over highly correlated channels: a generalisation

Little has so far been reported on the robustness of non-orthogonal space-time block codes (NO-STBCs) over highly correlated channels (HCC). Some of the existing NO-STBCs are indeed weak in robustness against HCC. With a view to overcoming such a limitation, a generalisation of the existing robust NO-STBCs based on a 'matrix Alamouti (MA)' structure is presented.

Signal detection for orthogonal space-time block coding over time-selective fading channels: a PIC approach for the Gi Systems

One major assumption in all orthogonal space-time block coding (O-STBC) schemes is that the channel remains static over the entire length of the codeword. However, time selective fading channels do exist, and in such case the conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. This paper addresses such an issue by introducing a parallel interference cancellation (PIC) based detector for the Gi coded systems (i=3 and 4).

Orthogonal on-off BPSK: a convenient signaling scheme for near-far resistant detection in DS/CDMA

This paper proposes a convenient signaling scheme-orthogonal on-off BPSK (O3BPSK)-for near-far (NF) resistant detection in asynchronous direct-sequence code-division multiple-access (DS/CDMA) systems (uplink). The temporally adjacent bits from different users in the received signals are decoupled by using the on-off signaling, and the original data rate is maintained with no increase in transmission rate by adopting an orthogonal structure. The detector at the receiver is a one-shot linear decorrelating detector, which depends upon neither hard decision nor specific channel coding. The application of O3 strategy to the differentially encoded BPSK (D-BPSK) sequences is also presented. Finally, some computer simulations are shown to confirm the theoretical analysis.

Orthogonal space-time block coding over time-selective fading channels: a PIC detector for the Gi systems

All the orthogonal space-time block coding (O-STBC) schemes are based on the following assumption: the channel remains static over the entire length of the codeword. However, time selective fading channels do exist, and in many cases the conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. This paper addresses such an issue by introducing a parallel interference cancellation (PIC) based detector for the Gi coded systems (i=3 and 4).

A robust non-orthogonal space-time block code for four transmit antennas

Several non-orthogonal space-time block coding (NO-STBC) schemes have recently been proposed to achieve full rate transmission. Some of these schemes, however, suffer from weak robustness: their channel matrices will become ill conditioned in the case of highly correlated channels (HCC). To address this issue, this paper derives a family of robust NO-STBC schemes for four Tx antennas based on the worst case of HCC. These codes turned out to be a superset of Jafarkhani's quasi-orthogonal STBC codes. A computationally affordable linear decoder is also proposed. Although these codes achieve a similar performance to the non-robust schemes under normal channel conditions, they offer a strong robustness against HCC (although possibly yielding a poorer performance). Finally, computer simulations are presented to verify the algorithm design.

Space-time block coding for four transmit antennas over time-selective fading channels: orthogonal or non-orthogonal design?

The paper deals with an issue in space time block coding (STBC) design. It considers whether, over a time-selective channel, orthogonal STBC (O-STBC) or non-orthogonal STBC (NO-STBC) performs better. It is shown that, under time-selectiveness, once vehicle speed has risen above a certain value, NO-STBC always outperforms O-STBC across the whole SNR range. Also, considering that all existing NO-STBC schemes have been investigated under quasi-static channels only, a new simple receiver is derived for the NO-STBC system under time-selective channels.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

American option valuation: implied calibration of GARCH pricing models

This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.