932 resultados para Gaussian channel


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Reliability of communications is key to expand application domains for sensor networks. SinceWireless Sensor Networks (WSN) operate in the license-free Industrial Scientific and Medical (ISM) bands and hence share the spectrum with other wireless technologies, addressing interference is an important challenge. In order to minimize its effect, nodes can dynamically adapt radio resources provided information about current spectrum usage is available. We present a new channel quality metric, based on availability of the channel over time, which meaningfully quantifies spectrum usage. We discuss the optimum scanning time for capturing the channel condition while maintaining energy-efficiency. Using data collected from a number of Wi-Fi networks operating in a library building, we show that our metric has strong correlation with the Packet Reception Rate (PRR). This suggests that quantifying interference in the channel can help in adapting resources for better reliability. We present a discussion of the usage of our metric for various resource allocation and adaptation strategies.

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We discuss the development of a simple globally prioritized multi-channel medium access control (MAC) protocol for wireless networks. This protocol provides “hard” pre-run-time real-time guarantees to sporadic message streams, exploits a very large fraction of the capacity of all channels for “hard” real-time traffic and also makes it possible to fully utilize the channels with non real-time traffic when hard real-time messages do not request to be transmitted. The potential of such protocols for real-time applications is discussed and a schedulability analysis is also presented.

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In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

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Electronics Letters Vol.38, nº 19

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IEEE International Symposium on Circuits and Systems, MAY 25-28, 2003, Bangkok, Thailand. (ISI Web of Science)

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IEEE International Symposium on Circuits and Systems, pp. 2258 – 2261, Seattle, EUA

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Proceedings of IEEE, ISCAS 2003, Vol.I, pp. 877-880

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The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

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1st European IAHR Congress,6-4 May, Edinburg, Scotland

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1st European IAHR Congress, 6-4 May, Edinburgh, Scotland

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River Flow 2008, Vol.1

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This paper studies the effect of ship speed and water depth on the propagation of ship generated waves. The ship is represented by a moving pressure distribution function at the free surface that is able to reproduce most of the phenomena involved in wave propagation. Results are obtained for a ship sailing along a coastal stretch made of a sloping bottom and a constant depth region. The results show that in the sloping bottom the crests of waves are bent along the slope and in the constant depth the standard Kelvin wave patterns can be found for the subcritical regime. In the critical regime the wave system is characterized by significant diverging waves and for a supercritical regime, the transverse waves disappear. © 2015 Taylor & Francis Group, London.

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Dissertação para obtenção do Grau de Mestre em Engenharia Civil – Perfil de Estruturas

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Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco