GNSS signal detection based on first-order absolute statistics

Aquest projecte es centra principalment en el detector no coherent d’un GPS. Per tal de caracteritzar el procés de detecció d’un receptor, es necessita conèixer l’estadística implicada. Pel cas dels detectors no coherents convencionals, l’estadística de segon ordre intervé plenament. Les prestacions que ens dóna l’estadística de segon ordre, plasmada en la ROC, són prou bons tot i que en diferents situacions poden no ser els millors. Aquest projecte intenta reproduir el procés de detecció mitjançant l’estadística de primer ordre com a alternativa a la ja coneguda i implementada estadística de segon ordre. Per tal d’aconseguir-ho, s’usen expressions basades en el Teorema Central del Límit i de les sèries Edgeworth com a bones aproximacions. Finalment, tant l’estadística convencional com l’estadística proposada són comparades, en termes de la ROC, per tal de determinar quin detector no coherent ofereix millor prestacions en cada situació.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Antipodal random sequences with prescribed second-order statistics: application to Compressive Sensing and UWB system based on DS-CDMA

It is usual to hear a strange short sentence: «Random is better than...». Why is randomness a good solution to a certain engineering problem? There are many possible answers, and all of them are related to the considered topic. In this thesis I will discuss about two crucial topics that take advantage by randomizing some waveforms involved in signals manipulations. In particular, advantages are guaranteed by shaping the second order statistic of antipodal sequences involved in an intermediate signal processing stages. The first topic is in the area of analog-to-digital conversion, and it is named Compressive Sensing (CS). CS is a novel paradigm in signal processing that tries to merge signal acquisition and compression at the same time. Consequently it allows to direct acquire a signal in a compressed form. In this thesis, after an ample description of the CS methodology and its related architectures, I will present a new approach that tries to achieve high compression by design the second order statistics of a set of additional waveforms involved in the signal acquisition/compression stage. The second topic addressed in this thesis is in the area of communication system, in particular I focused the attention on ultra-wideband (UWB) systems. An option to produce and decode UWB signals is direct-sequence spreading with multiple access based on code division (DS-CDMA). Focusing on this methodology, I will address the coexistence of a DS-CDMA system with a narrowband interferer. To do so, I minimize the joint effect of both multiple access (MAI) and narrowband (NBI) interference on a simple matched filter receiver. I will show that, when spreading sequence statistical properties are suitably designed, performance improvements are possible with respect to a system exploiting chaos-based sequences minimizing MAI only.

Laminar-turbulent transition in Raman fiber lasers:a first passage statistics based analysis

Loss of coherence with increasing excitation amplitudes and spatial size modulation is a fundamental problem in designing Raman fiber lasers. While it is known that ramping up laser pump power increases the amplitude of stochastic excitations, such higher energy inputs can also lead to a transition from a linearly stable coherent laminar regime to a non-desirable disordered turbulent state. This report presents a new statistical methodology, based on first passage statistics, that classifies lasing regimes in Raman fiber lasers, thereby leading to a fast and highly accurate identification of a strong instability leading to a laminar-turbulent phase transition through a self-consistently defined order parameter. The results have been consistent across a wide range of pump power values, heralding a breakthrough in the non-invasive analysis of fiber laser dynamics.

Fixed bed reactors with catalyst poisoning - first order kinetics.

The long performance of an isothermal fixed bed reactor undergoing catalyst poisoning is theoretically analyzed using the dispersion model. First order reaction with dth order deactivation is assumed and the model equations are solved by matched asymptotic expansions for large Peclet number. Simple closed-form solutions, uniformly valid in time, are obtained.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

First-order molecular descriptors for molecular steric similarity

En aquest treball s'analitza la contribució estèrica de les molècules a les seves propietats químiques i físiques, mitjançant l'avaluació del seu volum i de la seva mesura de semblança, a partir d'ara definits com a descriptors moleculars de primer ordre. La difeèsncia entre aquests dos conceptes ha estat aclarida: mentre que el volum és la magnitud de l'espai que ocupa la molècula com a entitat global, la mesura de semblança ens dóna una idea de com està distribuïda la densitat electrònica al llarg d'aquest volum, i reflecteix més les diferències locals existents. L'ús de diverses aproximacions per a l'obtenció d'ambdós valors ha estat analitzat sobre diferents classes d'isòmers

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Diffusionless first-order phase transitions in systems with frozen configurational degrees of freedom

We consider systems that can be described in terms of two kinds of degree of freedom. The corresponding ordering modes may, under certain conditions, be coupled to each other. We may thus assume that the primary ordering mode gives rise to a diffusionless first-order phase transition. The change of its thermodynamic properties as a function of the secondary-ordering-mode state is then analyzed. Two specific examples are discussed. First, we study a three-state Potts model in a binary system. Using mean-field techniques, we obtain the phase diagram and different properties of the system as a function of the distribution of atoms on the different lattice sites. In the second case, the properties of a displacive structural phase transition of martensitic type in a binary alloy are studied as a function of atomic order. Because of the directional character of the martensitic-transition mechanism, we find only a very weak dependence of the entropy on atomic order. Experimental results are found to be in quite good agreement with theoretical predictions.

Avalanches in a fluctuationless first-order phase transition in a random-bond Ising model

We study the behavior of the random-bond Ising model at zero temperature by numerical simulations for a variable amount of disorder. The model is an example of systems exhibiting a fluctuationless first-order phase transition similar to some field-induced phase transitions in ferromagnetic systems and the martensitic phase transition appearing in a number of metallic alloys. We focus on the study of the hysteresis cycles appearing when the external field is swept from positive to negative values. By using a finite-size scaling hypothesis, we analyze the disorder-induced phase transition between the phase exhibiting a discontinuity in the hysteresis cycle and the phase with the continuous hysteresis cycle. Critical exponents characterizing the transition are obtained. We also analyze the size and duration distributions of the magnetization jumps (avalanches).