Statistical properties of fast Fourier transform coefficients computed from real-valued, covariance-stationary, periodic random sequences /

"July 1976."

ML approaches to channel estimation for pilot-aided multi-rate DS/CDMA systems

This paper analyzes the asymptotic performance of maximum likelihood (ML) channel estimation algorithms in wideband code division multiple access (WCDMA) scenarios. We concentrate on systems with periodic spreading sequences (period larger than or equal to the symbol span) where the transmitted signal contains a code division multiplexed pilot for channel estimation purposes. First, the asymptotic covariances of the training-only, semi-blind conditional maximum likelihood (CML) and semi-blind Gaussian maximum likelihood (GML) channelestimators are derived. Then, these formulas are further simplified assuming randomized spreading and training sequences under the approximation of high spreading factors and high number of codes. The results provide a useful tool to describe the performance of the channel estimators as a function of basicsystem parameters such as number of codes, spreading factors, or traffic to training power ratio.

New quasi-orthogonal BCH-derived sequences for CDMA applications

European Transactions on Telecommunications, vol. 18

Chaotic communication based on the particle-in-a-box electronic circuit

A secure communication system based on the error-feedback synchronization of the electronic model of the particle-in-a-box system is proposed. This circuit allows a robust and simple electronic emulation of the mechanical behavior of the collisions of a particle inside a box, exhibiting rich chaotic behavior. The required nonlinearity to emulate the box walls is implemented in a simple way when compared with other analog electronic chaotic circuits. A master/slave synchronization of two circuits exhibiting a rich chaotic behavior demonstrates the potentiality of this system to secure communication. In this system, binary data stream information modulates the bifurcation parameter of the particle-in-a-box electronic circuit in the transmitter. In the receiver circuit, this parameter is estimated using Pecora-Carroll synchronization and error-feedback synchronization. The performance of the demodulation process is verified through the eye pattern technique applied on the recovered bit stream. During the demodulation process, the error-feedback synchronization presented better performance compared with the Pecora-Carroll synchronization. The application of the particle-in-a-box electronic circuit in a secure communication system is demonstrated.

Blind multiuser receiver for DS-CDMA wireless system

We consider blind signal detection in an asynchronous code-division multiple-access (CDMA) system employing short spreading sequences in the presence of unknown multipath fading. This approach is capable of countering the presence of multiple-access interference (MAI) in CDMA fading channels. The proposed blind multiuser detector is based on an independent component analysis (ICA) to mitigate both MAI and noise. This algorithm has been utilised in blind source separation (BSS) of unknown sources from their mixtures. It can also be used for estimating the basis vectors of BSS. The aim is to include an ICA algorithm within a wireless receiver in order to reduce the level of interference in wideband systems. This blind multiuser detector requires no training sequence compared with the conventional multiuser detection receiver. The proposed ICA blind multiuser detector is made robust with respect to knowledge of signature waveforms and the timing of the user of interest. Several experiments are performed in order to verify the validity of the proposed ICA algorithm.

Periodic Sequences of Arbitrage: A Tale of Four Currencies

This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we fi nd that arbitrage operations when four currencies are present may appear periodic in nature, and not involve smooth convergence to a \balanced" ensemble of exchange rates in which the law of one price holds. The goal of this article is to understand some interesting features of sequences of arbitrage operations, features which might well be relevant in other contexts in finance and economics.

Rational periodic sequences for the Lyness recurrence

Consider the celebrated Lyness recurrence $x_{n+2}=(a+x_{n+1})/x_{n}$ with $a\in\Q$. First we prove that there exist initial conditions and values of $a$ for which it generates periodic sequences of rational numbers with prime periods $1,2,3,5,6,7,8,9,10$ or $12$ and that these are the only periods that rational sequences $\{x_n\}_n$ can have. It is known that if we restrict our attention to positive rational values of $a$ and positive rational initial conditions the only possible periods are $1,5$ and $9$. Moreover 1-periodic and 5-periodic sequences are easily obtained. We prove that for infinitely many positive values of $a,$ positive 9-period rational sequences occur. This last result is our main contribution and answers an open question left in previous works of Bastien \& Rogalski and Zeeman. We also prove that the level sets of the invariant associated to the Lyness map is a two-parameter family of elliptic curves that is a universal family of the elliptic curves with a point of order $n, n\ge5,$ including $n$ infinity. This fact implies that the Lyness map is a universal normal form for most birrational maps on elliptic curves.

Registration of temporal sequences of coronal and sagittal MR images through respiratory patterns

This work discusses the determination of the breathing patterns in time sequence of images obtained from magnetic resonance (MR) and their use in the temporal registration of coronal and sagittal images. The registration is made without the use of any triggering information and any special gas to enhance the contrast. The temporal sequences of images are acquired in free breathing. The real movement of the lung has never been seen directly, as it is totally dependent on its surrounding muscles and collapses without them. The visualization of the lung in motion is an actual topic of research in medicine. The lung movement is not periodic and it is susceptible to variations in the degree of respiration. Compared to computerized tomography (CT), MR imaging involves longer acquisition times and it is preferable because it does not involve radiation. As coronal and sagittal sequences of images are orthogonal to each other, their intersection corresponds to a segment in the three-dimensional space. The registration is based on the analysis of this intersection segment. A time sequence of this intersection segment can be stacked, defining a two-dimension spatio-temporal (2DST) image. The algorithm proposed in this work can detect asynchronous movements of the internal lung structures and lung surrounding organs. It is assumed that the diaphragmatic movement is the principal movement and all the lung structures move almost synchronously. The synchronization is performed through a pattern named respiratory function. This pattern is obtained by processing a 2DST image. An interval Hough transform algorithm searches for synchronized movements with the respiratory function. A greedy active contour algorithm adjusts small discrepancies originated by asynchronous movements in the respiratory patterns. The output is a set of respiratory patterns. Finally, the composition of coronal and sagittal image pairs that are in the same breathing phase is realized by comparing of respiratory patterns originated from diaphragmatic and upper boundary surfaces. When available, the respiratory patterns associated to lung internal structures are also used. The results of the proposed method are compared with the pixel-by-pixel comparison method. The proposed method increases the number of registered pairs representing composed images and allows an easy check of the breathing phase. (C) 2010 Elsevier Ltd. All rights reserved.

Genus and Braid Index Associated to Sequences of Renormalizable Lorenz Maps

We describe the Lorenz links generated by renormalizable Lorenz maps with reducible kneading invariant (K(f)(-), = K(f)(+)) = (X, Y) * (S, W) in terms of the links corresponding to each factor. This gives one new kind of operation that permits us to generate new knots and links from the ones corresponding to the factors of the *-product. Using this result we obtain explicit formulas for the genus and the braid index of this renormalizable Lorenz knots and links. Then we obtain explicit formulas for sequences of these invariants, associated to sequences of renormalizable Lorenz maps with kneading invariant (X, Y) * (S,W)*(n), concluding that both grow exponentially. This is specially relevant, since it is known that topological entropy is constant on the archipelagoes of renormalization.

Detection of quasi-periodic processes in complex systems: how do we quantitatively describe their properties?

It has been shown that in reality at least two general scenarios of data structuring are possible: (a) a self-similar (SS) scenario when the measured data form an SS structure and (b) a quasi-periodic (QP) scenario when the repeated (strongly correlated) data form random sequences that are almost periodic with respect to each other. In the second case it becomes possible to describe their behavior and express a part of their randomness quantitatively in terms of the deterministic amplitude–frequency response belonging to the generalized Prony spectrum. This possibility allows us to re-examine the conventional concept of measurements and opens a new way for the description of a wide set of different data. In particular, it concerns different complex systems when the ‘best-fit’ model pretending to be the description of the data measured is absent but the barest necessity of description of these data in terms of the reduced number of quantitative parameters exists. The possibilities of the proposed approach and detection algorithm of the QP processes were demonstrated on actual data: spectroscopic data recorded for pure water and acoustic data for a test hole. The suggested methodology allows revising the accepted classification of different incommensurable and self-affine spatial structures and finding accurate interpretation of the generalized Prony spectroscopy that includes the Fourier spectroscopy as a partial case.

On spectral approximation, Folner sequences and crossed products

In this article we review first some of the possibilities in which the notions of Fo lner sequences and quasidiagonality have been applied to spectral approximation problems. We construct then a canonical Fo lner sequence for the crossed product of a concrete C* -algebra and a discrete amenable group. We apply our results to the rotation algebra (which contains interesting operators like almost Mathieu operators or periodic magnetic Schrödinger operators on graphs) and the C* -algebra generated by bounded Jacobi operators.

On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

Femtosecond pump-probe study of the spreading and recurrence of a vibrational wave packet in Na_2

The motion of a vibrational wave packet in the bound A(^1 \summe^+_u) electronic state of the sodium dimer is detected in a femtosecond pump/probe molecular beam experiment. For short times harmonic motion is seen in the total ion yield of Na^+_2 as a function of delay time between the two laser pulses. The spreading of the wave packet results in the loss of the periodic variation of the ion signal. For longer delay times (47 ps) the wave packet regains its initial form which is reflected in the revival structure of the Na^+_2 signal. Time-dependent quantum calculations reproduce the measured effects.

Chromosomal mapping of rDNAs and H3 histone sequences in the grasshopper rhammatocerus brasiliensis (acrididae, gomphocerinae): extensive chromosomal dispersion and co-localization of 5S rDNA/H3 histone clusters in the A complement and B chromosome

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Solutions for a class of integro-differential equations with time periodic coefficients

In this work, a series solution is found for the integro-differential equation y″ (t) = -(ω2 c + ω2 f sin2 ωpt)y(t) + ωf (sin ωpt) z′ (0) + ω2 fωp sin ωpt ∫t 0 (cos ωps) y(s)ds, which describes the charged particle motion for certain configurations of oscillating magnetic fields. As an interesting feature, the terms of the solution are related to distinct sequences of prime numbers.