Browsing by Keywords "Numerical example"
Now showing items 120 of 20

Average Fisher information maximisation in presence of costconstrained measurements
(The Institution of Engineering and Technology, 2011)An optimal estimation framework is considered in the presence of costconstrained measurements. The aim is to maximise the average Fisher information under a constraint on the total cost of measurement devices. An optimisation ... 
Average fisher information optimization for quantized measurements using additive independent noise
(2010)Adding noise to nonlinear systems can enhance their performance. Additive noise benefits are observed also in parameter estimation problems based on quantized observations. In this study, the purpose is to find the optimal ... 
Convexity properties of outage probability under Rayleigh fading
(2012)In this paper, convexity properties of outage probability are investigated under Rayleigh fading for an average powerconstrained communications system that employs maximalratio combining (MRC) at the receiver. By studying ... 
Detector randomization and stochastic signaling for minimum probability of error receivers
(Institute of Electrical and Electronics Engineers, 2012)Optimal receiver design is studied for a communications system in which both detector randomization and stochastic signaling can be performed. First, it is proven that stochastic signaling without detector randomization ... 
Dwell time optimization in switching control of parameter varying time delay systems
(2011)It has been shown that parameter varying systems with time delays can be robustly stabilized by switching control, provided that the plant's parameter varies slowly enough such that the dwell time conditions of the switched ... 
Effects of channel state information uncertainty on the performance of stochastic signaling
(2011)In this paper, stochastic signaling is studied for powerconstrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, it is shown that, for a given ... 
Noise enhanced detection in multipleaccess environments
(2009)Under certain conditions, addition of noise can enhance performance of suboptimal detectors, which is called the stochastic resonance (SR) effect. In this paper, the effects of SR are investigated for conventional detectors ... 
Noise enhanced detection in restricted NeymanPearson framework
(IEEE, 201206)Noise enhanced detection is studied for binary composite hypothesistesting problems in the presence of prior information uncertainty. The restricted NeymanPearson (NP) framework is considered, and a formulation is obtained ... 
Noiseenhanced Mary hypothesistesting in the minimax framework
(2009)In this study, the effects of adding independent noise to observations of a suboptimal detector are studied for Mary hypothesistesting problems according to the minimax criterion. It is shown that the optimal additional ... 
On the optimality of stochastic signaling under an average power constraint
(2010)In this paper, stochastic signaling is studied for scalar valued binary communications systems over additive noise channels in the presence of an average power constraint. For a given decision rule at the receiver, the ... 
Optimal stochastic parameter design for estimation problems
(Institute of Electrical and Electronics Engineers, 2012)In this study, the aim is to perform optimal stochastic parameter design in order to minimize the cost of a given estimator. Optimal probability distributions of signals corresponding to different parameters are obtained ... 
Optimal stochastic signal design and detector randomization in the NeymanPearson framework
(IEEE, 201203)Power constrained onoff keying communications systems are investigated in the presence of stochastic signaling and detector randomization. The joint optimal design of decision rules, stochastic signals, and detector ... 
Optimal stopping problems for asset management
(2012)An asset manager invests the savings of some investors in a portfolio of defaultable bonds. The manager pays the investors coupons at a constant rate and receives a management fee proportional to the value of the portfolio. ... 
ParallelMLFMA solutions of largescale problems involving composite objects
(IEEE, 201207)We present a parallel implementation of the multilevel fast multipole algorithm (MLFMA) for fast and accurate solutions of largescale electromagnetics problems involving composite objects with dielectric and metallic ... 
Performance analysis of codemultiplexed transmittedreference ultrawideband systems
(2011)In codemultiplexed transmittedreference (CMTR) ultrawideband (UWB) systems, data signals and reference signals are transmitted using two distinct orthogonal codes. In this way, performance improvements and/or implementation ... 
Stability analysis of cell dynamics in leukemia
(E D P Sciences, 2012)In order to better understand the dynamics of acute leukemia, and in particular to find theoretical conditions for the efficient delivery of drugs in acute myeloblastic leukemia, we investigate stability of a system modeling ... 
Stability analysis of the heat equation with timedelayed feedback
(2009)In this paper we consider the heat equation with time delayed feedback. Recently, stability analysis of this system, with possibly timevarying delay, is done by Fridman and Orlov (2007, 2009); and a sufficient condition ... 
Stochastic signaling in the presence of channel state information uncertainty
(Elsevier, 2013)In this paper, stochastic signaling is studied for powerconstrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, stochastic signaling based on the ... 
Stochastic signaling under second and fourth moment constraints
(2010)Stochastic signaling is investigated under second and fourth moment constraints for the detection of scalarvalued binary signals in additive noise channels. Sufficient conditions are derived to determine when the use of ... 
Wiener disorder problem with observations at fixed discrete time epochs
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zeromodified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...