Browsing by Subject "Numerical example"

Now showing 1 - 19 of 19

Open Access
Average Fisher information maximisation in presence of cost-constrained measurements
(The Institution of Engineering and Technology, 2011) Dulek, B.; Gezici, Sinan
An optimal estimation framework is considered in the presence of cost-constrained measurements. The aim is to maximise the average Fisher information under a constraint on the total cost of measurement devices. An optimisation problem is formulated to calculate the optimal costs of measurement devices that maximise the average Fisher information for arbitrary observation and measurement statistics. In addition, a closed-form expression is obtained in the case of Gaussian observations and measurement noise. Numerical examples are presented to explain the results.
Open Access
Average fisher information optimization for quantized measurements using additive independent noise
(IEEE, 2010) Balkan, Gokce Osman; Gezici, Sinan
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 probability density function of additive noise, which is applied to observations before quantization, in those problems. First, optimal probability density function of noise is formulated in terms of an average Fisher information maximization problem. Then, it is proven that optimal additive "noise" can be represented by a constant signal level. This result, which means that randomization of additive signal levels is not needed for average Fisher information maximization, is supported with two numerical examples. ©2010 IEEE.
Open Access
Convexity properties of outage probability under Rayleigh fading
(IEEE, 2012) Dülek, Berkan; Vanlı, N. Denizcan; Gezici, Sinan
In this paper, convexity properties of outage probability are investigated under Rayleigh fading for an average power-constrained communications system that employs maximal-ratio combining (MRC) at the receiver. By studying the first and second order derivatives of the outage probability with respect to the transmitted signal power, it is found out that the outage probability is a monotonically decreasing function with a single inflection point. This observation suggests the possibility of improving the outage performance via on-off type power randomization/sharing under stringent average transmit power constraints. It is shown that the results can also be extended to the selection combining (SC) technique in a straightforward manner. Finally, a numerical example is provided to illustrate the theoretical results. © 2012 IEEE.
Open Access
Detector randomization and stochastic signaling for minimum probability of error receivers
(Institute of Electrical and Electronics Engineers, 2012) Dulek, B.; Gezici, Sinan
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 cannot achieve a smaller average probability of error than detector randomization with deterministic signaling for the same average power constraint and noise statistics. Then, it is shown that the optimal receiver design results in a randomization between at most two maximum a-posteriori probability (MAP) detectors corresponding to two deterministic signal vectors. Numerical examples are provided to explain the results.
Open Access
Dwell time optimization in switching control of parameter varying time delay systems
(IEEE, 2011) Yan, P.; Özbay, Hitay; Şansal, M.
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 controllers can be satisfied. In this paper, the minimization of dwell time is considered, where an iterative search algorithm is developed from the singular value perspectives. The local minimal dwell time obtained in this paper can be used to estimate the upper bound on how fast the plant's parameters can vary. Meanwhile, the switching controller synthesis with optimal dwell time is also discussed, where robust stabilizer design algorithm is presented to achieve robust stability at certain operating range, as well as the local minimal dwell time for controller switching. A numerical example is given to illustrate the proposed algorithm.
Open Access
Effects of channel state information uncertainty on the performance of stochastic signaling
(IEEE, 2011) Göken, Çağrı; Gezici, Sinan; Arıkan, Orhan
In this paper, stochastic signaling is studied for power-constrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, it is shown that, for a given decision rule at the receiver, stochastic signaling based on the available CSI at the transmitter results in a randomization between at most two different signal levels for each symbol. Then, the performance of stochastic signaling and conventional deterministic signaling is compared, and sufficient conditions are derived for improvability and nonimprovability of deterministic signaling via stochastic signaling in the presence of CSI uncertainty. Finally a numerical example is presented to explore the theoretical results. © 2011 IEEE.
Open Access
Noise enhanced detection in restricted Neyman-Pearson framework
(IEEE, 2012-06) Bayram, S.; Gültekin, San; Gezici, Sinan
Noise enhanced detection is studied for binary composite hypothesis-testing problems in the presence of prior information uncertainty. The restricted Neyman-Pearson (NP) framework is considered, and a formulation is obtained for the optimal additive noise that maximizes the average detection probability under constraints on worst-case detection and false-alarm probabilities. In addition, sufficient conditions are provided to specify when the use of additive noise can or cannot improve performance of a given detector according to the restricted NP criterion. A numerical example is presented to illustrate the improvements obtained via additive noise. © 2012 IEEE.
Open Access
Noise-enhanced M-ary hypothesis-testing in the minimax framework
(IEEE, 2009-09) Bayram, Suat; Gezici, Sinan
In this study, the effects of adding independent noise to observations of a suboptimal detector are studied for M-ary hypothesis-testing problems according to the minimax criterion. It is shown that the optimal additional noise can be represented by a randomization of at most M signal values under certain conditions. In addition, a convex relaxation approach is proposed to obtain an accurate approximation to the noise probability distribution in polynomial time. Furthermore, sufficient conditions are presented to determine when additional noise can or cannot improve the performance of a given detector. Finally, a numerical example is presented. © 2009 IEEE.
Open Access
On the optimality of stochastic signaling under an average power constraint
(IEEE, 2010-09-10) Göken, Çağrı; Gezici, Sinan; Arıkan, Orhan
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 effects of using stochastic signals for each symbol instead of conventional deterministic signals are investigated. First, sufficient conditions are derived to determine the cases in which stochastic signaling can or cannot outperform the conventional signaling. Then, statistical characterization of the optimal signals is provided and it is obtained that an optimal stochastic signal can be represented by a randomization of at most two different signal levels for each symbol. In addition, via global optimization techniques, the solution of the generic optimal stochastic signaling problem is obtained, and theoretical results are investigated via numerical examples. ©2010 IEEE.
Open Access
Optimal stochastic parameter design for estimation problems
(Institute of Electrical and Electronics Engineers, 2012) Soganci, H.; Gezici, Sinan; Arıkan, Orhan
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 in the presence and absence of an average power constraint. It is shown that the optimal parameter design results in either a deterministic signal or a randomization between two different signal levels. In addition, sufficient conditions are obtained to specify the cases in which improvements over the deterministic parameter design can or cannot be achieved via the stochastic parameter design. Numerical examples are presented in order to provide illustrations of theoretical results.
Open Access
Optimal stochastic signal design and detector randomization in the Neyman-Pearson framework
(IEEE, 2012-03) Dülek, Berkan; Gezici, Sinan
Power constrained on-off 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 randomization factors is performed. It is shown that the solution to the most generic optimization problem that employs both stochastic signaling and detector randomization can be obtained as the randomization among no more than three Neyman-Pearson (NP) decision rules corresponding to three deterministic signal vectors. Numerical examples are also presented. © 2012 IEEE.
Open Access
Optimal stopping problems for asset management
(2012) Dayanık, S.; Egami, M.
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. He/she also has the right to walk out of the contract at any time with the net terminal value of the portfolio after payment of the investors' initial funds, and is not responsible for any deficit. To control the principal losses, investors may buy from the manager a limited protection which terminates the agreement as soon as the value of the portfolio drops below a predetermined threshold. We assume that the value of the portfolio is a jump diffusion process and find an optimal termination rule of the manager with and without protection. We also derive the indifference price of a limited protection. We illustrate the solution method on a numerical example. The motivation comes from the collateralized debt obligations.
Open Access
Parallel-MLFMA solutions of large-scale problems involving composite objects
(IEEE, 2012-07) Ergül, Özgür; Gürel, Levent
We present a parallel implementation of the multilevel fast multipole algorithm (MLFMA) for fast and accurate solutions of large-scale electromagnetics problems involving composite objects with dielectric and metallic parts. Problems are formulated with the electric and magnetic current combined-field integral equation (JMCFIE) and solved iteratively with MLFMA on distributed-memory architectures. Numerical examples involving canonical and complicated objects, such as optical metamaterials, are presented to demonstrate the accuracy and efficiency of the implementation. © 2012 IEEE.
Open Access
Performance analysis of code-multiplexed transmitted-reference ultra-wideband systems
(IEEE, 2011) Tutay, Mehmet Emin; Gezici, Sinan; Poor H.V.
In code-multiplexed transmitted-reference (CM-TR) ultra-wideband (UWB) systems, data signals and reference signals are transmitted using two distinct orthogonal codes. In this way, performance improvements and/or implementation advantages are obtained compared to transmitted-reference (TR) and frequency-shifted reference (FSR) ultra-wideband (UWB) systems. In this study, performance of CM-TR systems is investigated, and probability of error expressions are obtained. For the single user case, a closed-form expression for the exact probability of error is derived, whereas a Gaussian approximation, the accuracy of which depends on the number of frames per symbol, is considered for the multiuser case. Also, the maximum likelihood detector is derived, and numerical examples are presented. © 2011 IEEE.
Open Access
Stability analysis of cell dynamics in leukemia
(E D P Sciences, 2012) Özbay, Hitay; Bonnet, C.; Benjelloun, H.; Clairambault, J.
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 its cell dynamics. The overall system is a cascade connection of sub-systems consisting of distributed delays and static nonlinear feedbacks. Earlier results on local asymptotic stability are improved by the analysis of the linearized system around the positive equilibrium. For the nonlinear system, we derive stability conditions by using Popov, circle and nonlinear small gain criteria. The results are illustrated with numerical examples and simulations.
Open Access
Stability analysis of the heat equation with time-delayed feedback
(IFAC, 2009-06) Çalışkan, Sina Yamaç; Özbay, Hitay
In this paper we consider the heat equation with time delayed feedback. Recently, stability analysis of this system, with possibly time-varying delay, is done by Fridman and Orlov (2007, 2009); and a sufficient condition is obtained for stability in terms of a linear matrix inequality. Here we consider the same system, but with constant delay, and perform the stability analysis in the frequency domain. A necessary and sufficient condition is obtained in terms of the system parameters. The result is illustrated with numerical examples. © 2009 IFAC.
Open Access
Stochastic signaling in the presence of channel state information uncertainty
(Elsevier, 2013) Goken, C.; Gezici, Sinan; Arıkan, Orhan
In this paper, stochastic signaling is studied for power-constrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, stochastic signaling based on the available imperfect channel coefficient at the transmitter is analyzed, and it is shown that optimal signals can be represented by a randomization between at most two distinct signal levels for each symbol. Then, performance of stochastic signaling and conventional deterministic signaling is compared for this scenario, and sufficient conditions are derived for improvability and nonimprovability of deterministic signaling via stochastic signaling in the presence of CSI uncertainty. Furthermore, under CSI uncertainty, two different stochastic signaling strategies, namely, robust stochastic signaling and stochastic signaling with averaging, are proposed. For the robust stochastic signaling problem, sufficient conditions are derived for reducing the problem to a simpler form. It is shown that the optimal signal for each symbol can be expressed as a randomization between at most two distinct signal values for stochastic signaling with averaging, as well as for robust stochastic signaling under certain conditions. Finally, two numerical examples are presented to explore the theoretical results.
Open Access
Stochastic signaling under second and fourth moment constraints
(IEEE, 2010) Göken, Çağrı; Gezici, Sinan; Arıkan, Orhan
Stochastic signaling is investigated under second and fourth moment constraints for the detection of scalar-valued binary signals in additive noise channels. Sufficient conditions are derived to determine when the use of stochastic signals instead of deterministic ones can or cannot enhance the error performance of a given binary communications system. Also, a convex relaxation approach is employed to obtain approximate solutions of the optimal stochastic signaling problem. Finally, numerical examples are presented, and extensions of the results to M-ary communications systems and to other criteria than the average probability of error are discussed.
Open Access
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) Dayanik, S.
Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not always be spaced in equal distances. The problem is to detect the disorder time as quickly as possible by means of an alarm that depends only on the observations of Wiener process at those discrete time epochs. We show that Bayes optimal alarm times, which minimize expected total cost of frequent false alarms and detection delay time, always exist. Optimal alarms may in general sound between observation times and when the space-time process of the odds that disorder happened in the past hits a set with a nontrivial boundary. The optimal stopping boundary is piecewise-continuous and explodes as time approaches from left to each observation time. On each observation interval, if the boundary is not strictly increasing everywhere, then it irst decreases and then increases. It is strictly monotone wherever it does not vanish. Its decreasing portion always coincides with some explicit function. We develop numerical algorithms to calculate nearly optimal detection algorithms and their Bayes risks, and we illustrate their use on numerical examples. The solution of Wiener disorder problem with discretely spaced observation times will help reduce risks and costs associated with disease outbreak and production quality control, where the observations are often collected and/or inspected periodically.