In this paper,average bit error probability(ABEP)bound of optimal maximum likelihood(ML)detector is first derived for ultra massive(UM)multiple-input-multiple-output(MIMO)system with generalized amplitude phase modula...In this paper,average bit error probability(ABEP)bound of optimal maximum likelihood(ML)detector is first derived for ultra massive(UM)multiple-input-multiple-output(MIMO)system with generalized amplitude phase modulation(APM),which is confirmed by simulation results.Furthermore,a minimum residual criterion(MRC)based lowcomplexity near-optimal ML detector is proposed for UM-MIMO system.Specifically,we first obtain an initial estimated signal by a conventional detector,i.e.,matched filter(MF),or minimum mean square error(MMSE)and so on.Furthermore,MRC based error correction mechanism(ECM)is proposed to correct the erroneous symbol encountered in the initial result.Simulation results are shown that the performance of the proposed MRC-ECM based detector is capable of approaching theoretical ABEP of ML,despite only imposing a slightly higher complexity than that of the initial detector.展开更多
A Bayesian method for estimating human error probability(HEP) is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data an...A Bayesian method for estimating human error probability(HEP) is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data and prior information about human performance together,a more accurate and specific HEP estimation can be achieved.For the time-unrelated task without rigorous time restriction,the HEP estimated by the common-used human reliability analysis(HRA) methods or expert judgments is collected as the source of prior information.And for the time-related task with rigorous time restriction,the human error is expressed as non-response making.Therefore,HEP is the time curve of non-response probability(NRP).The prior information is collected from system safety and reliability specifications or by expert judgments.The(joint) posterior distribution of HEP or NRP-related parameter(s) is constructed after prior information has been collected.Based on the posterior distribution,the point or interval estimation of HEP/NRP is obtained.Two illustrative examples are introduced to demonstrate the practicality of the aforementioned approach.展开更多
Bit Error Probability (BEP) provides a fundamental performance measure for wireless diversity systems. This paper presents two new exact BEP expressions for Maximal Ratio Combining (MRC) diversity systems. One BEP exp...Bit Error Probability (BEP) provides a fundamental performance measure for wireless diversity systems. This paper presents two new exact BEP expressions for Maximal Ratio Combining (MRC) diversity systems. One BEP expression takes a closed form, while the other is derived by treating the squared-sum of Rayleigh random variables as an Erlang variable. Due to the fact that the extant bounds are loose and could not properly characterize the error performance of MRC diversity systems, this paper presents a very tight bound. The numerical analysis shows that the new derived BEP expressions coincide with the extant expressions, and that the new approximation tightly bounds the accurate BEP.展开更多
As is known, distributed Turbo coding (DTC) performs close to the theoretic outage probability bound of a relay channel when correct decoding is assumed at the relay. However, decoding error is inevitable in practic...As is known, distributed Turbo coding (DTC) performs close to the theoretic outage probability bound of a relay channel when correct decoding is assumed at the relay. However, decoding error is inevitable in practical fading channels due to the error-prone feature of radio channels, and the decoding error propagation in DTC scheme will severely degrade the error performance of the relay system. As a result, it is necessary to evaluate the error performance of the DTC scheme in multi-hop relaying wireless systems in practical fading channels. Moreover, the theoretical method of analysis provides an effective tool for obtaining the error performance besides lengthy simulations. In this article, the concept of equivalent signal-to-noise ratio (SNR) of the two-hop relay channel and the method of computing equivalent SNR are developed, and then the upper bound on the bit error probability (BEP) of DTC relay systems is analyzed by use of Turbo code's distance spectrum, the concept of uniform interleaver, the limit-before-averaging technique, and the union bound method. Both theoretical analysis and numerical simulation are implemented for relay systems with DTC scheme over quasi-static Rayleigh fading channels. The results show that the upper bound approaches the simulation results in the medium to high SNR region.展开更多
This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary erro...This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.展开更多
Network Coding (NC) brings correlation between the coded signals from different sources, which makes the system more vulnerable to the decode error at relay. Conventional Cyclic Redundancy Code (CRC) has been implemen...Network Coding (NC) brings correlation between the coded signals from different sources, which makes the system more vulnerable to the decode error at relay. Conventional Cyclic Redundancy Code (CRC) has been implemented for error bit detection. However, its error correction is simply ignored. To fully exploit this feature, this paper proposes a novel joint Log-Likelihood Ratio (LLR) CRC error mitigation for NC two way relay channel. Specific thresholds are designed to estimate the error number of data block and identify those which can be recovered if the number is within the error correction scope of CRC. We examine two modes of the thresholds, one based on the average Bit Error Rate (BER) of source-relay link, while the other based on that of instantaneous one. We provide the full analysis for the Pair-wise Error Probability (PEP) performance of the scheme. A variety of numerical results are presented to reveal the superiority of the proposed scheme to conventional CRC NC under independent Rayleigh fading channels. Moreover, the efficiencies of the proposed thresholds are also validated.展开更多
Conventional reliability-based design optimization (RBDO) requires to use the most probable point (MPP) method for a probabilistic analysis of the reliability constraints. A new approach is presented, called as th...Conventional reliability-based design optimization (RBDO) requires to use the most probable point (MPP) method for a probabilistic analysis of the reliability constraints. A new approach is presented, called as the minimum error point (MEP) method or the MEP based method, for reliability-based design optimization, whose idea is to minimize the error produced by approximating performance functions. The MEP based method uses the first order Taylor's expansion at MEP instead of MPP. Examples demonstrate that the MEP based design optimization can ensure product reliability at the required level, which is very imperative for many important engineering systems. The MEP based reliability design optimization method is feasible and is considered as an alternative for solving reliability design optimization problems. The MEP based method is more robust than the commonly used MPP based method for some irregular performance functions.展开更多
In the promising cooperative communication systems,network performance is mainly affected by interference instead of noise.In this paper,we consider the performance degraded by the Poisson filed interference in the du...In the promising cooperative communication systems,network performance is mainly affected by interference instead of noise.In this paper,we consider the performance degraded by the Poisson filed interference in the dual-hop relay channels.We focus on the discussions of error outage probability (EOP) performance with a selective-decode-and-forward (SDF),amplify-and-forward (AF),or fixed-decode-and-forward (DF) cooperation protocol.Finally,the simulation results present the performance with different cooperation protocols with interference in a Poisson field.展开更多
In response to the unprecedented uncertain rare events of the last decade,we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity,volatility diffusion ambiguity,and...In response to the unprecedented uncertain rare events of the last decade,we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity,volatility diffusion ambiguity,and jump ambiguity occurring in the traditional stock market and the cryptocurrency market into a single framework.We reach the following conclusions in both markets:first,price diffusion and jump ambiguity mainly determine detection-error probability;second,optimal choice is more significantly affected by price diffusion ambiguity than by jump ambiguity,and trivially affected by volatility diffusion ambiguity.In addition,investors tend to be more aggressive in a stable market than in a volatile one.Next,given a larger volatility jump size,investors tend to increase their portfolio during downward price jumps and decrease it during upward price jumps.Finally,the welfare loss caused by price diffusion ambiguity is more pronounced than that caused by jump ambiguity in an incomplete market.These findings enrich the extant literature on effects of ambiguity on the traditional stock market and the evolving cryptocurrency market.The results have implications for both investors and regulators.展开更多
Gray mapping is a well-known way to improve the performance of regular constellation modulation,but it is challenging to be applied directly for irregular alternative.To address this issue,in this paper,a unified bit-...Gray mapping is a well-known way to improve the performance of regular constellation modulation,but it is challenging to be applied directly for irregular alternative.To address this issue,in this paper,a unified bit-to-symbol mapping method is designed for generalized constellation modulation(i.e.,regular and irregular shaping).The objective of the proposed approach is to minimize the average bit error probability by reducing the hamming distance(HD)of symbols with larger values of pairwise error probability.Simulation results show that the conventional constellation modulation(i.e.,phase shift keying and quadrature amplitude modulation(QAM)with the proposed mapping rule yield the same performance as that of classical gray mapping.Moreover,the recently developed golden angle modulation(GAM)with the proposed mapping method is capable of providing around1 d B gain over the conventional mapping counterpart and offers comparable performance to QAM with Gray mapping.展开更多
The space time spreading, superimposed training sequences, and space-time coding are used to present a multiple input and multiple output (MIMO) systems model, and a closed-form of average error probability upper bo...The space time spreading, superimposed training sequences, and space-time coding are used to present a multiple input and multiple output (MIMO) systems model, and a closed-form of average error probability upper bound expression for MIMO correlated frequency-selective channel in the presence of interference (co-channel interference and jamming signals) is derived. Moreover, the correlation at both ends of the wireless link that can be incorporated equivalently into correlation at the transmit end is also derived, which is significant to analyze space-time link algorithm of MIMO systems.展开更多
The space-time spreading (SIS), superimposed training sequences and space-time coding (STC) are adopted to obtain a closed-form of average error probability upper bound and maximum likelihood esti- mation expressi...The space-time spreading (SIS), superimposed training sequences and space-time coding (STC) are adopted to obtain a closed-form of average error probability upper bound and maximum likelihood esti- mation expression for multiple input and multiple output (MIMO) correlated frequency-selective channel in the presence of interference (colored interference). Moreover, the correlation at both ends of the wire- less link that can be incorporated equivalently into correlation at the transmit end is derived. Finally, the mean square error (MSE) of the maximum likelihood estimate is also derived.展开更多
In this paper,the asymptotic performance of arbitrary rectangular Quadrature Amplitude Modulation (QAM) signals over fading channels is investigated. A novel unified asymptotic average Symbol Error Probability (SEP) e...In this paper,the asymptotic performance of arbitrary rectangular Quadrature Amplitude Modulation (QAM) signals over fading channels is investigated. A novel unified asymptotic average Symbol Error Probability (SEP) expression is derived in terms of diversity and coding gain. The validity and accuracy of the analytical result are verified by means of computer simulations. Furthermore,the results presented are very easy to be extended to the systems with multi-channel diversity receivers.展开更多
As a new three-dimensional(3-D)modulation,Polarization Quadrature Amplitude Modulation(PQAM) can be regarded as the combination of Pulse amplitude modulation(PAM) and Quadrature Amplitude Modulation(QAM) Modulation.It...As a new three-dimensional(3-D)modulation,Polarization Quadrature Amplitude Modulation(PQAM) can be regarded as the combination of Pulse amplitude modulation(PAM) and Quadrature Amplitude Modulation(QAM) Modulation.It can better improve the digital communication efficiency and reduce the Symbol error rate(SER) of the system than one-dimensional or two-dimensional modulation scheme.How to design a feasible constellation is the most concerned problem of PQAM currently.This paper first studies the relationship between the SER theoretical value of PQAM and the distribution of M and N,proposes a new M,N allocation scheme.Secondly,a new and straightforward design method of constructing higher-level 3-D signal constellations,which can be matched with the PQAM,and the constellation can divided into three different structures according to the ary for PQAM.Finally,the simulation results show that:in PQAM system,the modulation scheme and the constellation mapping scheme are proposed in this paper which can effectively reduce the system SER and improve the anti-noise performance of the system.展开更多
Radio propagation in dense and super dense wireless networks as well as indoor-to-outdoor picocell networks can have multiple line-of-sight or multiple specular components. The performance of a dual-hop decode-and-for...Radio propagation in dense and super dense wireless networks as well as indoor-to-outdoor picocell networks can have multiple line-of-sight or multiple specular components. The performance of a dual-hop decode-and-forward relaying system over multiple specular components fading channels(MSCC)with multiple Rayleigh distributed co-channel interferers in an interference-limited environment is investigated. The MSCC fading model is designed to allow direct and meaningful comparisons to be made between line-of-sight channels and non-line-of-sight channels, with exact parameter correspondences. Comparisons of outage and bit error performance between Nakagami-m/Rayleigh and MSCC/Rayleigh fading environments show that the MSCC model is needed to describe line-of-sight channels that cannot be accurately modeled by the Nakagami-m, or other fading models.展开更多
Human Reliability Analysis(HRA)is an important part in safety assessment of a large complex system.Human Cognitive Reliability(HCR)model is a method of evaluating the probability that operators fail to complete during...Human Reliability Analysis(HRA)is an important part in safety assessment of a large complex system.Human Cognitive Reliability(HCR)model is a method of evaluating the probability that operators fail to complete during diagnostic decision making within a limited time,which is widely used in HRA.In the application of this method,cognitive patterns of humans are required to be considered and classified,and this process often relies on the evaluation opinions of experts which is highly subjective and uncertain.How to effectively express and process this uncertain and subjective information plays a critical role in improving the accuracy and applicability of HCR.In this paper,a new model was proposed to deal with the uncertain information which exists in the processes of cognitive pattern classification in HCR.First,an evaluation panel was constructed based on expert opinions and processing including setting corresponding anchor points and qualitative indicators of different cognitive patterns,and mapping them to fuzzy numbers and unit intervals.Second,based on the evaluation panel,different analysts judge the cognitive pattern types of actual specific events and provide the level of confidence he or she has in the judgments.Finally,the evaluation opinions of multiple analysts were expressed and fused based on the Dempster-Shafer Evidence Theory(DSET),and the fused results were applied to the HCR model to obtain the Human Error Probability(HEP).A case study was used to demonstrate the procedure and effectiveness of the proposed method.展开更多
A simplified bi-variable human error probability calculation method is developed by incorporating two common performance condition( CPC) factors, which are modified from factors employed in cognitive reliability and e...A simplified bi-variable human error probability calculation method is developed by incorporating two common performance condition( CPC) factors, which are modified from factors employed in cognitive reliability and error analysis method(CREAM) to take into account the characteristics of shipping operations. After the influencing factors are identified, Markov method is used to calculate the values of human reliability. The proposed method does not rely on the involvement of experts in the field of human factor nor depend on historical accidents or human error statistics. It is applied to the case of the crew on board of an ocean going dry bulk carrier. The caculated results agree with the actual case, which verifies the validity of the model.展开更多
Two-way relay networks have received lots of attention, thanks to its ability to overcome the loss in the spectral efficiency due to half-duplex transmission. Asymptotic performance analysis can provide valuable insig...Two-way relay networks have received lots of attention, thanks to its ability to overcome the loss in the spectral efficiency due to half-duplex transmission. Asymptotic performance analysis can provide valuable insights in- to practical system designs. However, this is a gap in two-way relay network. In this paper, the asymptotic performance is studied for multi-branch dual-hop two-way amplify-and-forward (AF) relaying networks in independently but not necessarily identically distributed (i.n.i.d.) Nakagami-m fading channels, with arbitrary m 〉 5. The approximate prob- ability density function (PDF) of the instantaneous dual-hop link power at high SNR region is derived. Then we present the asymptotic outage probability expression, and analyze the diversity order and coding gain. Simulations are per- formed to verify the tightness of the presented analysis at medium and high SNR regions.展开更多
With the deployment of small cells and device to device communications in future heterogeneous networks,in many situations we would encounter mobile radio channels with partly blocked line of sight component,which are...With the deployment of small cells and device to device communications in future heterogeneous networks,in many situations we would encounter mobile radio channels with partly blocked line of sight component,which are well modeled by the Rician shadowed(RS) fading channel.In this paper,by the usage of Kummer transformation,a simplified representation of the RS fading channel with integral fading parameter is given.It is a finite series representation involving only exponential function and low order polynomials.This allows engineers not only the closed-form expressions for exact performance analysis over RS fading channel,but also the insights on the system design tactics.展开更多
In this study,six intensity forecast guidance techniques from the East China Regional Meteorological Center are verified for the 2008 and 2009 typhoon seasons through an alternative forecast verification technique.Thi...In this study,six intensity forecast guidance techniques from the East China Regional Meteorological Center are verified for the 2008 and 2009 typhoon seasons through an alternative forecast verification technique.This technique is used to verify intensity forecasts if those forecasts call for a typhoon to dissipate or if the real typhoon dissipates.Using a contingency table,skill scores,chance,and probabilities are computed.It is shown that the skill of the six tropical cyclone intensity guidance techniques was highest for the 12-h forecasts,while the lowest skill of all the six models did not occur in 72-h forecasting.For both the 2008 and 2009 seasons,the average probabilities of the forecast intensity having a small error(6 m s-1) tended to decrease steadily.Some of the intensity forecasts had small skill scores,but the associated probabilities of the forecast intensity errors > 15 m s-1 were not the highest.展开更多
基金supported in part by the National Key Research and Development Program of China under Grant 2019YFB1803400in part by the National Science Foundation of China under Grant 62001179in part by the Fundamental Research Funds for the Central Universities under Grant 2020kfyXJJS111.
文摘In this paper,average bit error probability(ABEP)bound of optimal maximum likelihood(ML)detector is first derived for ultra massive(UM)multiple-input-multiple-output(MIMO)system with generalized amplitude phase modulation(APM),which is confirmed by simulation results.Furthermore,a minimum residual criterion(MRC)based lowcomplexity near-optimal ML detector is proposed for UM-MIMO system.Specifically,we first obtain an initial estimated signal by a conventional detector,i.e.,matched filter(MF),or minimum mean square error(MMSE)and so on.Furthermore,MRC based error correction mechanism(ECM)is proposed to correct the erroneous symbol encountered in the initial result.Simulation results are shown that the performance of the proposed MRC-ECM based detector is capable of approaching theoretical ABEP of ML,despite only imposing a slightly higher complexity than that of the initial detector.
基金supported by the Specialized Research Fund for the Doctoral Program of Higher Education(20114307120032)the National Natural Science Foundation of China(71201167)
文摘A Bayesian method for estimating human error probability(HEP) is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data and prior information about human performance together,a more accurate and specific HEP estimation can be achieved.For the time-unrelated task without rigorous time restriction,the HEP estimated by the common-used human reliability analysis(HRA) methods or expert judgments is collected as the source of prior information.And for the time-related task with rigorous time restriction,the human error is expressed as non-response making.Therefore,HEP is the time curve of non-response probability(NRP).The prior information is collected from system safety and reliability specifications or by expert judgments.The(joint) posterior distribution of HEP or NRP-related parameter(s) is constructed after prior information has been collected.Based on the posterior distribution,the point or interval estimation of HEP/NRP is obtained.Two illustrative examples are introduced to demonstrate the practicality of the aforementioned approach.
基金Supported by the National Natural Science Foundation of China (No.60572059)Foundation of Guangdong Province for Ph.D. (No. 5300707).
文摘Bit Error Probability (BEP) provides a fundamental performance measure for wireless diversity systems. This paper presents two new exact BEP expressions for Maximal Ratio Combining (MRC) diversity systems. One BEP expression takes a closed form, while the other is derived by treating the squared-sum of Rayleigh random variables as an Erlang variable. Due to the fact that the extant bounds are loose and could not properly characterize the error performance of MRC diversity systems, this paper presents a very tight bound. The numerical analysis shows that the new derived BEP expressions coincide with the extant expressions, and that the new approximation tightly bounds the accurate BEP.
基金supported by the National Key Technology R&D Program of China (2009ZX03005-003-00)the National Science Foundation of China (60802082)Fundamental Research Funds for Central Universities (2009RC0102)
文摘As is known, distributed Turbo coding (DTC) performs close to the theoretic outage probability bound of a relay channel when correct decoding is assumed at the relay. However, decoding error is inevitable in practical fading channels due to the error-prone feature of radio channels, and the decoding error propagation in DTC scheme will severely degrade the error performance of the relay system. As a result, it is necessary to evaluate the error performance of the DTC scheme in multi-hop relaying wireless systems in practical fading channels. Moreover, the theoretical method of analysis provides an effective tool for obtaining the error performance besides lengthy simulations. In this article, the concept of equivalent signal-to-noise ratio (SNR) of the two-hop relay channel and the method of computing equivalent SNR are developed, and then the upper bound on the bit error probability (BEP) of DTC relay systems is analyzed by use of Turbo code's distance spectrum, the concept of uniform interleaver, the limit-before-averaging technique, and the union bound method. Both theoretical analysis and numerical simulation are implemented for relay systems with DTC scheme over quasi-static Rayleigh fading channels. The results show that the upper bound approaches the simulation results in the medium to high SNR region.
基金Supported by the National Natural Science Foundation of China(61374044)Shanghai Science Technology Commission(12510709400)+1 种基金Shanghai Municipal Education Commission(14ZZ088)Shanghai Talent Development Plan
文摘This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.
基金Supported by the National 973 Programs (2013CB329104)the National Natural Science Foundations of China (No. 61071090, No. 61171093)+3 种基金the Postgraduate Innovation Programs of Scientific Research of Jiangsu Province (CXZZ11_0388)Jiangsu Province Natural Science Foundation Key Projects (11KJA510001)National Science and Technology Key Projects (2011ZX03005-004-003)Jiangsu 973 Projects (BK2011027)
文摘Network Coding (NC) brings correlation between the coded signals from different sources, which makes the system more vulnerable to the decode error at relay. Conventional Cyclic Redundancy Code (CRC) has been implemented for error bit detection. However, its error correction is simply ignored. To fully exploit this feature, this paper proposes a novel joint Log-Likelihood Ratio (LLR) CRC error mitigation for NC two way relay channel. Specific thresholds are designed to estimate the error number of data block and identify those which can be recovered if the number is within the error correction scope of CRC. We examine two modes of the thresholds, one based on the average Bit Error Rate (BER) of source-relay link, while the other based on that of instantaneous one. We provide the full analysis for the Pair-wise Error Probability (PEP) performance of the scheme. A variety of numerical results are presented to reveal the superiority of the proposed scheme to conventional CRC NC under independent Rayleigh fading channels. Moreover, the efficiencies of the proposed thresholds are also validated.
基金This project is supported by National Natural Science Foundation of China(No.50575072)Outstanding Youth Fund of Hunan Education Department, China (No.04B007).
文摘Conventional reliability-based design optimization (RBDO) requires to use the most probable point (MPP) method for a probabilistic analysis of the reliability constraints. A new approach is presented, called as the minimum error point (MEP) method or the MEP based method, for reliability-based design optimization, whose idea is to minimize the error produced by approximating performance functions. The MEP based method uses the first order Taylor's expansion at MEP instead of MPP. Examples demonstrate that the MEP based design optimization can ensure product reliability at the required level, which is very imperative for many important engineering systems. The MEP based reliability design optimization method is feasible and is considered as an alternative for solving reliability design optimization problems. The MEP based method is more robust than the commonly used MPP based method for some irregular performance functions.
基金supported by the joint state key program of the NSFC of China and the national railway ministry of China (Grant No.6083001)program for Changjiang scholars and innovative research team in University (Grant No.IRT0949)the programs of state key laboratory of traffic control and safety (RCS2008ZZ006 and RCS2008ZZ007)
文摘In the promising cooperative communication systems,network performance is mainly affected by interference instead of noise.In this paper,we consider the performance degraded by the Poisson filed interference in the dual-hop relay channels.We focus on the discussions of error outage probability (EOP) performance with a selective-decode-and-forward (SDF),amplify-and-forward (AF),or fixed-decode-and-forward (DF) cooperation protocol.Finally,the simulation results present the performance with different cooperation protocols with interference in a Poisson field.
基金support from the Fundamental Research Funds for the Central Universities(22D110913)Jingzhou Yan gratefully acknowledges the financial support from the National Social Science Foundation Youth Project(21CTJ013)+1 种基金Natural Science Foundation of Sichuan Province(23NSFSC2796)Fundamental Research Funds for the Central Universities,Postdoctoral Research Foundation of Sichuan University(Skbsh2202-18).
文摘In response to the unprecedented uncertain rare events of the last decade,we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity,volatility diffusion ambiguity,and jump ambiguity occurring in the traditional stock market and the cryptocurrency market into a single framework.We reach the following conclusions in both markets:first,price diffusion and jump ambiguity mainly determine detection-error probability;second,optimal choice is more significantly affected by price diffusion ambiguity than by jump ambiguity,and trivially affected by volatility diffusion ambiguity.In addition,investors tend to be more aggressive in a stable market than in a volatile one.Next,given a larger volatility jump size,investors tend to increase their portfolio during downward price jumps and decrease it during upward price jumps.Finally,the welfare loss caused by price diffusion ambiguity is more pronounced than that caused by jump ambiguity in an incomplete market.These findings enrich the extant literature on effects of ambiguity on the traditional stock market and the evolving cryptocurrency market.The results have implications for both investors and regulators.
基金supported in part by the National Key Research and Development Program of China under Grant 2021YFB2900502in part by the National Science Foundation of China under Grant 62001179in part by the Fundamental Research Funds for the Central Universities under Grant 2020kfy XJJS111。
文摘Gray mapping is a well-known way to improve the performance of regular constellation modulation,but it is challenging to be applied directly for irregular alternative.To address this issue,in this paper,a unified bit-to-symbol mapping method is designed for generalized constellation modulation(i.e.,regular and irregular shaping).The objective of the proposed approach is to minimize the average bit error probability by reducing the hamming distance(HD)of symbols with larger values of pairwise error probability.Simulation results show that the conventional constellation modulation(i.e.,phase shift keying and quadrature amplitude modulation(QAM)with the proposed mapping rule yield the same performance as that of classical gray mapping.Moreover,the recently developed golden angle modulation(GAM)with the proposed mapping method is capable of providing around1 d B gain over the conventional mapping counterpart and offers comparable performance to QAM with Gray mapping.
基金the National Basic Research Program of China "973"(2008CB317109)the National "863" High-Tech Research and Development Program (2002AA123032)+2 种基金the National Natural Science Foundation of China (60572054)the Innovative Research Team Program of University of Electronic and Technology of Chinathe Doctor Foundation of Guilin University of Electronic Technology.
文摘The space time spreading, superimposed training sequences, and space-time coding are used to present a multiple input and multiple output (MIMO) systems model, and a closed-form of average error probability upper bound expression for MIMO correlated frequency-selective channel in the presence of interference (co-channel interference and jamming signals) is derived. Moreover, the correlation at both ends of the wireless link that can be incorporated equivalently into correlation at the transmit end is also derived, which is significant to analyze space-time link algorithm of MIMO systems.
基金the National High Technology Research and Development Program of China(2002AA123032)
文摘The space-time spreading (SIS), superimposed training sequences and space-time coding (STC) are adopted to obtain a closed-form of average error probability upper bound and maximum likelihood esti- mation expression for multiple input and multiple output (MIMO) correlated frequency-selective channel in the presence of interference (colored interference). Moreover, the correlation at both ends of the wire- less link that can be incorporated equivalently into correlation at the transmit end is derived. Finally, the mean square error (MSE) of the maximum likelihood estimate is also derived.
基金Supported by the National Natural Science Foundation of China (NSFC) (No. 90604035)the National 863 High-Tech R&D Program (No. 2007AA01Z228)the 111 Project (No. 111-2-14)
文摘In this paper,the asymptotic performance of arbitrary rectangular Quadrature Amplitude Modulation (QAM) signals over fading channels is investigated. A novel unified asymptotic average Symbol Error Probability (SEP) expression is derived in terms of diversity and coding gain. The validity and accuracy of the analytical result are verified by means of computer simulations. Furthermore,the results presented are very easy to be extended to the systems with multi-channel diversity receivers.
基金supported in part by the National Natural Science Foundation of China (61561039, 61271177, and 61461044)
文摘As a new three-dimensional(3-D)modulation,Polarization Quadrature Amplitude Modulation(PQAM) can be regarded as the combination of Pulse amplitude modulation(PAM) and Quadrature Amplitude Modulation(QAM) Modulation.It can better improve the digital communication efficiency and reduce the Symbol error rate(SER) of the system than one-dimensional or two-dimensional modulation scheme.How to design a feasible constellation is the most concerned problem of PQAM currently.This paper first studies the relationship between the SER theoretical value of PQAM and the distribution of M and N,proposes a new M,N allocation scheme.Secondly,a new and straightforward design method of constructing higher-level 3-D signal constellations,which can be matched with the PQAM,and the constellation can divided into three different structures according to the ary for PQAM.Finally,the simulation results show that:in PQAM system,the modulation scheme and the constellation mapping scheme are proposed in this paper which can effectively reduce the system SER and improve the anti-noise performance of the system.
基金supported by Fundamental Research Funds for the Central Universities No. 2014JBZ001the NSFC project No.11171016the National Program No.2015AA01A709
文摘Radio propagation in dense and super dense wireless networks as well as indoor-to-outdoor picocell networks can have multiple line-of-sight or multiple specular components. The performance of a dual-hop decode-and-forward relaying system over multiple specular components fading channels(MSCC)with multiple Rayleigh distributed co-channel interferers in an interference-limited environment is investigated. The MSCC fading model is designed to allow direct and meaningful comparisons to be made between line-of-sight channels and non-line-of-sight channels, with exact parameter correspondences. Comparisons of outage and bit error performance between Nakagami-m/Rayleigh and MSCC/Rayleigh fading environments show that the MSCC model is needed to describe line-of-sight channels that cannot be accurately modeled by the Nakagami-m, or other fading models.
基金supported by Shanghai Natural Science Foundation(Grant No.19ZR1420700)sponsored by Shanghai Rising-Star Program(Grant No.21QA1403400)Shanghai Key Laboratory of Power Station Automation Technology(Grant No.13DZ2273800).
文摘Human Reliability Analysis(HRA)is an important part in safety assessment of a large complex system.Human Cognitive Reliability(HCR)model is a method of evaluating the probability that operators fail to complete during diagnostic decision making within a limited time,which is widely used in HRA.In the application of this method,cognitive patterns of humans are required to be considered and classified,and this process often relies on the evaluation opinions of experts which is highly subjective and uncertain.How to effectively express and process this uncertain and subjective information plays a critical role in improving the accuracy and applicability of HCR.In this paper,a new model was proposed to deal with the uncertain information which exists in the processes of cognitive pattern classification in HCR.First,an evaluation panel was constructed based on expert opinions and processing including setting corresponding anchor points and qualitative indicators of different cognitive patterns,and mapping them to fuzzy numbers and unit intervals.Second,based on the evaluation panel,different analysts judge the cognitive pattern types of actual specific events and provide the level of confidence he or she has in the judgments.Finally,the evaluation opinions of multiple analysts were expressed and fused based on the Dempster-Shafer Evidence Theory(DSET),and the fused results were applied to the HCR model to obtain the Human Error Probability(HEP).A case study was used to demonstrate the procedure and effectiveness of the proposed method.
基金Supported by the National Basic Research Program of China("973"Program,No.2014CB046804)National Natural Science Foundation of China(No.51239008)+1 种基金Foundation of State Key Laboratory of Marine Engineering of Shanghai Jiaotong UniversityFoundation for Innovative Research Groups of National Natural Science Foundation of China(No.51021004)
文摘A simplified bi-variable human error probability calculation method is developed by incorporating two common performance condition( CPC) factors, which are modified from factors employed in cognitive reliability and error analysis method(CREAM) to take into account the characteristics of shipping operations. After the influencing factors are identified, Markov method is used to calculate the values of human reliability. The proposed method does not rely on the involvement of experts in the field of human factor nor depend on historical accidents or human error statistics. It is applied to the case of the crew on board of an ocean going dry bulk carrier. The caculated results agree with the actual case, which verifies the validity of the model.
基金supported by the Major State Basic Research Development Program of China(973 Program No.2012CB316100)the National Natural Science Foundation of China(No.61032002)the Fundamental Research Funds for the Central Universities(No.2010XS21)
文摘Two-way relay networks have received lots of attention, thanks to its ability to overcome the loss in the spectral efficiency due to half-duplex transmission. Asymptotic performance analysis can provide valuable insights in- to practical system designs. However, this is a gap in two-way relay network. In this paper, the asymptotic performance is studied for multi-branch dual-hop two-way amplify-and-forward (AF) relaying networks in independently but not necessarily identically distributed (i.n.i.d.) Nakagami-m fading channels, with arbitrary m 〉 5. The approximate prob- ability density function (PDF) of the instantaneous dual-hop link power at high SNR region is derived. Then we present the asymptotic outage probability expression, and analyze the diversity order and coding gain. Simulations are per- formed to verify the tightness of the presented analysis at medium and high SNR regions.
基金sponsored by the National Natural Science Foundation of China under grant No.61171089the Training Program of the Major Research Plan of the National Natural Science Foundation of China under grant No.91438104
文摘With the deployment of small cells and device to device communications in future heterogeneous networks,in many situations we would encounter mobile radio channels with partly blocked line of sight component,which are well modeled by the Rician shadowed(RS) fading channel.In this paper,by the usage of Kummer transformation,a simplified representation of the RS fading channel with integral fading parameter is given.It is a finite series representation involving only exponential function and low order polynomials.This allows engineers not only the closed-form expressions for exact performance analysis over RS fading channel,but also the insights on the system design tactics.
基金supported by the National Basic Research Program of China (2009CB421505)the Shanghai Typhoon Foundation (2009ST09)+1 种基金the National Natural Science Foundation of China (40775060)the Program of China Mete-orological Administration (GYHY201006008 and GYHY200906002)
文摘In this study,six intensity forecast guidance techniques from the East China Regional Meteorological Center are verified for the 2008 and 2009 typhoon seasons through an alternative forecast verification technique.This technique is used to verify intensity forecasts if those forecasts call for a typhoon to dissipate or if the real typhoon dissipates.Using a contingency table,skill scores,chance,and probabilities are computed.It is shown that the skill of the six tropical cyclone intensity guidance techniques was highest for the 12-h forecasts,while the lowest skill of all the six models did not occur in 72-h forecasting.For both the 2008 and 2009 seasons,the average probabilities of the forecast intensity having a small error(6 m s-1) tended to decrease steadily.Some of the intensity forecasts had small skill scores,but the associated probabilities of the forecast intensity errors > 15 m s-1 were not the highest.