Joint optimization algorithm of sensing thresholds and cooperative users in cooperative detection

Cooperative detection is an effective method to improve the spectrum sensing of Cognitive Radio (CR), and its detection performance can be improved through optimization. An optimization algorithm for cooperative detection based on "OR Rule" which can optimize the detection threshold of each user and the number of cooperative users simultaneously is proposed in this paper. The algorithm, which is based on minimizing the error detection probability, adopts partial fusion to improve the detection performance effectively. The simulation results show that the error detection probability of the proposed algorithm is lower than that of the cooperative detection algorithm with the settled threshold, and the better performance can be achieved through choosing fewer users.

Dynamic portfolio choice with uncertain rare‑events risk in stock and cryptocurrency markets

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.

M-ary information processing via an optimal nonlinear detector

This paper presents a novel approach of M-ary baseband pulse amplitude modulated signal processing via a parameter-optimized nonlinear dynamic system. This nonlinear system usually shows the phenomenon of stochastic resonance by adding noise. To thoroughly discuss the signal processing performance of the nonlinear system, we tune the system parameters to obtain a nonlinear detector with optimal performance. For characterizing the output of the nonlinear system, the derivation of the probability of detection error is given by the system response speed and the probability density function of the nonlinear system output. By varying the noise intensity with fixed system parameters, the phenomenon of stochastic resonance is shown and by tuning the system parameters with fixed noise, the probability of detection error is minimized and the nonlinear system is optimized. The detection performance of the two cases is compared with the theoretical probability of detection error, which is validated by numerical simulation.

Covert communication based on transmission antenna selection in the downlink communication link

A downlink covert communication model that consists of a base station and two legitimate users was considered. In addition to the general signals shared by the two users, the base station will send the covert signals only to one user in a certain time without wanting the other to detect this covert communication behavior. In order to achieve covert communication, two information transmission schemes are designed based on transmission antenna selection(TAS) with the help of artificial noise(AN) transmitted by the user receiving the covert signals, denoted as TAS-Ⅰ and TAS-Ⅱ respectively. Considering the best detection performance of the user only receiving the general signals, under the two schemes, the detection error probabilities and their average values, the connection probabilities, the system covert throughputs are separately calculated. In addition, on the premise of meeting the system's covert conditions, an optimization scheme is proposed to maximize the covert system throughput. Finally, the simulation results show that the proposed system can realize covert communication successfully, and the system covert performance under TAS-Ⅰ is better than that under TAS-Ⅱ.