For general volatility structures for forward rates, the evolution of interest rates may not be Markovian and the entire path may be necessary to capture the dynamics of the term structure. This article identifies con...For general volatility structures for forward rates, the evolution of interest rates may not be Markovian and the entire path may be necessary to capture the dynamics of the term structure. This article identifies conditions on the volatility structure of forward rates that permit the dynamics of the term structure to be represented by a finite-dimensional state variable Markov process. In the deterministic volatility case, we interpret then-factor model as a sum ofn unidimensional models.展开更多
This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on hal...This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on half-duplex mode. Then, we give out receiving diversity relay scheme and coding diversity relay scheme, and present their jointly decoding methods. Furthermore, we discuss the performance of the two schemes with different power allocation coefficients. Simulations show that our relay schemes can achieve different gain with the help of relay node. And, we should allocate power to source node to just guarantee relay node can decode successfully, and allocate remain power to relay node as far as possible. In this way, this DF relay system not only achieves diversity gain, but also achieves higher and smooth spectrum efficiency.展开更多
This work investigates the performance of various forward error correction codes, by which the MIMO-OFDM system is deployed. To ensure fair investigation, the performance of four modulations, namely, binary phase shif...This work investigates the performance of various forward error correction codes, by which the MIMO-OFDM system is deployed. To ensure fair investigation, the performance of four modulations, namely, binary phase shift keying(BPSK), quadrature phase shift keying(QPSK), quadrature amplitude modulation(QAM)-16 and QAM-64 with four error correction codes(convolutional code(CC), Reed-Solomon code(RSC)+CC, low density parity check(LDPC)+CC, Turbo+CC) is studied under three channel models(additive white Guassian noise(AWGN), Rayleigh, Rician) and three different antenna configurations(2×2, 2×4, 4×4). The bit error rate(BER) and the peak signal to noise ratio(PSNR) are taken as the measures of performance. The binary data and the color image data are transmitted and the graphs are plotted for various modulations with different channels and error correction codes. Analysis on the performance measures confirm that the Turbo + CC code in 4×4 configurations exhibits better performance.展开更多
The present work is a discussion on the performance analysis of Modified Cooperative Subchannel Allocation (CSA) Algorithms which is used in Alamouti Decoded and Forward (Alamouti DF) Relaying Protocol for wireless mu...The present work is a discussion on the performance analysis of Modified Cooperative Subchannel Allocation (CSA) Algorithms which is used in Alamouti Decoded and Forward (Alamouti DF) Relaying Protocol for wireless multi-user Orthogonal Frequency Division Multiplexing Access (OFDMA) systems. In addition, the performance of approximate Symbol Error Rate (SER) for the Alamouti DF Relaying Protocol with the Cooperative Maximum Ratio Combining Technique (C-MRC) is analyzed and compared with SER upper bound. The approximate SER is asymptotically tight bound at higher Signal-to-Noise Ratio (SNR). From the asymptotic tight bound approximate SER, Particle Swarm Optimization (PSO) based Power Allocation (PA) is determined for the Alamouti DF Relaying Protocol. The simulation results suggested that the Modified Throughput based Subchannel Allocation Algorithm achieved an improved throughput of 6% to 33% compared to that of existing cooperative diversity protocol. Further, the Modified Fairness based Subchannel Allocation Algorithm rendered fairness of 7.2% to 17% among the multiuser against the existing cooperative diversity protocol.展开更多
Dual-hop cooperative Multiple-Input Multiple-Output (MIMO) network with multi-relay cooperative communication is introduced. Power allocation problem with Amplify-and-Forward (AF) and Selective Decode-and-Forward (SDF...Dual-hop cooperative Multiple-Input Multiple-Output (MIMO) network with multi-relay cooperative communication is introduced. Power allocation problem with Amplify-and-Forward (AF) and Selective Decode-and-Forward (SDF) strategies in multi-node scenario are formulated and solved respectively. Optimal power allocation schemes that maximize system capacity with AF strategy are presented. In addition, optimal power allocation methods that minimize asymptotic Symbol Error Rate (SER) with SDF cooperative protocol in multi-node scenario are also proposed. Furthermore, performance comparisons are provided in terms of system capacity and approximate SER. Numerical and simulation results confirm our theoretical analysis. It is revealed that, maximum system capacity could be obtained when powers are allocated optimally with AF protocol, while minimization of system's SER could also be achieved with optimum power allocation in SDF strategy. In multi-node scenario, those optimal power allocation algorithms are superior to conventional equal power allocation schemes.展开更多
文摘For general volatility structures for forward rates, the evolution of interest rates may not be Markovian and the entire path may be necessary to capture the dynamics of the term structure. This article identifies conditions on the volatility structure of forward rates that permit the dynamics of the term structure to be represented by a finite-dimensional state variable Markov process. In the deterministic volatility case, we interpret then-factor model as a sum ofn unidimensional models.
文摘This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on half-duplex mode. Then, we give out receiving diversity relay scheme and coding diversity relay scheme, and present their jointly decoding methods. Furthermore, we discuss the performance of the two schemes with different power allocation coefficients. Simulations show that our relay schemes can achieve different gain with the help of relay node. And, we should allocate power to source node to just guarantee relay node can decode successfully, and allocate remain power to relay node as far as possible. In this way, this DF relay system not only achieves diversity gain, but also achieves higher and smooth spectrum efficiency.
文摘This work investigates the performance of various forward error correction codes, by which the MIMO-OFDM system is deployed. To ensure fair investigation, the performance of four modulations, namely, binary phase shift keying(BPSK), quadrature phase shift keying(QPSK), quadrature amplitude modulation(QAM)-16 and QAM-64 with four error correction codes(convolutional code(CC), Reed-Solomon code(RSC)+CC, low density parity check(LDPC)+CC, Turbo+CC) is studied under three channel models(additive white Guassian noise(AWGN), Rayleigh, Rician) and three different antenna configurations(2×2, 2×4, 4×4). The bit error rate(BER) and the peak signal to noise ratio(PSNR) are taken as the measures of performance. The binary data and the color image data are transmitted and the graphs are plotted for various modulations with different channels and error correction codes. Analysis on the performance measures confirm that the Turbo + CC code in 4×4 configurations exhibits better performance.
文摘The present work is a discussion on the performance analysis of Modified Cooperative Subchannel Allocation (CSA) Algorithms which is used in Alamouti Decoded and Forward (Alamouti DF) Relaying Protocol for wireless multi-user Orthogonal Frequency Division Multiplexing Access (OFDMA) systems. In addition, the performance of approximate Symbol Error Rate (SER) for the Alamouti DF Relaying Protocol with the Cooperative Maximum Ratio Combining Technique (C-MRC) is analyzed and compared with SER upper bound. The approximate SER is asymptotically tight bound at higher Signal-to-Noise Ratio (SNR). From the asymptotic tight bound approximate SER, Particle Swarm Optimization (PSO) based Power Allocation (PA) is determined for the Alamouti DF Relaying Protocol. The simulation results suggested that the Modified Throughput based Subchannel Allocation Algorithm achieved an improved throughput of 6% to 33% compared to that of existing cooperative diversity protocol. Further, the Modified Fairness based Subchannel Allocation Algorithm rendered fairness of 7.2% to 17% among the multiuser against the existing cooperative diversity protocol.
基金Supported by National Natural Science Foundation of China (NSFC) (No. 60972039)National High Technology Research and Development Program of China (No.2009AA01Z241)Innovation Program for Ph.D. and Postgraduate Candidates in Jiangsu Province (No.CX09B_147Z)
文摘Dual-hop cooperative Multiple-Input Multiple-Output (MIMO) network with multi-relay cooperative communication is introduced. Power allocation problem with Amplify-and-Forward (AF) and Selective Decode-and-Forward (SDF) strategies in multi-node scenario are formulated and solved respectively. Optimal power allocation schemes that maximize system capacity with AF strategy are presented. In addition, optimal power allocation methods that minimize asymptotic Symbol Error Rate (SER) with SDF cooperative protocol in multi-node scenario are also proposed. Furthermore, performance comparisons are provided in terms of system capacity and approximate SER. Numerical and simulation results confirm our theoretical analysis. It is revealed that, maximum system capacity could be obtained when powers are allocated optimally with AF protocol, while minimization of system's SER could also be achieved with optimum power allocation in SDF strategy. In multi-node scenario, those optimal power allocation algorithms are superior to conventional equal power allocation schemes.
