Search results for "Autocorrelation"
showing 10 items of 146 documents
CLS 2+1 flavor simulations at physical light-and strange-quark masses
2017
We report recent efforts by CLS to generate an ensemble with physical light- and strange-quark masses in a lattice volume of 192x96^3 at $\beta=3.55$ corresponding to a lattice spacing of 0.064 fm. This ensemble is being generated as part of the CLS 2+1 flavor effort with improved Wilson fermions. Our simulations currently cover 5 lattice spacings ranging from 0.039 fm to 0.086 fm at various pion masses along chiral trajectories with either the sum of the quark masses kept fixed, or with the strange-quark mass at the physical value. The current status of simulations is briefly reviewed, including a short discussion of measured autocorrelation times and of the main features of the simulation…
A non-stationary one-ring scattering model
2013
This paper introduces a non-stationary one-ring scattering model in which the mobile station (MS) can move along a straight line from the ring's center to the border of the ring. This movement results in a time-variant angle-of-arrival (AOA), which is modeled by a stochastic process. We derive the first-order density of the AOA process in closed form. Subsequently, a closed-form expression is provided for the local power spectral density (PSD) of the channel. We also formulate the local autocorrelation function (ACF) of the complex channel gain in integral form, from which a highly accurate closed-form approximation is derived. Furthermore, the average Doppler shift and the Doppler spread o…
A geometric street scattering channel model for car-to-car communication systems
2011
This paper presents a geometric street scattering channel model for car-to-car (C2C) communication systems under line-of-sight (LOS) and non-LOS (NLOS) propagation conditions. Starting from the geometric model, we develop a stochastic reference channel model, where the scatterers are uniformly distributed in rectangles in the form of stripes parallel to both sides of the street. We derive analytical expressions for the probability density functions (PDFs) of the angle-of-departure (AOD) and the angle-of-arrival (AOA). We also investigate the Doppler power spectral density (PSD) and the autocorrelation function (ACF) of the proposed model, assuming that the mobile transmitter (MT) and the mo…
An ergodic wideband MIMO channel simulator based on the geometrical T-junction scattering model for vehicle-to-vehicle communications
2010
In this paper, a wideband multiple-input multiple-output (MIMO) simulation model for vehicle-to-vehicle (V2V) channels in T-junction propagation environments is proposed. This simulation model takes the exact relationship between the angle-of-arrival (AOA) and the angle-of-departure (AOD) into account. In order to determine the parameters of the simulation model, the Riemann sum method (RSM) is applied. Furthermore, the statistical and ergodic properties of the simulation model are studied. Closed-form solutions are derived for the space-time-frequency cross-correlation function (STF-CCF), the two-dimensional (2D) spatial cross-correlation function (CCF), the temporal autocorrelation functi…
Fluctuation patterns in high-frequency financial asset returns
2008
We introduce a new method for quantifying pattern-based complex short-time correlations of a time series. Our correlation measure is 1 for a perfectly correlated and 0 for a random walk time series. When we apply this method to high-frequency time series data of the German DAX future, we find clear correlations on short time scales. In order to subtract trivial autocorrelation parts from the pattern conformity, we introduce a simple model for reproducing the antipersistent regime and use alternatively level 1 quotes. When we remove the pattern conformity of this stochastic process from the original data, remaining pattern-based correlations can be observed.
Improving Harris corner selection strategy
2011
This study describes a corner selection strategy based on the Harris approach. Corners are usually defined as interest points for which intensity variation in the principal directions is locally maximised, as response from a filter given by the linear combination of the determinant and the trace of the autocorrelation matrix. The Harris corner detector, in its original definition, is only rotationally invariant, but scale-invariant and affine-covariant extensions have been developed. As one of the main drawbacks, corner detector performances are influenced by two user-given parameters: the linear combination coefficient and the response filter threshold. The main idea of the authors' approa…
Signal-to-Noise Ratio in Bandpass Direct-Sequence Spread-Spectrum Modulation Systems
1982
The effects of a linear transmission channel on the performance of a correlator receiver for a direct-sequence spreadspectrum system are analyzed and a complete treatment of the influence of a periodic spreading code is carried out. The output data signal is obtained as a function of the channel characteristic and the code sequence employed; this allows maximizing the output signal level and evaluation of the influence of the synchronization error of the local code. The asymptotic value of the correlation loss has also been derived together with the intersymbol inteference power. The general expression of a figure of merit of the effectiveness of the system is also obtained in simple terms …
Three-dimensional dynamic light scattering
1999
Abstract We describe the employment of a novel light-scattering scheme for the decorrelation of multiple scattering in strongly turbid samples. The three-dimensional scheme, which has been proposed already theoretically, shows certain advantages compared with the two-colour apparatus, which is commercially available. We describe our set-up in detail; features are the use of modern semiconductor laser diodes and contemporary single-mode fibre receivers. We show experimentally that the optimal signal-to-noise ratio (or intercept) β opt = 0.20, which is obtainable with our set-up, can be quantitatively calculated from the measured uncertainties in the alignment. In particular, we give a detail…
Sparse multipath channels: Modelling, analysis, and simulation
2013
A sparse multipath channel is characterized by a small number of randomly distributed scatterers. This study proposes a methodology for the modelling of sparse multipath channels. The new methodology is then used to develop a sparse narrowband multipath channel model by applying the sum-of-cisoids (SOC) principle. The statistical properties of the presented sparse SOC multipath channel model are studied. Analytical expressions are derived for the mean value, variance, autocorrelation function (ACF) and cross-correlation function (CCF) of the complex channel gain, as well as for the probability density function (PDF) of the envelope. Our study shows that mobile radio channels behave in spars…
Multi-speckle autocorrelation spectroscopy — a new strategy to monitor ultraslow dynamics in dense and nonergodic media
2007
We present a modification of the conventional dynamic light scattering set-up which allows to monitor the intensity fluctuations of many independent spatial Fourier components of the density fluctuations, i.e. “speckles”, simultaneously by using a charge-coupled device (CCD) camera as area detector. By averaging over the intensity autocorrelation function the final 10–20% decay of the intermediate scattering function in very dense colloidal dispersions is obtained with much higher accuracy. At the same time this multi-speckle autocorrelation spectroscopy provides an alternative route for constructing ensemble-averaged intermediate scattering functions in nonergodic media by replacing the av…