Search results for "Autocorrelation"
showing 10 items of 146 documents
The generalized method of equal areas for the design of sum-of-cisoids simulators for mobile Rayleigh fading channels with arbitrary Doppler spectra
2011
We present in this paper a generalized version of the method of equal areas (MEA) that is well suited for the design of sum-of-cisoids (SOC) simulators for narrowband mobile Rayleigh fading channels characterized by any type of Doppler power spectral densities (DPSDs). Unlike the original MEA, the generalized MEA (GMEA) can be applied to the simulation of fading channels with asymmetrical DPSDs. This is an important feature because the simulation of such channels is of great interest for the laboratory analysis of mobile communication systems under non-isotropic scattering conditions. We show that irrespective of the underlying DPSD, the GMEA results in a very good approximation to the auto…
Upport vector machines for nonlinear kernel ARMA system identification.
2006
Nonlinear system identification based on support vector machines (SVM) has been usually addressed by means of the standard SVM regression (SVR), which can be seen as an implicit nonlinear autoregressive and moving average (ARMA) model in some reproducing kernel Hilbert space (RKHS). The proposal of this letter is twofold. First, the explicit consideration of an ARMA model in an RKHS (SVM-ARMA 2k) is proposed. We show that stating the ARMA equations in an RKHS leads to solving the regularized normal equations in that RKHS, in terms of the autocorrelation and cross correlation of the (nonlinearly) transformed input and output discrete time processes. Second, a general class of SVM-based syste…
Modelling and Analysis of Non-Stationary Multipath Fading Channels with Time-Variant Angles of Arrival
2017
In mobile radio channel modelling, it is generally assumed that the angles of arrival (AOAs) are independent of time. This assumption does in general not agree with real-world channels in which the AOAs vary with the position of a moving receiver. In this paper, we first present a mathematical model for the time-variant AOAs. This model serves as the basis for the development of two non-stationary multipath fading channels models. The statistical properties of both channel models are analysed with emphasis on the time-dependent autocorrelation function (ACF), time-dependent mean Doppler shift, time-dependent Doppler spread, and the Wigner-Ville spectrum. It is shown that these characteristi…
Spectrogram analysis of multipath fading channels
2015
The analysis of the Doppler power spectral density (PSD) of measured and simulated data is an important topic in the area of mobile radio channel modelling. In this paper, we estimate the Doppler PSD of multipath fading channels by using the concept of the spectrogram. The spectrogram is a spectral representation that gives insight into how the distribution of the spectral density of a signal changes over time. The multipath fading channel is modelled by a sum-of-cisoids (SOC) process. A closed-form solution is presented for the spectrogram and the corresponding time-dependent autocorrelation function (ACF). The closed-form solutions disclose several unwanted effects that come with the limi…
Modelling of non-stationary mobile radio channels using two-dimensional brownian motion processes
2013
The interdisciplinary idea of this paper is to employ a two-dimensional (2D) Brownian motion (BM) process to model non-stationary mobile fading channels. It is assumed that the mobile station (MS) starts moving from a fixed point along a random path in the 2D plane. We model such a moving scenario by a 2D BM process, in which the variance of the process determines the deviation of the MS from its starting point. The propagation area is modelled by a non-centred one-ring scattering model, where the local scatterers are uniformly distributed on a ring centred not necessarily on the MS. The random movement of the MS in the proposed scattering model results in local angles-of-arrival (AOAs) and…
Application of Statistical Process Control to Continuous Processes
2002
Control charts represent an efficient and easy tool to assure the state of statistical quality control in a manufacturing process. These tools are also implemented in continuous processes, where the critical parameters are often monitored by on line sensors measuring data with short time intervals. In this paper a continuous process is monitored by using control charts and its dynamic is modeled through linear time series that allow the effects of the autocorrelation to be eliminated. In this way, the control charts can operate on residuals that result identically and independently distributed. A statistical analysis on EWMA, CUSUM and control charts for individual measurements has been car…
A non-stationary multipath fading channel model incorporating the effect of velocity variations of the mobile station
2014
A standard assumption in mobile fading channel modelling is that the mobile station (MS) moves along a straight line with constant speed. In practice, this assumption is violated in most propagation scenarios. For the development of more realistic channel models, it is therefore important to relax this restriction by allowing the MS to change its velocity. In this paper, we study the effect of velocity changes on the statistical properties of multipath fading channels. Expressions will be derived for the local autocorrelation function (ACF), the Wigner-Ville spectrum, the average Doppler shift, and the Doppler spread. Our findings show that a variation of the speed and/or the direction of t…
A statistical monitoring approach for automotive on-board diagnostic systems
2007
The current generation of vehicle models are increasingly being equipped with on-board diagnostic (OBD) systems aimed at assessing the ‘state of health’ of important anti-pollution subsystems and components. In order to promptly diagnose and fix quality and reliability problems that may potentially affect such complex diagnostic systems, even during advanced development prior to mass production, some vehicle prototypes undergo a testing phase under realistic conditions of use (a mileage accumulation campaign). The aim of this work is to set up a statistical tool for improving the reliability of the OBD system by monitoring its operation during the mileage accumulation campaign of a new vehi…
A wideband car-to-car channel model based on a geometrical semicircular tunnel scattering model
2013
In this paper, we present a wideband single-input single-output (SISO) car-to-car (C2C) channel model based on a geometrical semicircular tunnel (SCT) scattering model. Starting from the geometrical scattering model, a reference channel model is derived under the assumption of single-bounce scattering in line-of-sight (LOS) and non-LOS (NLOS) propagation environments. In the proposed channel model, it is assumed that an infinite number of scatterers are uniformly distributed on the tunnel wall. Starting from the geometrical scattering model, the time-variant transfer function (TVTF) is derived and its correlation properties are studied. Expressions are presented for the two-dimensional (2D)…
The Analysis of Auxological Data by Means of Nonlinear Multivariate Growth Curves
1999
In this paper we treat the problem to analyse a data set constituted by multivariate growth curves for different subjects; thus in this context we deal with 3-way data tables. Nevertheless, it is not possible using factorial techniques proposed to deal with 3-way data matrices, because the observations are generally not equally spaced; moreover a multilevel approach founded on polynomial models is not suitable to deal with intrinsic nonlinear models. We propose a non-factorial technique to analyse auxological data sets using an intrinsic nonlinear multivariate growth model with autocorrelated errors. The application to a real data set of growing children gave easily interpretable results.