Robust Wireless Localization in Harsh Mixed Line-of-Sight/Non-Line-of-Sight Environments

This PhD thesis considers the problem of locating some target nodes in different wireless infrastructures such as wireless cellular radio networks and wireless sensor networks. To be as realistic as possible, mixed line-of-sight and non-line-of-sight (LOS/NLOS) localization environment is introduced. Both the conventional non-cooperative localization and the new emerging cooperative localization have been studied thoroughly. Owing to the random nature of the measurements, probabilistic methods are more advanced as compared to the old-fashioned geometric methods. The gist behind the probabilistic methods is to infer the unknown positions of the target nodes in an estimation process, given a set of noisy position related measurements, a probabilistic measurement model, and a few known reference positions. In contrast to the majority of the existing methods, harsh but practical constraints are taken into account: neither offline calibration nor non-line-of-sight state identification is equipped in the desired localization system. This leads to incomplete knowledge about the measurement error statistics making the inference task extremely challenging. Two new classes of localization algorithms have been proposed to jointly estimate the positions and measurement error statistics. All unknown parameters are assumed to be deterministic, and maximum likelihood estimator is sought after throughout this thesis. The first class of algorithms assumes no knowledge about the measurement error distribution and adopts a nonparametric modeling. The idea is to alternate between a pdf estimation step, which approximates the exact measurement error pdf via adaptive kernel density estimation, and a parameter estimation step, which resolves a position estimate numerically from an approximated log-likelihood function. The computational complexity of this class of algorithms scales quadratically in the number of measurements. Hence, the first class of algorithms is applicable primarily for non-cooperative localization in wireless cellular radio networks. In order to reduce the computational complexity, a second class of algorithms resorts to approximate the measurement error distribution parametrically as a linear combination of Gaussian distributions. Iterative algorithms that alternate between updating the position(s) and other parameters have been developed with the aid of expectation-maximization (EM), expectation conditional maximization (ECM) and joint maximum a posterior-maximum likelihood (JMAP-ML) criteria. As a consequence, the computational complexity turns out to scale linearly in the number of measurements. Hence, the second class of algorithms is also applicable for cooperative localization in wireless sensor networks. Apart from the algorithm design, systematical analyses in terms of Cramer-Rao lower bound, computational complexity, and communication energy consumption have also been conducted for comprehensive algorithm evaluations. Simulation and experimental results have demonstrated that the proposed algorithms all tend to achieve the fundamental limits of the localization accuracy for large data records and outperform their competitors by far when model mismatch problems can be ignored

Algebraic Multigrid for Markov Chains and Tensor Decomposition

The majority of this thesis is concerned with the development of efficient and robust numerical methods based on adaptive algebraic multigrid to compute the stationary distribution of Markov chains. It is shown that classical algebraic multigrid techniques can be applied in an exact interpolation scheme framework to compute the stationary distribution of irreducible, homogeneous Markov chains. A quantitative analysis shows that algebraically smooth multiplicative error is locally constant along strong connections in a scaled system operator, which suggests that classical algebraic multigrid coarsening and interpolation can be applied to the class of nonsymmetric irreducible singular M-matrices with zero column sums. Acceleration schemes based on fine-level iterant recombination, and over-correction of the coarse-grid correction are developed to improve the rate of convergence and scalability of simple adaptive aggregation multigrid methods for Markov chains. Numerical tests over a wide range of challenging nonsymmetric test problems demonstrate the effectiveness of the proposed multilevel method and the acceleration schemes. This thesis also investigates the application of adaptive algebraic multigrid techniques for computing the canonical decomposition of higher-order tensors. The canonical decomposition is formulated as a least squares optimization problem, for which local minimizers are computed by solving the first-order optimality equations. The proposed multilevel method consists of two phases: an adaptive setup phase that uses a multiplicative correction scheme in conjunction with bootstrap algebraic multigrid interpolation to build the necessary operators on each level, and a solve phase that uses additive correction cycles based on the full approximation scheme to efficiently obtain an accurate solution. The alternating least squares method, which is a standard one-level iterative method for computing the canonical decomposition, is used as the relaxation scheme. Numerical tests show that for certain test problems arising from the discretization of high-dimensional partial differential equations on regular lattices the proposed multilevel method significantly outperforms the standard alternating least squares method when a high level of accuracy is required

The ANOVA decomposition and generalized sparse grid methods for the high-dimensional backward Kolmogorov equation

In this thesis, we discuss numerical methods for the solution of the high-dimensional backward Kolmogorov equation, which arises in the pricing of options on multi-dimensional jump-diffusion processes. First, we apply the ANOVA decomposition and approximate the high-dimensional problem by a sum of lower-dimensional ones, which we then discretize by a θ-scheme and generalized sparse grids in time and space, respectively. We solve the resultant systems of linear equations by iterative methods, which requires both preconditioning and fast matrix-vector multiplication algorithms. We make use of a Linear Program and an algebraic formula to compute optimal diagonal scaling parameters. Furthermore, we employ the OptiCom as non-linear preconditioner. We generalize the unidirectional principle to non-local operators and develop a new matrix-vector multiplication algorithm for the OptiCom. As application we focus on the Kou model. Using a new recurrence formula, the computational complexity of the operator application remains linear in the number of degrees of freedom. The combination of the above-mentioned methods allows us to efficiently approximate the solution of the backward Kolmogorov equation for a ten-dimensional Kou model.Die ANOVA-Zerlegung und verallgemeinerte dünne Gitter für die hochdimensionale Kolmogorov-Rückwärtsgleichung In der vorliegenden Arbeit betrachten wir numerische Verfahren zur Lösung der hochdimensionalen Kolmogorov-Rückwärtsgleichung, die beispielsweise bei der Bewertung von Optionen auf mehrdimensionalen Sprung-Diffusionsprozessen auftritt. Zuerst wenden wir eine ANOVA-Zerlegung an und approximieren das hochdimensionale Problem mit einer Summe von niederdimensionalen Problemen, die wir mit einem θ-Verfahren in der Zeit und mit verallgemeinerten dünnen Gittern im Ort diskretisieren. Wir lösen die entstehenden linearen Gleichungssysteme mit iterativen Verfahren, wofür eine Vorkonditionierung als auch schnelle Matrix-Vektor-Multiplikationsalgorithmen nötig sind. Wir entwickeln ein Lineares Programm und eine algebraische Formel, um optimale Diagonalskalierungen zu finden. Des Weiteren setzen wir die OptiCom als nicht-lineares Vorkonditionierungsverfahren ein. Wir verallgemeinern das unidirektionale Prinzip auf nicht-lokale Operatoren und entwickeln einen für die OptiCom optimierten Matrix-Vektor-Multiplikationsalgorithmus. Als Anwendungsbeispiel betrachten wir das Kou-Modell. Mit einer neuen Rekurrenzformel bleibt die Gesamtkomplexität der Operatoranwendung linear in der Anzahl der Freiheitsgrade. Unter Einbeziehung aller genannten Methoden ist es nun möglich, die Lösung der Kolmogorov-Rückwärtsgleichung für ein zehndimensionales Kou-Modell effizient zu approximieren

Annual Review of Progress in Applied Computational Electromagnetics

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Computational Modelling of Concrete and Concrete Structures

Computational Modelling of Concrete and Concrete Structures contains the contributions to the EURO-C 2022 conference (Vienna, Austria, 23-26 May 2022). The papers review and discuss research advancements and assess the applicability and robustness of methods and models for the analysis and design of concrete, fibre-reinforced and prestressed concrete structures, as well as masonry structures. Recent developments include methods of machine learning, novel discretisation methods, probabilistic models, and consideration of a growing number of micro-structural aspects in multi-scale and multi-physics settings. In addition, trends towards the material scale with new fibres and 3D printable concretes, and life-cycle oriented models for ageing and durability of existing and new concrete infrastructure are clearly visible. Overall computational robustness of numerical predictions and mathematical rigour have further increased, accompanied by careful model validation based on respective experimental programmes. The book will serve as an important reference for both academics and professionals, stimulating new research directions in the field of computational modelling of concrete and its application to the analysis of concrete structures. EURO-C 2022 is the eighth edition of the EURO-C conference series after Innsbruck 1994, Bad Gastein 1998, St. Johann im Pongau 2003, Mayrhofen 2006, Schladming 2010, St. Anton am Arlberg 2014, and Bad Hofgastein 2018. The overarching focus of the conferences is on computational methods and numerical models for the analysis of concrete and concrete structures

Computational Modelling of Concrete and Concrete Structures

Computational Modelling of Concrete and Concrete Structures contains the contributions to the EURO-C 2022 conference (Vienna, Austria, 23-26 May 2022). The papers review and discuss research advancements and assess the applicability and robustness of methods and models for the analysis and design of concrete, fibre-reinforced and prestressed concrete structures, as well as masonry structures. Recent developments include methods of machine learning, novel discretisation methods, probabilistic models, and consideration of a growing number of micro-structural aspects in multi-scale and multi-physics settings. In addition, trends towards the material scale with new fibres and 3D printable concretes, and life-cycle oriented models for ageing and durability of existing and new concrete infrastructure are clearly visible. Overall computational robustness of numerical predictions and mathematical rigour have further increased, accompanied by careful model validation based on respective experimental programmes. The book will serve as an important reference for both academics and professionals, stimulating new research directions in the field of computational modelling of concrete and its application to the analysis of concrete structures. EURO-C 2022 is the eighth edition of the EURO-C conference series after Innsbruck 1994, Bad Gastein 1998, St. Johann im Pongau 2003, Mayrhofen 2006, Schladming 2010, St. Anton am Arlberg 2014, and Bad Hofgastein 2018. The overarching focus of the conferences is on computational methods and numerical models for the analysis of concrete and concrete structures