Instantly Decodable Network Coding for Real-Time Scalable Video Broadcast over Wireless Networks

In this paper, we study a real-time scalable video broadcast over wireless networks in instantly decodable network coded (IDNC) systems. Such real-time scalable video has a hard deadline and imposes a decoding order on the video layers.We first derive the upper bound on the probability that the individual completion times of all receivers meet the deadline. Using this probability, we design two prioritized IDNC algorithms, namely the expanding window IDNC (EW-IDNC) algorithm and the non-overlapping window IDNC (NOW-IDNC) algorithm. These algorithms provide a high level of protection to the most important video layer before considering additional video layers in coding decisions. Moreover, in these algorithms, we select an appropriate packet combination over a given number of video layers so that these video layers are decoded by the maximum number of receivers before the deadline. We formulate this packet selection problem as a two-stage maximal clique selection problem over an IDNC graph. Simulation results over a real scalable video stream show that our proposed EW-IDNC and NOW-IDNC algorithms improve the received video quality compared to the existing IDNC algorithms

Resource Allocation Frameworks for Network-coded Layered Multimedia Multicast Services

The explosive growth of content-on-the-move, such as video streaming to mobile devices, has propelled research on multimedia broadcast and multicast schemes. Multi-rate transmission strategies have been proposed as a means of delivering layered services to users experiencing different downlink channel conditions. In this paper, we consider Point-to-Multipoint layered service delivery across a generic cellular system and improve it by applying different random linear network coding approaches. We derive packet error probability expressions and use them as performance metrics in the formulation of resource allocation frameworks. The aim of these frameworks is both the optimization of the transmission scheme and the minimization of the number of broadcast packets on each downlink channel, while offering service guarantees to a predetermined fraction of users. As a case of study, our proposed frameworks are then adapted to the LTE-A standard and the eMBMS technology. We focus on the delivery of a video service based on the H.264/SVC standard and demonstrate the advantages of layered network coding over multi-rate transmission. Furthermore, we establish that the choice of both the network coding technique and resource allocation method play a critical role on the network footprint, and the quality of each received video layer.Comment: IEEE Journal on Selected Areas in Communications - Special Issue on Fundamental Approaches to Network Coding in Wireless Communication Systems. To appea

Partitioning Procedure for Polynomial Optimization: Application to Portfolio Decisions with Higher Order Moments

We consider the problem of finding the minimum of a real-valued multivariate polynomial function constrained in a compact set defined by polynomial inequalities and equalities. This problem, called polynomial optimization problem (POP), is generally nonconvex and has been of growing interest to many researchers in recent years. Our goal is to tackle POPs using decomposition. Towards this goal we introduce a partitioning procedure. The problem manipulations are in line with the pattern used in the Benders decomposition [1], namely relaxation preceded by projection. Stengle’s and Putinar’s Positivstellensatz are employed to derive the so-called feasibility and optimality constraints, respectively. We test the performance of the proposed method on a collection of benchmark problems and we present the numerical results. As an application, we consider the problem of selecting an investment portfolio optimizing the mean, variance, skewness and kurtosis of the portfolio.Polynomial optimization, Semidefinite relaxations, Positivstellensatz, Sum of squares, Benders decomposition, Portfolio optimization

Optimized Network-coded Scalable Video Multicasting over eMBMS Networks

Delivery of multicast video services over fourth generation (4G) networks such as 3GPP Long Term Evolution-Advanced (LTE-A) is gaining momentum. In this paper, we address the issue of efficiently multicasting layered video services by defining a novel resource allocation framework that aims to maximize the service coverage whilst keeping the radio resource footprint low. A key point in the proposed system mode is that the reliability of multicast video services is ensured by means of an Unequal Error Protection implementation of the Network Coding (UEP-NC) scheme. In addition, both the communication parameters and the UEP-NC scheme are jointly optimized by the proposed resource allocation framework. Numerical results show that the proposed allocation framework can significantly increase the service coverage when compared to a conventional Multi-rate Transmission (MrT) strategy.Comment: Proc. of IEEE ICC 2015 - Mobile and Wireless Networking Symposium, to appea

Sum Throughput Maximization in Multi-Tag Backscattering to Multiantenna Reader

Backscatter communication (BSC) is being realized as the core technology for pervasive sustainable Internet-of-Things applications. However, owing to the resource-limitations of passive tags, the efficient usage of multiple antennas at the reader is essential for both downlink excitation and uplink detection. This work targets at maximizing the achievable sum-backscattered-throughput by jointly optimizing the transceiver (TRX) design at the reader and backscattering coefficients (BC) at the tags. Since, this joint problem is nonconvex, we first present individually-optimal designs for the TRX and BC. We show that with precoder and {combiner} designs at the reader respectively targeting downlink energy beamforming and uplink Wiener filtering operations, the BC optimization at tags can be reduced to a binary power control problem. Next, the asymptotically-optimal joint-TRX-BC designs are proposed for both low and high signal-to-noise-ratio regimes. Based on these developments, an iterative low-complexity algorithm is proposed to yield an efficient jointly-suboptimal design. Thereafter, we discuss the practical utility of the proposed designs to other application settings like wireless powered communication networks and BSC with imperfect channel state information. Lastly, selected numerical results, validating the analysis and shedding novel insights, demonstrate that the proposed designs can yield significant enhancement in the sum-backscattered throughput over existing benchmarks.Comment: 17 pages, 5 figures, accepted for publication in IEEE Transactions on Communication

Growth Optimal Portfolio : Analysis and construction on a discrete multi-period market

This thesis provides an analysis of Growth Optimal Portfolio (GOP) in discrete time. Growth Optimal Portfolio is a portfolio optimization method that aims to maximize expected long-term growth. One of the main properties of GOP is that, as time horizon increases, it outperforms all other trading strategies almost surely. Therefore, when compared with the other common methods of portfolio construction, GOP performs well in the long-term but might provide riskier allocations in the short-term. The first half of the thesis considers GOP from a theoretical perspective. Connections to the other concepts (numeraire portfolio, arbitrage freedom) are examined and derivations of optimal properties are given. Several examples where GOP has explicit solutions are provided and sufficiency and necessity conditions for growth optimality are derived. Yet, the main focus of this thesis is on the practical aspects of GOP construction. The iterative algorithm for finding GOP weights in the case of independently log-normally distributed growth rates of underlying assets is proposed. Following that, the algorithm is extended to the case with non-diagonal covariance structure and the case with the presence of a risk-free asset on the market. Finally, it is shown how GOP can be implemented as a trading strategy on the market when underlying assets are modelled by ARMA or VAR models. The simulations with assets from the real market are provided for the time period 2014-2019. Overall, a practical step-by-step procedure for constructing GOP strategies with data from the real market is developed. Given the simplicity of the procedure and appealing properties of GOP, it can be used in practice as well as other common models such as Markowitz or Black-Litterman model for constructing portfolios