Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Graph Signal Processing: Overview, Challenges and Applications

Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing. We then summarize recent developments in developing basic GSP tools, including methods for sampling, filtering or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning. We finish by providing a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas.Comment: To appear, Proceedings of the IEE

Max-Min SNR Signal Energy based Spectrum Sensing Algorithms for Cognitive Radio Networks with Noise Variance Uncertainty

This paper proposes novel spectrum sensing algorithms for cognitive radio networks. By assuming known transmitter pulse shaping filter, synchronous and asynchronous receiver scenarios have been considered. For each of these scenarios, the proposed algorithm is explained as follows: First, by introducing a combiner vector, an over-sampled signal of total duration equal to the symbol period is combined linearly. Second, for this combined signal, the Signal-to-Noise ratio (SNR) maximization and minimization problems are formulated as Rayleigh quotient optimization problems. Third, by using the solutions of these problems, the ratio of the signal energy corresponding to the maximum and minimum SNRs are proposed as a test statistics. For this test statistics, analytical probability of false alarm ($P_f$) and detection ($P_d$) expressions are derived for additive white Gaussian noise (AWGN) channel. The proposed algorithms are robust against noise variance uncertainty. The generalization of the proposed algorithms for unknown transmitter pulse shaping filter has also been discussed. Simulation results demonstrate that the proposed algorithms achieve better $P_d$ than that of the Eigenvalue decomposition and energy detection algorithms in AWGN and Rayleigh fading channels with noise variance uncertainty. The proposed algorithms also guarantee the desired $P_f(P_d)$ in the presence of adjacent channel interference signals

Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a hidden Markov chain. Different from previous work on stabilization of adaptive controlled systems with a hidden Markov chain, where average criteria were considered, this work focuses on the almost sure stabilization or sample path stabilization of the underlying processes. Under simple conditions, it is shown that as long as the feedback controls have linear growth in the continuous component, the resulting process is regular. Moreover, by appropriate choice of the Lyapunov functions, it is shown that the adaptive system is stabilizable almost surely. As a by-product, it is also established that the controlled process is positive recurrent

Mean-Field-Type Games in Engineering

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some engineering applications of mean-field-type games including road traffic networks, multi-level building evacuation, millimeter wave wireless communications, distributed power networks, virus spread over networks, virtual machine resource management in cloud networks, synchronization of oscillators, energy-efficient buildings, online meeting and mobile crowdsensing.Comment: 84 pages, 24 figures, 183 references. to appear in AIMS 201