Rotation method for accelerating multiple-spherical Bessel function integrals against a numerical source function

A common problem in cosmology is to integrate the product of two or more spherical Bessel functions (sBFs) with different configuration-space arguments against the power spectrum or its square, weighted by powers of wavenumber. Naively computing them scales as $N_{\rm g}^{p+1}$ with $p$ the number of configuration space arguments and $N_{\rm g}$ the grid size, and they cannot be done with Fast Fourier Transforms (FFTs). Here we show that by rewriting the sBFs as sums of products of sine and cosine and then using the product to sum identities, these integrals can then be performed using 1-D FFTs with $N_{\rm g} \log N_{\rm g}$ scaling. This "rotation" method has the potential to accelerate significantly a number of calculations in cosmology, such as perturbation theory predictions of loop integrals, higher order correlation functions, and analytic templates for correlation function covariance matrices. We implement this approach numerically both in a free-standing, publicly-available \textsc{Python} code and within the larger, publicly-available package \texttt{mcfit}. The rotation method evaluated with direct integrations already offers a factor of 6-10$\times$ speed-up over the naive approach in our test cases. Using FFTs, which the rotation method enables, then further improves this to a speed-up of $\sim$$1000-3000\times$ over the naive approach. The rotation method should be useful in light of upcoming large datasets such as DESI or LSST. In analysing these datasets recomputation of these integrals a substantial number of times, for instance to update perturbation theory predictions or covariance matrices as the input linear power spectrum is changed, will be one piece in a Monte Carlo Markov Chain cosmological parameter search: thus the overall savings from our method should be significant

Analytic solutions to a Marcum Q-function-based integral and application in energy detection of unknown signals over multipath fading channels

This work presents analytic solutions for a useful integral in wireless communications, which involves the Marcum $Q{-}$function in combination with an exponential function and arbitrary power terms. The derived expressions have a rather simple algebraic representation which renders them convenient both analytically and computationally. Furthermore, they can be useful in wireless communications and particularly in the context of cognitive radio communications and radar systems, where this integral is often encountered. To this end, we derive novel expressions for the probability of detection in energy detection based spectrum sensing over $\eta{-}\mu$ fading channels. These expressions are given in closed-form and are subsequently employed in analyzing the effects of generalised multipath fading conditions in cognitive radio systems. As expected, it is shown that the detector is highly dependent upon the severity of fading conditions as even slight variation of the fading parameters affect the corresponding performance significantly.Comment: Latest/Preprint Versio

Local observers on linear Lie groups with linear estimation error dynamics

This paper proposes local exponential observers for systems on linear Lie groups. We study two different classes of systems. In the first class, the full state of the system evolves on a linear Lie group and is available for measurement. In the second class, only part of the system's state evolves on a linear Lie group and this portion of the state is available for measurement. In each case, we propose two different observer designs. We show that, depending on the observer chosen, local exponential stability of one of the two observation error dynamics, left- or right-invariant error dynamics, is obtained. For the first class of systems these results are developed by showing that the estimation error dynamics are differentially equivalent to a stable linear differential equation on a vector space. For the second class of system, the estimation error dynamics are almost linear. We illustrate these observer designs on an attitude estimation problem

Asymptotic expansions and fast computation of oscillatory Hilbert transforms

In this paper, we study the asymptotics and fast computation of the one-sided oscillatory Hilbert transforms of the form $$H^{+}(f(t)e^{i\omega t})(x)=-int_{0}^{\infty}e^{i\omega t}\frac{f(t)}{t-x}dt,\qquad \omega>0,\qquad x\geq 0,$$ where the bar indicates the Cauchy principal value and $f$ is a real-valued function with analytic continuation in the first quadrant, except possibly a branch point of algebraic type at the origin. When $x=0$, the integral is interpreted as a Hadamard finite-part integral, provided it is divergent. Asymptotic expansions in inverse powers of $\omega$ are derived for each fixed $x\geq 0$, which clarify the large $\omega$ behavior of this transform. We then present efficient and affordable approaches for numerical evaluation of such oscillatory transforms. Depending on the position of $x$, we classify our discussion into three regimes, namely, $x=\mathcal{O}(1)$ or $x\gg1$, $0<x\ll 1$ and $x=0$. Numerical experiments show that the convergence of the proposed methods greatly improve when the frequency $\omega$ increases. Some extensions to oscillatory Hilbert transforms with Bessel oscillators are briefly discussed as well.Comment: 32 pages, 6 figures, 4 table