System identification, time series analysis and forecasting:The Captain Toolbox handbook.

CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control

Dual polarization nonlinear Fourier transform-based optical communication system

New services and applications are causing an exponential increase in internet traffic. In a few years, current fiber optic communication system infrastructure will not be able to meet this demand because fiber nonlinearity dramatically limits the information transmission rate. Eigenvalue communication could potentially overcome these limitations. It relies on a mathematical technique called "nonlinear Fourier transform (NFT)" to exploit the "hidden" linearity of the nonlinear Schr\"odinger equation as the master model for signal propagation in an optical fiber. We present here the theoretical tools describing the NFT for the Manakov system and report on experimental transmission results for dual polarization in fiber optic eigenvalue communications. A transmission of up to 373.5 km with bit error rate less than the hard-decision forward error correction threshold has been achieved. Our results demonstrate that dual-polarization NFT can work in practice and enable an increased spectral efficiency in NFT-based communication systems, which are currently based on single polarization channels

Delayed Dynamical Systems: Networks, Chimeras and Reservoir Computing

We present a systematic approach to reveal the correspondence between time delay dynamics and networks of coupled oscillators. After early demonstrations of the usefulness of spatio-temporal representations of time-delay system dynamics, extensive research on optoelectronic feedback loops has revealed their immense potential for realizing complex system dynamics such as chimeras in rings of coupled oscillators and applications to reservoir computing. Delayed dynamical systems have been enriched in recent years through the application of digital signal processing techniques. Very recently, we have showed that one can significantly extend the capabilities and implement networks with arbitrary topologies through the use of field programmable gate arrays (FPGAs). This architecture allows the design of appropriate filters and multiple time delays which greatly extend the possibilities for exploring synchronization patterns in arbitrary topological networks. This has enabled us to explore complex dynamics on networks with nodes that can be perfectly identical, introduce parameter heterogeneities and multiple time delays, as well as change network topologies to control the formation and evolution of patterns of synchrony

Optoelectronic Reservoir Computing

Reservoir computing is a recently introduced, highly efficient bio-inspired approach for processing time dependent data. The basic scheme of reservoir computing consists of a non linear recurrent dynamical system coupled to a single input layer and a single output layer. Within these constraints many implementations are possible. Here we report an opto-electronic implementation of reservoir computing based on a recently proposed architecture consisting of a single non linear node and a delay line. Our implementation is sufficiently fast for real time information processing. We illustrate its performance on tasks of practical importance such as nonlinear channel equalization and speech recognition, and obtain results comparable to state of the art digital implementations.Comment: Contains main paper and two Supplementary Material

Fast recursive filters for simulating nonlinear dynamic systems

A fast and accurate computational scheme for simulating nonlinear dynamic systems is presented. The scheme assumes that the system can be represented by a combination of components of only two different types: first-order low-pass filters and static nonlinearities. The parameters of these filters and nonlinearities may depend on system variables, and the topology of the system may be complex, including feedback. Several examples taken from neuroscience are given: phototransduction, photopigment bleaching, and spike generation according to the Hodgkin-Huxley equations. The scheme uses two slightly different forms of autoregressive filters, with an implicit delay of zero for feedforward control and an implicit delay of half a sample distance for feedback control. On a fairly complex model of the macaque retinal horizontal cell it computes, for a given level of accuracy, 1-2 orders of magnitude faster than 4th-order Runge-Kutta. The computational scheme has minimal memory requirements, and is also suited for computation on a stream processor, such as a GPU (Graphical Processing Unit).Comment: 20 pages, 8 figures, 1 table. A comparison with 4th-order Runge-Kutta integration shows that the new algorithm is 1-2 orders of magnitude faster. The paper is in press now at Neural Computatio

An aircraft sensor fault tolerant system

The design of a sensor fault tolerant system which uses analytical redundancy for the Terminal Configured Vehicle (TCV) research aircraft in a Microwave Landing System (MLS) environment was studied. The fault tolerant system provides reliable estimates for aircraft position, velocity, and attitude in the presence of possible failures in navigation aid instruments and onboard sensors. The estimates, provided by the fault tolerant system, are used by the automated guidance and control system to land the aircraft along a prescribed path. Sensor failures are identified by utilizing the analytic relationship between the various sensor outputs arising from the aircraft equations of motion

GPS Carrier Tracking Loop Performance in the presence of Ionospheric Scintillations

The performance of several GPS carrier tracking loops is evaluated using wideband GPS data recorded during strong ionospheric scintillations. The aim of this study is to determine the loop structures and parameters that enable good phase tracking during the power fades and phase dynamics induced by scintillations. Constant-bandwidth and variable-bandwidth loops are studied using theoretical models, simulation, and tests with actual GPS signals. Constant-bandwidth loops with loop bandwidths near 15 Hz are shown to lose phase lock during scintillations. Use of the decision-directed discriminator reduces the carrier lock threshold by ∼1 dB relative to the arctangent and conventional Costas discriminators. A proposed variablebandwidth loop based on a Kalman filter reduces the carrier lock threshold by more than 7 dB compared to a 15-Hz constant-bandwidth loop. The Kalman filter-based strategy employs a soft-decision discriminator, explicitly models the effects of receiver clock noise, and optimally adapts the loop bandwidth to the carrier-to-noise ratio. In extensive simulation and in tests using actual wideband GPS data, the Kalman filter PLL demonstrates improved cycle slip immunity relative to constant bandwidth PLLs.Aerospace Engineering and Engineering Mechanic

Effective denoising and adaptive equalization of indoor optical wireless channel with artificial light using the discrete wavelet transform and artificial neural network

Indoor diffuse optical wireless (OW) communication systems performance is limited due to a number of effects; interference from natural and artificial light sources and multipath induced intersymbol interference (ISI). Artificial light interference (ALI) is a periodic signal with a spectrum profile extending up to the MHz range. It is the dominant source of performance degradation at low data rates, which can be removed using a high-pass filter (HPF). On the other hand, ISI is more severe at high data rates and an equalizing filter is incorporated at the receiver to compensate for the ISI. This paper provides the simulation results for a discrete wavelet transform (DWT)—artificial neural network (ANN)-based receiver architecture for on-and-off keying (OOK) non-return-to-zero (NRZ) scheme for a diffuse indoor OW link in the presence of ALI and ISI. ANN is adopted for classification acting as an efficient equalizer compared to the traditional equalizers. The ALI is effectively reduced by proper selection of the DWT coefficients resulting in improved receiver performance compared to the digital HPF. The simulated bit error rate (BER) performance of proposed DWT-ANN receiver structure for a diffuse indoor OW link operating at a data range of 10-200 Mbps is presented and discussed. The results are compared with performance of a diffuse link with an HPF-equalizer, ALI with/without filtering, and a line-of-sight (LOS) without filtering. We show that the DWT-ANN display a lower power requirement when compared to the receiver with an HPF-equalizer over a full range of delay spread in presence of ALI. However, as expected compared to the ideal LOS link the power penalty is higher reaching to 6 dB at 200 Mbps data rate

Dynamic Models and Nonlinear Filtering of Wave Propagation in Random Fields

In this paper, a general model of wireless channels is established based on the physics of wave propagation. Then the problems of inverse scattering and channel prediction are formulated as nonlinear filtering problems. The solutions to the nonlinear filtering problems are given in the form of dynamic evolution equations of the estimated quantities. Finally, examples are provided to illustrate the practical applications of the proposed theory.Comment: 12 pages, 1 figur

Geometrically Intrinsic Nonlinear Recursive Filters I: Algorithms

The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-time observations. The GI Filter is fundamentally different from the much-used Extended Kalman Filter (EKF), and its second-order variants, even in the simplest nonlinear case, in that: (i) It uses a quadratic function of a vector observation to update the state, instead of the linear function used by the EKF. (ii) It is based on deeper geometric principles, which make the GI Filter coordinate-invariant. This implies, for example, that if a linear system were subjected to a nonlinear transformation f of the state-space and analyzed using the GI Filter, the resulting state estimates and conditional variances would be the push-forward under f of the Kalman Filter estimates for the untransformed system - a property which is not shared by the EKF or its second-order variants. The noise covariance of X and the observation covariance themselves induce geometries on state space and observation space, respectively, and associated canonical connections. A sequel to this paper develops stochastic differential geometry results - based on "intrinsic location parameters", a notion derived from the heat flow of harmonic mappings - from which we derive the coordinate-free filter update formula. The present article presents the algorithm with reference to a specific example - the problem of tracking and intercepting a target, using sensors based on a moving missile. Computational experiments show that, when the observation function is highly nonlinear, there exist choices of the noise parameters at which the GI Filter significantly outperforms the EKF.Comment: 22 pages, 4 figure