Information Transmission using the Nonlinear Fourier Transform, Part III: Spectrum Modulation

Motivated by the looming "capacity crunch" in fiber-optic networks, information transmission over such systems is revisited. Among numerous distortions, inter-channel interference in multiuser wavelength-division multiplexing (WDM) is identified as the seemingly intractable factor limiting the achievable rate at high launch power. However, this distortion and similar ones arising from nonlinearity are primarily due to the use of methods suited for linear systems, namely WDM and linear pulse-train transmission, for the nonlinear optical channel. Exploiting the integrability of the nonlinear Schr\"odinger (NLS) equation, a nonlinear frequency-division multiplexing (NFDM) scheme is presented, which directly modulates non-interacting signal degrees-of-freedom under NLS propagation. The main distinction between this and previous methods is that NFDM is able to cope with the nonlinearity, and thus, as the the signal power or transmission distance is increased, the new method does not suffer from the deterministic cross-talk between signal components which has degraded the performance of previous approaches. In this paper, emphasis is placed on modulation of the discrete component of the nonlinear Fourier transform of the signal and some simple examples of achievable spectral efficiencies are provided.Comment: Updated version of IEEE Transactions on Information Theory, vol. 60, no. 7, pp. 4346--4369, July, 201

Quantitative Approximation of the Probability Distribution of a Markov Process by Formal Abstractions

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time, which allows for its approximate, faster computation by that of the Markov chain. The approach is based on formal abstractions and employs an arbitrary finite partition of the state space of the Markov process, and the computation of average transition probabilities between partition sets. The abstraction technique is formal, in that it comes with guarantees on the introduced approximation that depend on the diameters of the partitions: as such, they can be tuned at will. Further in the case of Markov processes with unbounded state spaces, a procedure for precisely truncating the state space within a compact set is provided, together with an error bound that depends on the asymptotic properties of the transition kernel of the original process. The overall abstraction algorithm, which practically hinges on piecewise constant approximations of the density functions of the Markov process, is extended to higher-order function approximations: these can lead to improved error bounds and associated lower computational requirements. The approach is practically tested to compute probabilistic invariance of the Markov process under study, and is compared to a known alternative approach from the literature.Comment: 29 pages, Journal of Logical Methods in Computer Scienc

Idealized computational models for auditory receptive fields

This paper presents a theory by which idealized models of auditory receptive fields can be derived in a principled axiomatic manner, from a set of structural properties to enable invariance of receptive field responses under natural sound transformations and ensure internal consistency between spectro-temporal receptive fields at different temporal and spectral scales. For defining a time-frequency transformation of a purely temporal sound signal, it is shown that the framework allows for a new way of deriving the Gabor and Gammatone filters as well as a novel family of generalized Gammatone filters, with additional degrees of freedom to obtain different trade-offs between the spectral selectivity and the temporal delay of time-causal temporal window functions. When applied to the definition of a second-layer of receptive fields from a spectrogram, it is shown that the framework leads to two canonical families of spectro-temporal receptive fields, in terms of spectro-temporal derivatives of either spectro-temporal Gaussian kernels for non-causal time or the combination of a time-causal generalized Gammatone filter over the temporal domain and a Gaussian filter over the logspectral domain. For each filter family, the spectro-temporal receptive fields can be either separable over the time-frequency domain or be adapted to local glissando transformations that represent variations in logarithmic frequencies over time. Within each domain of either non-causal or time-causal time, these receptive field families are derived by uniqueness from the assumptions. It is demonstrated how the presented framework allows for computation of basic auditory features for audio processing and that it leads to predictions about auditory receptive fields with good qualitative similarity to biological receptive fields measured in the inferior colliculus (ICC) and primary auditory cortex (A1) of mammals.Comment: 55 pages, 22 figures, 3 table

An analysis of spending behaviour under liquidity constraints with an application to financial hedging

Imperial Users onl

Analytical results for the multi-objective design of model-predictive control

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required computational resource as competing design objectives. The proposed multi-objective design of MPC (MOD-MPC) approach extends current methods that treat control performance and the computational resource separately -- often with the latter as a fixed constraint -- which requires the implementation hardware to be known a priori. The proposed approach focuses on the tuning of structural MPC parameters, namely sampling time and prediction horizon length, to produce a set of optimal choices available to the practitioner. The posed design problem is then analyzed to reveal key properties, including smoothness of the design objectives and parameter bounds, and establish certain validated guarantees. Founded on these properties, necessary and sufficient conditions for an effective and efficient solver are presented, leading to a specialized multi-objective optimizer for the MOD-MPC being proposed. Finally, two real-world control problems are used to illustrate the results of the design approach and importance of the developed conditions for an effective solver of the MOD-MPC problem

Real-time flutter analysis

The important algorithm issues necessary to achieve a real time flutter monitoring system; namely, the guidelines for choosing appropriate model forms, reduction of the parameter convergence transient, handling multiple modes, the effect of over parameterization, and estimate accuracy predictions, both online and for experiment design are addressed. An approach for efficiently computing continuous-time flutter parameter Cramer-Rao estimate error bounds were developed. This enables a convincing comparison of theoretical and simulation results, as well as offline studies in preparation for a flight test. Theoretical predictions, simulation and flight test results from the NASA Drones for Aerodynamic and Structural Test (DAST) Program are compared