Transmit design for MIMO wiretap channel with a malicious jammer

In this paper, we consider the transmit design for multi-input multi-output (MIMO) wiretap channel including a malicious jammer. We first transform the system model into the traditional three-node wiretap channel by whitening the interference at the legitimate user. Additionally, the eavesdropper channel state information (ECSI) may be fully or statistically known, even unknown to the transmitter. Hence, some strategies are proposed in terms of different levels of ECSI available to the transmitter in our paper. For the case of unknown ECSI, a target rate for the legitimate user is first specified. And then an inverse water-filling algorithm is put forward to find the optimal power allocation for each information symbol, with a stepwise search being used to adjust the spatial dimension allocated to artificial noise (AN) such that the target rate is achievable. As for the case of statistical ECSI, several simulated channels are randomly generated according to the distribution of ECSI. We show that the ergodic secrecy capacity can be approximated as the average secrecy capacity of these simulated channels. Through maximizing this average secrecy capacity, we can obtain a feasible power and spatial dimension allocation scheme by using one dimension search. Finally, numerical results reveal the effectiveness and computational efficiency of our algorithms.Comment: 2015 IEEE 81st Vehicular Technology Conference (VTC Spring

Evaluating Value at Risk Models at Canadian Commercial Banks

This research paper analyzes the internal Value-at-Risk (VAR) models of the “Big Five” Canadian commercial banks by empirically investigating the banks‟ actual non-anonymous daily VAR and profit-and-loss (P&L) data. These data points were extracted from graphs included in the banks‟ own annual report, Out of the 4340 trading days analyzed in this study, there are 47 exceptions (days when the actual loss exceeds the disclosed VAR); whereas, the expected figure is 43 exceptions at a 99% confidence interval. During a financial crisis, as is the case for the study‟s time line, this internal VAR model demonstrates an inconsistent result among our sample banks. For example, the number of exceptions was found to be significantly variable between banks, with two banks, BMO and RBC, experiencing 26 and 16 exceptions respectively, while BNS and TD only have one day with a loss exceeding the VAR. We doubt whether the internal model precisely evaluate VAR, so we conduct alternative method such as Historical simulation model and GARCH(1,1) model to calculate the banks‟ VAR, we conclude Historical simulation model is best among those models based on the test results

Hanle detection for optical clocks

Considering the strong inhomogeneous spatial polarization and intensity distribution of spontaneous decay fluorescence due to the Hanle effect, we propose and demonstrate a universe Hanle detection configuration of electron-shelving method for optical clocks. Experimental results from Ca atomic beam optical frequency standard with 423 nm electron-shelving method show that a designed Hanle detection geometry with optimized magnetic field direction, detection laser beam propagation and polarization direction, and detector position can improve the fluorescence collection rate by more than one order of magnitude comparing with that of inefficient geometry. With the fixed 423 nm fluorescence, the improved 657 nm optical frequency standard signal intensity is presented. And the potential application of the Hanle detection geometry designed for facilitating the fluorescence collection for optical lattice clock with a limited solid angle of the fluorescence collection has been discussed. This Hanle detection configuration is also effective for ion detection in ion optical clock and quantum information experiments. Besides, a cylinder fluorescence collection structure is designed to increase the solid angle of the fluorescence collection in Ca atomic beam optical frequency standard.Comment: 5 pages, 6 figure

Study of pressure shock characteristics of pump-controlled hydraulic steering system

Owing to the complex working conditions, large load changes and inertia of variable pump, pressure shock seriously lowers the efficiency, stability and accuracy of pump-controlled hydraulic steering system. To study the pressure shock characteristics, a physical model of pump-controlled hydraulic steering system was deduced first, and the system dynamic characteristics were simulated by MATLAB/SIMULINK; then the AMESim model was also established to analyze the shock pressure further. By comparison with the simulation results in SIMULINK, the validity of AMESim model is verified. Based on AMESim model, the influence of the navigation speed, spring stiffness of feedback mechanism and rudder angular velocity to the shock characteristics were analyzed specially. According to the results, the design and control methods to reduce hydraulic shock are obtained, which provide a theoretical basis for improving the characteristics of pump-controlled rudder