Autoregressive hidden Markov model with application in an El Niño study

Hidden Markov models are extensions of Markov models where each observation is the result of a stochastic process in one of several unobserved states. Though favored by many scientists because of its unique and applicable mathematical structure, its independence assumption between the consecutive observations hampered further application. Autoregressive hidden Markov model is a combination of autoregressive time series and hidden Markov chains. Observations are generated by a few autoregressive time series while the switches between each autoregressive time series are controlled by a hidden Markov chain. In this thesis, we present the basic concepts, theory and associated approaches and algorithms for hidden Markov models, time series and autoregressive hidden Markov models. We have also built a bivariate autoregressive hidden Markov model on the temperature data from the Pacific Ocean to understand the mechanism of El Nino. The parameters and the state path of the model are estimated through the Segmental K-mean algorithm and the state estimations of the autoregressive hidden Markov model have been compared with the estimations from a conventional hidden Markov model. Overall, the results confirm the strength of the autoregressive hidden Markov models in the El Nino study and the research sets an example of ARHMM's application in the meteorology

Spectrum-Efficient Triple-Layer Hybrid Optical OFDM for IM/DD-Based Optical Wireless Communications

In this paper, a triple-layer hybrid optical orthogonal frequency division multiplexing (THO-OFDM) for intensity modulation with direct detection (IM/DD) systems with a high spectral efficiency is proposed. We combine N-point asymmetrically clipped optical orthogonal frequency division multiplexing (ACO-OFDM), N/2-point ACO-OFDM, and N/2-point pulse amplitude modulated discrete multitoned (PAM-DMT) in a single frame for simultaneous transmission. The time- and frequency-domain demodulation methods are introduced by fully exploiting the special structure of the proposed THO-OFDM. Theoretical analysis show that, the proposed THO-OFDM can reach the spectral efficiency limit of the conventional layered ACO-OFDM (LACO-OFDM). Simulation results demonstrate that, the time-domain receiver offers improved bit error rate (BER) performance compared with the frequency-domain with ∼40% reduced computation complexity when using 512 subcarriers. Furthermore, we show a 3 dB improvement in the peak-to-average power ratio (PAPR) compared with LACO-OFDM for the same three layers

Performance of the coherent optical binary polarization-shift-keying heterodyne system in free space optical communications using a lognormal atmospheric turbulence model MIC-CPE 2010

In this paper, simulation results for the bit error rate (BER) performance and fading penalty of a coherent optical binary polarization shift keying (2PolSK) heterodyne system adopted for free space optical (FSO) communication links with a log-normal atmospheric turbulence model is presented. The conditional and unconditional BER expressions are derived, demonstrating the comprehensive similarity between the 2PolSK and binary frequency shift keying (2FSK) schemes with regards to the system sensitivity. The study shows that 2PolSK offers improved performance compared to the binary amplitude shift keying (2ASK